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Kerem Ugurlu

Kerem Ugurlu

Nazarbayev University - Nur-Sultan / Kazakhstan
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5018589
Назарбаев Университетi
person_outline Kerem Ugurlu's MOST POPULAR ARTICLES
1-) Controlled Markov decision processes with AVaR criteria for unbounded costs Journal of Computational and Applied Mathematics 319, 24-37, 2017
2-) Decomposability and time consistency of risk averse multistage programs Operations Research Letters 44 (5), 663-665, 2016
3-) A new coherent multivariate average-value-at-risk Optimization 72 (2), 493-519, 2023
4-) Robust optimal control using conditional risk mappings in infinite horizon Journal of Computational and Applied Mathematics 344, 275-287, 2018
5-) Robust utility maximization of terminal wealth with drift and volatility uncertainty Optimization 70 (10), 2081-2102, 2021