9 citations · 11 across the 3 of their papers we have counts for
3 papers
math.ST2021
Uniform Function Estimators in Reproducing Kernel Hilbert Spaces
Paul Dommel, Alois Pichler
This paper addresses the problem of regression to reconstruct functions, which are observed with superimposed errors at random locations. We address the problem in reproducing kern…
math.OC2021★ 9 cited
Foundations of Multistage Stochastic Programming
Paul Dommel, Alois Pichler
Multistage stochastic optimization problems are oftentimes formulated informally in a pathwise way. These are correct in a discrete setting and suitable when addressing computation…
q-fin.RM2020★ 2 cited
Convex Risk Measures based on Divergence
Paul Dommel, Alois Pichler
Risk measures connect probability theory or statistics to optimization, particularly to convex optimization. They are nowadays standard in applications of finance and in insurance…