Teemu Pennanen

2009
7	EE	Teemu Pennanen: Epi-convergent discretizations of multistage stochastic programs via integration quadratures. Math. Program. 116(1-2): 461-479 (2009)
2007
6	EE	Petri Hilli, Matti Koivu, Teemu Pennanen, Antero Ranne: A stochastic programming model for asset liability management of a Finnish pension company. Annals OR 152(1): 115-139 (2007)
5	EE	Boris S. Mordukhovich, Teemu Pennanen: Epi-convergent discretization of the generalized Bolza problem in dynamic optimization. Optimization Letters 1(4): 379-390 (2007)
2006
4	EE	Teemu Pennanen: Financial Optimization. OR 2006: 113
3	EE	Teemu Pennanen, Markku Kallio: A splitting method for stochastic programs. Annals OR 142(1): 259-268 (2006)
2003
2	EE	Teemu Pennanen, Benar Fux Svaiter: Solving monotone inclusions with linear multi-step methods. Math. Program. 96(3): 469-487 (2003)
2002
1	EE	Teemu Pennanen: Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity. Math. Oper. Res. 27(1): 170-191 (2002)

Coauthor Index

1	Petri Hilli	[6]
2	Markku Kallio	[3]
3	Matti Koivu	[6]
4	Boris S. Mordukhovich	[5]
5	Antero Ranne	[6]
6	Benar Fux Svaiter	[2]

Colors in the list of coauthors