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Krokhmal, Paul - Department of Mechanical Engineering, University of Iowa
Linear discrimination using second order conic programming
ROBUST DECISION MAKING: ADDRESSING UNCERTAINTIES IN
Portfolio Optimization with Conditional Value-at-Risk Objective and Constraints
COMPARATIVE ANALYSIS OF LINEAR PORTFOLIO REBALANCING STRATEGIES
On optimality of a polynomial algorithm for random linear multidimensional assignment problem
Random Assignment Problems Pavlo A. Krokhmal Panos M. Pardalos
On the Number of Local Minima for the Multidimensional Assignment Problem
Detection of temporal changes in operator functional state using statistical process control methods
Effects of Cueing in Cooperative Search David E. Jeffcoat Pavlo A. Krokhmal Olesya I. Zhupanska
Modeling and Optimization of Risk Pavlo Krokhmal1, Michael Zabarankin2, and Stan Uryasev3
An algorithm for online detection of temporal changes in operator cognitive state using real-time psychophysiological data
On the Hamming distance in combinatorial optimization problems on hypergraph matchings
Asymptotic Behavior of the Expected Optimal Value of the Multidimensional Assignment Problem
Higher Moment Coherent Risk Measures Pavlo A. Krokhmal
A Sample-Path Approach to Optimal Position Liquidation Pavlo Krokhmal and Stanislav Uryasev
Risk optimization with p-order conic constraints: A linear programming approach
Exact Solution of the Displacement Boundary-Value Problem of Elasticity for a Torus
On Measures of Cooperation in Distributed Systems under Uncertainties
Numerical Comparison of CVaR and CDaR Approaches: Application to Hedge Funds1