Product
Help
Pricing
About
Jobs
Log in
Get started
Author
Add to collection
János Mayer
Observed names:
J. MAYER,
J. Mayer,
Janos Mayer,
JÁNOS MAYER,
Jànos Mayer,
Mayer, Janos,
Mayer, János
show all 7
Observed institutions:
University of Zurich,
HUN-REN Institute for Computer Science and Control,
Institute for Operations Research,
Hungarian Academy of Sciences
OpenAlex ID:
A5113480852
Stochastic Linear Programming
2010
·
Peter Kall
, János Mayer
·
International series in management science/operations research/International series in operations research & management science
·
665
Computational aspects of minimizing conditional value-at-risk
2005
·
Alexandra Künzi-Bay
, János Mayer
·
Computational Management Science
·
93
PDF
Stochastic Linear Programming
2005
·
Kall, Peter 1939-2016
, Mayer, János
·
Springer eBooks
·
72
SLP-IOR: An interactive model management system for stochastic linear programs
1996
·
Peter Kall
, János Mayer
·
Mathematical Programming
·
49
Computational aspects of prospect theory with asset pricing applications
2007
·
Enrico De Giorgi
, Thorsten Hens
, et al.
·
Computational Economics
·
39
Stochastic Linear Programming Algorithms: A Comparison Based on a Model Management System
1998
·
János Mayer
·
35
Cumulative prospect theory and mean–variance analysis: a rigorous comparison
2017
·
Thorsten Hens
, János Mayer
·
The Journal of Computational Finance
·
29
Existence of Sunspot Equilibria and Uniqueness of Spot Market Equilibria: The Case of Intrinsically Complete Markets
2004
·
Thorsten Hens
, Beate Pilgrim
, et al.
·
SSRN Electronic Journal
·
26
6. Building and Solving Stochastic Linear Programming Models with SLP-IOR
2005
·
Peter Kall
, János Mayer
·
Society for Industrial and Applied Mathematics eBooks
·
22
Linearly constrained estimation by mathematical programming
1989
·
Emil Klafszky
, Jànos Mayer
, et al.
·
European Journal of Operational Research
·
20
A note on reward-risk portfolio selection and two-fund separation
2010
·
Enrico De Giorgi
, Thorsten Hens
, et al.
·
Finance research letters
·
17
PDF
On the Numerical Solution of Jointly Chance Constrained Problems
2000
·
János Mayer
·
Nonconvex optimization and its applications
·
17
Computational Techniques for Probabilistic Constrained Optimization Problems
1992
·
János Mayer
·
Lecture notes in economics and mathematical systems
·
17
A model management system for stochastic linear programming
2007
·
P. Kall
, J. Mayer
·
Springer eBooks
·
16
SLP-IOR: A model management system for stochastic linear programming - system design -
2006
·
P. Kall
, J. Mayer
·
Springer eBooks
·
15
Stochastic Linear Programming Algorithms
2022
·
Janos Mayer
·
Routledge eBooks
·
14
A Behavioral Foundation of Reward-Risk Portfolio Selection and the Asset Allocation Puzzle
2006
·
Enrico G. De Giorgi
, Thorsten Hens
, et al.
·
SSRN Electronic Journal
·
13
On Testing SLP Codes with SLP-IOR
1998
·
P. Kall
, J. Mayer
·
Applied optimization
·
11
Computer Support for Modeling in Stochastic Linear Programming
1995
·
P. Kall
, J. Mayer
·
Lecture notes in economics and mathematical systems
·
8
Decision Theory Matters for Financial Advice
2017
·
Thorsten Hens
, János Mayer
·
Computational Economics
·
6
Some insights into the solution algorithms for SLP problems
2006
·
Peter Kall
, János Mayer
·
Annals of Operations Research
·
6
PDF
On Solving Stochastic Linear Programming Problems
1998
·
P. Kall
, J. Mayer
·
Lecture notes in economics and mathematical systems
·
6
Pseudoconvex optimization for a special problem of paint industry
1994
·
Tibor Illés
, János Mayer
, et al.
·
European Journal of Operational Research
·
5
A Geometric Programming Approach to the Channel Capacity Problem
1992
·
EMIL KLAFSZKY
, JÁNOS MAYER
, et al.
·
Engineering Optimization
·
4
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry
2016
·
Maximilian Adelmann
, Lucio Fernandez-Arjona
, et al.
·
Operations Research
·
3
Show more works
View as search
Works count:
54
Citation count:
1,228
H-index:
15
I10-index:
18
Year
Topic
Type
