Concepedia

Alexei A. Gaivoronski

AA

Statistics

Publications

27

Citations

1.2K

H-Index

17

Active since

1982

Affiliations

Norwegian University of Science and Technology(Current)

Italtel (Italy)

Telenor (Norway)

University of Milan

University of Vienna

Alexei A. Gaivoronski is an author at Norwegian University of Science and Technology specializing in optimization, stochastic optimization, and stochastic programming.

ORCID

Publications per year

1982–2018

27

Publications

27

Value-at-risk in portfolio optimization: properties and computational approach

Alexei A. Gaivoronski, Georg Ch. Pflug · The Journal of Risk · 2005 · 289 citations

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Optimal portfolio selection and dynamic benchmark tracking

Alexei A. Gaivoronski, Sergiy Krylov, Nico van der Wijst · European Journal of Operational Research · 2004 · 141 citations

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Stochastic programming in water management: A case study and a comparison of solution techniques

Jitka Dupačová, Alexei A. Gaivoronski, Zdeněk Kos et al. · European Journal of Operational Research · 1991 · 87 citations

, , +17

Stochastic Optimization Problems with Incomplete Information on Distribution Functions

Y. Ermoliev, Alexei A. Gaivoronski, C. Nedeva · SIAM Journal on Control and Optimization · 1985 · 85 citations · Full text

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Convergence properties of backpropagation for neural nets via theory of stochastic gradient methods. Part 1

Alexei A. Gaivoronski · Optimization methods & software · 1994 · 82 citations

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