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Publications

Ernst, O., Pichler, A., & Sprungk, B. (2022). Wasserstein Sensitivity of Risk and Uncertainty Propagation. SIAM Journal on Uncertainty Quantification, 10(3). https://doi.org/10.1137/20M1325459
Kretzschmar, F., Pichler, A., & Beggiato, M. (2022). Detection of Discomfort in Autonomous Driving via Stochastic Approximation. Advances in Transportation, 60, 87-92. https://doi.org/10.54941/ahfe1002437
Pichler, A., & Schlotter, R. (2022). Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures. Mathematics of Operation Research. https://doi.org/10.1287/moor.2022.1314
Dommel, P., Pichler, A., & Beggiato, M. (2021). Comparison of a Logistic and SVM Model to Detect Discomfort in Automated Driving. In D. Russo, T. Ahram, W. Karwowski, G. Di Bucchianico, & R. Taiar (Eds.), Intelligent Human Systems Integration 2021. IHSI 2021. Advances in Intelligent Systems and Computing (Vols. 1322, pp. 44-49). Cham, Switzerland: Springer. https://doi.org/10.1007/978-3-030-68017-6_7
Pichler, A., & Shapiro, A. (2021). Mathematical Foundations of Distributionally Robust Multistage Optimization. SIAM Journal on Optimization, 31(4). https://doi.org/10.1137/21M1390517
Dommel, P., & Pichler, A. (2020). Convex Risk Measures based on Divergence. Pure and Applied Functional Analysis, 6(6). http://yokohamapublishers.jp/online2/oppafa/vol6/p1157.html