Concepedia

Teemu Pennanen

TP

30

Publications

1.2K

Citations

20

H-Index

2000

Active since

Affiliations

Aalto University(Current)

King's College London

University of Jyväskylä

European Central Bank

Statistics Finland

Teemu Pennanen is an author at Aalto University specializing in engineering, mathematical programming, and finance.

Top concepts

EngineeringMathematical ProgrammingFinanceBusinessFunctional AnalysisAsset PricingEconomicsConvex OptimizationNumerical AnalysisEconomic Analysis

Publications per year

2000–2021

30

Publications

30

Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity

Teemu Pennanen · Mathematics of Operations Research · 2002 · 131 citations

Numerical Analysis, Mathematical Programming, Multiplier Methods +15

Inexact Variants of the Proximal Point Algorithm without Monotonicity

Alfredo N. Iusem, Teemu Pennanen, B. F. Svaiter · SIAM Journal on Optimization · 2003 · 80 citations

Mathematical Programming, Numerical Analysis, Nonmonotone Mappings +13

A stochastic programming model for asset liability management of a Finnish pension company

Petri Hilli, Matti Koivu, Teemu Pennanen et al. · Annals of Operations Research · 2006 · 76 citations · Full text

Finnish Pension Company, Asset Pricing, Asset Liability Management +11

Epi-convergent discretizations of stochastic programs via integration quadratures

Teemu Pennanen, Matti Koivu · Numerische Mathematik · 2005 · 72 citations · Full text

Numerical Analysis, Mathematical Programming, Engineering +4

Dualization of Generalized Equations of Maximal Monotone Type

Teemu Pennanen · SIAM Journal on Optimization · 2000 · 70 citations

Mathematical Programming, Generalized Equations, Maximal Monotone Type +13

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