Concepedia

Csaba I. Fábián

CI

11

Publications

512

Citations

11

H-Index

2006

Active since

Affiliations

Eötvös Loránd University(Current)

Zöldségtermesztési Kutató Intézet (Hungary)

Brunel University of London

Csaba I. Fábián is an author at Eötvös Loránd University specializing in engineering, stochastic optimization, and mathematical programming.

Top concepts

EngineeringStochastic OptimizationMathematical ProgrammingComputer ScienceUncertainty QuantificationFinanceAsset PricingRisk ManagementOperations ResearchSystems Engineering

Publications per year

2006–2016

11

Publications

11

Processing second-order stochastic dominance models using cutting-plane representations

Csaba I. Fábián, Gautam Mitra, Diana Roman · Mathematical Programming · 2009 · 99 citations · Full text

Mathematical Programming, Engineering, Stochastic Optimization +4

Handling CVaR objectives and constraints in two-stage stochastic models

Csaba I. Fábián · European Journal of Operational Research · 2007 · 96 citations

Engineering, Stochastic Optimization, Uncertainty Quantification +4

Solving two-stage stochastic programming problems with level decomposition

Csaba I. Fábián, Zoltán Szőke · Computational Management Science · 2006 · 68 citations

Mathematical Programming, Engineering, Stochastic Optimization +4

A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition

Victor Zverovich, Csaba I. Fábián, Eldon F. D. Ellison et al. · Mathematical Programming Computation · 2012 · 59 citations

Mathematical Programming, Numerical Analysis, Stochastic Hybrid System +12

An enhanced model for portfolio choice with SSD criteria: a constructive approach

Csaba I. Fábián, Gautam Mitra, Diana Roman et al. · Quantitative Finance · 2010 · 50 citations · Full text

Portfolio Management, Portfolio Choice, Risk Measure +20

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