Research output
Publications
Peer-reviewed articles
Omega 2026
Group-and-Cut Approach for Dynamic Programming with Fréchet-Distributed Quantizers
Omega, June 2026 (forthcoming)
POM 2025 · FT50
Production and Operations Management, 2025
Oper. Res. 2022 · FT50
Operations Research, 2022
POM 2022 · FT50
Production and Operations Management, 2022
J. Intell. Manuf. 2022
Journal of Intelligent Manufacturing, 2022
CMS 2022
Computational Management Science, 2022
OR Persp. 2021
Operations Research Perspectives, Vol. 8, 2021
QFE 2021
Quantitative Finance and Economics, AIMS Press, 2021
EJOR 2020
European Journal of Operational Research, 2020
CMS 2018
Computational Management Science, 2018
IME 2017 ★
Insurance: Mathematics and Economics, 2017 · University of Vienna Publication Award
Risk Anal. 2015
Structured Coupling of Probability Loss Distributions: Assessing Flood Risk in Multiple River Basins
Risk Analysis, 2015, DOI: 10.1111/risa.12382
CMS 2013 ★
Computational Management Science, Springer-Verlag, 2013 · Best Student Paper Prize
IFAC 2011
18th IFAC World Congress, Milano, Italy, 2011
2009
Stochastic Optimization in Informatics, No. 5, St.-Petersburg Univ., 2009 (in Russian)
Book chapters
ENHANCE 2016
In: Novel Multi-Sector Partnerships in Disaster Risk Management, EU FP7 ENHANCE, Brussels, 2016
PhD dissertation
Vienna 2014
University of Vienna, PhD Dissertation, 2014 (with honors)
Working papers
arXiv 2025
arXiv preprint, 2025 (ongoing)
Working paper
Forward-Backward Quantization of Scenario Processes in Multi-Stage Stochastic Optimization
Working Paper, 2025 (ongoing)
Working paper
Robust PageRank: Stationary Distribution on a Growing Network Structure
Working Paper, 2024 (ongoing)
Working paper
Coordinating Decentralized Supply Chains under Two-Echelon Disruption Risks
Working Paper, 2025 (ongoing)
Working paper
Grouping Optimal Quantizers for Accelerated Dynamic Programming
Working Paper