| 2009 |
|---|
| 29 | EE | Stavros A. Zenios:
Robust Optimization.
Encyclopedia of Optimization 2009: 3327-3331 |
| 28 | EE | Hercules Vladimirou,
Stavros A. Zenios:
Stochastic Programming: Parallel Factorization of Structured Matrices.
Encyclopedia of Optimization 2009: 3789-3795 |
| 2008 |
|---|
| 27 | EE | Stavros A. Zenios,
David Saunders:
Feature Cluster: Operational Research for Risk Management.
European Journal of Operational Research 185(3): 1402-1403 (2008) |
| 26 | EE | Nikolas Topaloglou,
Hercules Vladimirou,
Stavros A. Zenios:
A dynamic stochastic programming model for international portfolio management.
European Journal of Operational Research 185(3): 1501-1524 (2008) |
| 25 | EE | Andrea Consiglio,
Flavio Cocco,
Stavros A. Zenios:
Asset and liability modelling for participating policies with guarantees.
European Journal of Operational Research 186(1): 380-404 (2008) |
| 2007 |
|---|
| 24 | EE | Andrea Consiglio,
Flavio Cocco,
Stavros A. Zenios:
Scenario optimization asset and liability modelling for individual investors.
Annals OR 152(1): 167-191 (2007) |
| 23 | EE | David Saunders,
Costas Xiouros,
Stavros A. Zenios:
Credit risk optimization using factor models.
Annals OR 152(1): 49-77 (2007) |
| 2005 |
|---|
| 22 | EE | Norbert J. Jobst,
Stavros A. Zenios:
On the simulation of portfolios of interest rate and credit risk sensitive securities.
European Journal of Operational Research 161(2): 298-324 (2005) |
| 21 | EE | Marida Bertocchi,
Rosella Giacometti,
Stavros A. Zenios:
Risk factor analysis and portfolio immunization in the corporate bond market.
European Journal of Operational Research 161(2): 348-363 (2005) |
| 20 | EE | Rita Laura D'Ecclesia,
Stavros A. Zenios:
Estimation of asset demands by heterogeneous agents.
European Journal of Operational Research 161(2): 386-398 (2005) |
| 1999 |
|---|
| 19 | | Stavros A. Zenios:
High-performance computing in finance: The last 10 years and the next.
Parallel Computing 25(13-14): 2149-2175 (1999) |
| 1998 |
|---|
| 18 | | Yair Censor,
Alfredo N. Iusem,
Stavros A. Zenios:
An interior point method with Bregman functions for the variational inequality problem with paramonotone operators.
Math. Program. 81: 373-400 (1998) |
| 1997 |
|---|
| 17 | | Søren S. Nielsen,
Stavros A. Zenios:
Scalable Parallel Benders Decomposition for Stochastic Linear Programming.
Parallel Computing 23(8): 1069-1088 (1997) |
| 1996 |
|---|
| 16 | | Søren S. Nielsen,
Stavros A. Zenios:
Solving multistage stochastic network programs on massively parallel computers.
Math. Program. 73: 227-250 (1996) |
| 15 | | Søren S. Nielsen,
Stavros A. Zenios:
A stochastic programming model for funding single premium deferred annuities.
Math. Program. 75: 177-200 (1996) |
| 1995 |
|---|
| 14 | EE | Yair Censor,
Emmanuel D. Chajakis,
Stavros A. Zenios:
Parallelization Strategies of a Row-action Method for Multicommodity Network Flow Problems.
Parallel Algorithms Appl. 6(2-3): 179-205 (1995) |
| 1994 |
|---|
| 13 | EE | Mustafa Pinar,
Stavros A. Zenios:
A data-level parallel linear-quadratic penalty algorithm for multicommodity network flows.
ACM Trans. Math. Softw. 20(4): 531-552 (1994) |
| 12 | | Ruijin Qi,
Stavros A. Zenios:
On the Scalability of Data-Parallel Decomposition Algorithms for Stochastic Programs.
J. Parallel Distrib. Comput. 22(3): 565-570 (1994) |
| 1993 |
|---|
| 11 | EE | Mustafa Ç. Pinar,
Stavros A. Zenios:
A Comparative Study of Parallel Decompositions for Multicommodity Flow Problems.
Parallel Algorithms Appl. 1(4): 255-271 (1993) |
| 1992 |
|---|
| 10 | | Søren S. Nielsen,
Stavros A. Zenios:
Data structures for network algorithms on massively parallel architectures.
Parallel Computing 18(9): 1033-1052 (1992) |
| 1991 |
|---|
| 9 | | Xiaoye S. Li,
Stavros A. Zenios:
On a Massively Parallel e-Relaxization Algorithm for Linear Transformation Problems.
ICPP (3) 1991: 306-307 |
| 8 | | Søren S. Nielsen,
Stavros A. Zenios:
An Investigation of the Effect of Problem Structure on Stochastic Programming Algorithms.
PPSC 1991: 193-198 |
| 7 | | Joel Wein,
Stavros A. Zenios:
On the Massively Parallel Solution of the Assignment Problem.
J. Parallel Distrib. Comput. 13(2): 228-236 (1991) |
| 6 | | Emmanuel D. Chajakis,
Stavros A. Zenios:
Synchronous and asynchronous implementations of relaxation algorithms for nonlinear network optimization.
Parallel Computing 17(8): 873-894 (1991) |
| 1990 |
|---|
| 5 | EE | Stavros A. Zenios:
Integrating network optimization capabilities into a high-level modeling language.
ACM Trans. Math. Softw. 16(2): 113-142 (1990) |
| 1989 |
|---|
| 4 | | Mike McKenna,
Stavros A. Zenios:
An Optimal Parallel Implementation of a Quadratic Transportation Algorithm.
PPSC 1989: 357-363 |
| 1988 |
|---|
| 3 | EE | Stavros A. Zenios,
Robert Lasken:
The connection machines CM-1 and CM-2: solving nonlinear network problems.
ICS 1988: 648-658 |
| 2 | EE | Stavros A. Zenios,
John M. Mulvey:
A distributed algorithm for convex network optimization problems.
Parallel Computing 6(1): 45-56 (1988) |
| 1986 |
|---|
| 1 | EE | Stavros A. Zenios,
John M. Mulvey:
Nonlinear network programming on a vector supercomputer (abstract).
ACM Conference on Computer Science 1986: 497 |
