| Value-at-risk in portfolio optimization: properties and computational approach AA Gaivoronski, G Pflug Journal of risk 7 (2), 1-31, 2005 | 462 | 2005 |
| Optimal portfolio selection and dynamic benchmark tracking AA Gaivoronski, S Krylov, N Van der Wijst European Journal of operational research 163 (1), 115-131, 2005 | 185 | 2005 |
| Stochastic programming in water management: A case study and a comparison of solution techniques J Dupačová, A Gaivoronski, Z Kos, T Szantai European Journal of Operational Research 52 (1), 28-44, 1991 | 119 | 1991 |
| Stochastic optimization problems with incomplete information on distribution functions Y Ermoliev, A Gaivoronski, C Nedeva SIAM Journal on Control and Optimization 23 (5), 697-716, 1985 | 114 | 1985 |
| Stochastic nonstationary optimization for finding universal portfolios AA Gaivoronski, F Stella Annals of Operations Research 100, 165-188, 2000 | 101 | 2000 |
| Stochastic quasigradient methods and their implementation A Gaivoronski Numerical techniques for stochastic optimization 10, 313-351, 1988 | 90 | 1988 |
| Convergence properties of backpropagation for neural nets via theory of stochastic gradient methods. Part 1 AA Gaivoronski Optimization methods and Software 4 (2), 117-134, 1994 | 78 | 1994 |
| Implementation of stochastic quasigradient methods A Gaivoronski Numerical techniques for stochastic optimization 10, 313-351, 1988 | 71 | 1988 |
| On-line portfolio selection using stochastic programming AA Gaivoronski, F Stella Journal of Economic Dynamics and Control 27 (6), 1013-1043, 2003 | 59 | 2003 |
| Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector JA Audestad, AA Gaivoronski, A Werner Annals of Operations Research 142, 19-39, 2006 | 55 | 2006 |
| Stochastic quasigradient methods for optimization of discrete event systems YM Ermoliev, AA Gaivoronski Annals of Operations Research 39, 1-39, 1992 | 55 | 1992 |
| Knapsack problem with probability constraints AA Gaivoronski, A Lisser, R Lopez, H Xu Journal of Global Optimization 49, 397-413, 2011 | 54 | 2011 |
| Finding optimal portfolios with constraints on value at risk AA Gaivoronski, G Pflug Proceedings III Stockholm seminar on risk behavior and risk management 50, 1999 | 46 | 1999 |
| Linearization methods for optimization of functionals which depend on probability measures A Gaivoronski Stochastic Programming 84 Part II, 157-181, 1986 | 43 | 1986 |
| Cost/risk balanced management of scarce resources using stochastic programming A Gaivoronski, GM Sechi, P Zuddas European Journal of Operational Research 216 (1), 214-224, 2012 | 37 | 2012 |
| Balancing cost-risk in management optimization of water resource systems under uncertainty AA Gaivoronski, GM Sechi, P Zuddas Physics and Chemistry of the Earth, Parts A/B/C 42, 98-107, 2012 | 35 | 2012 |
| Convergence analysis of parallel backpropagation algorithm for neural networks AA Gaivoronski Optimization Methods and Software 4, 117-134, 1994 | 32 | 1994 |
| Augmented infinitesimal perturbation analysis: An alternate explanation AA Gaivoronski, LY Shi, RS Sreenivas Discrete Event Dynamic Systems 2 (2), 121-138, 1992 | 32 | 1992 |
| Evaluation and design of business models for collaborative provision of advanced mobile data services: a portfolio theory approach AA Gaivoronski, J Zoric Telecommunications Modeling, Policy, and Technology, 353-386, 2008 | 29 | 2008 |
| An asset liability management model for casualty insurers: complexity reduction vs. parameterized decision rules AA Gaivoronski, PE De Lange Annals of Operations Research 99, 227-250, 2000 | 29 | 2000 |
