Kerem Ugurlu

Identifiers

• name variant Kerem Ugurlu 0.60 · backfill

Papers (7)

1. Portfolio Optimization with Nondominated Priors and Unbounded Parameters math.OC · 2018 · author #1
2. On the Galerkin approximation and strong norm bounds for the stochastic Navier-Stokes equations with multiplicative noise math.AP · 2018 · author #2
3. Decomposability and time consistency of risk averse multistage programs math.OC · 2018 · author #2
4. Dynamic optimal contract under parameter uncertainty with risk averse agent and principal math.OC · 2018 · author #1
5. Robust Optimal Control Using Conditional RiskMappings in Infinite Horizon math.OC · 2018 · author #1
6. Controlled Markov Chains with AVaR Criteria for Unbounded Costs math.PR · 2015 · author #1
7. On the Coherent Risk Measure Representations in the Discrete Probability Spaces q-fin.RM · 2014 · author #1

Mentions

• 1501.02518 #1 · backfill · confidence 0.70 Kerem Ugurlu
• 1411.4441 #1 · backfill · confidence 0.70 Kerem Ugurlu

Frequent Coauthors

• Alexander Shapiro 1 shared papers
• Igor Kukavica 1 shared papers
• Mohammed Ziane 1 shared papers