Professor Alexei A. Gaivoronski
Department of Industrial Economics and Technology Management
Alfred Getz veg 3
tel: +47 73 59 77 13
fax: +47 73 59 10 45
mobile: +47 48 24 37 42
Research interests include methodology and applications of optimal decisions under uncertainty and risk management in economics, finance, engineering and services, in particular
optimization and modeling of stochastic systems: theory, algorithms and software
risk management, VaR
asset and liability management
planning of telecommunication networks under uncertainty
economics of telecommunications
mobile services: business models
optimization of energy systems and planning under uncertainty
Water resources management under risk and uncertainty
Management and planning of water resources systems in arid and semi arid areas
Management of conflicting resource requirements
Fair pricing of scarce water resources
Courses in Operations Research, Finance and Industrial Economics
Recent courses are now on ItsLearning system. Below are the links to the last web pages of these courses that are not updated anymore.
· Balancing cost-risk in management optimization of water resource systems under uncertainty (with G. Sechi and P. Zuddas), accepted to Journal of Physics and Chemistry of the Earth, 2011, available online 12 June 2011, DOI:10.1016/j.pce.2011.05.015.
· Cost/risk balanced management of scarce resources using stochastic programming (with G. Sechi and P. Zuddas), Cost/risk balanced management of scarce resources using stochastic programming, European Journal of Operational Research, v. 216(1), 2012, pp 214-224.
· Service capacity allocation under random service demand (with Christopher Dance), accepted to Annals of Operations Research, 2011, available online 10 February 2011, DOI: 10.1007/s10479-011-0842-2.
· Stochastic programming perspective on the agency problems under uncertainty (with Adrian Werner), Lecture Notes in Economics and Mathematical Systems, Kurt Marti ed., Springer, 2011.
· Differentiated Service Pricing on Social Networks Using Stochastic Optimization (with D. Becker), in: Proceedings of 2011 IEEE International Conference on Services Computing, H.-A. Jacobsen, Y. Wang and P. Hung eds., 2011, IEEE Computer Society, pp.386-393, ISBN 978-0-7695-4462-5.
· Knapsack problems with probability constraints (with A. Lisser, R. Lopez and H. Xu), Journal of Global Optimization, v. 49, No. 3 (2011), pp 397-413.
· Evaluation and design of business models for collaborative provision of advanced mobile data services: portfolio theory approach (with J. Zoric), in: Telecommunications Modeling, Policy, and Technology, Golden, Raghavan and Wasil, eds., Springer, 2008.
· Stochastic optimization in telecommunications. in: Handbook of Optimization in Telecommunications: Springer Science+Business Media B.V. 2006. pp. 761-800
· Extending stochastic programming framework for modeling of several decision makers: pricing and competition in telecommunication sector (with J.-A. Audestad and A. Werner), Annals of Operations Research, 2006, v. 142, pp. 19-39.
selection and dynamic benchmark tracking, (with Sergiy Krylov and
· Value at Risk in Portfolio Optimization: Properties and Computational Approach (with Georg Pflug), Journal of Risk, 2005, 7(2).
· Modeling financial reinsurance in the casualty insurance business (with Stein-Erik Fleten and Petter E. de Lange), in: ), Journal of Economic Dynamics and Control 28, 2004, 991-1012
· Stochastic programming models for planning of telecommunication networks, in: Applications of Stochastic Programming, Wallace and Ziemba eds., MPS-SIAM Series in Optimization, 2005.
· SQG: stochastic programming software environment, in: Applications of Stochastic Programming, Wallace and Ziemba eds., MPS-SIAM Series in Optimization, 2005.
· On-line Portfolio Selection Using Stochastic Programming (with Fabio Stella), Journal of Economic Dynamics and Control 27 (2003) 1013-1043
of casualty insurance companies: An example from
· Stochastic nonstationary optimization for finding universal portfolios, (with Fabio Stella), Annals of Operations Research, 100, pp. 165-188, 2000
· An asset liability management model for casualty insurers: complexity reduction vs. parametrized decision rules (with Petter E. de Lange), Annals of Operations Research, 99, pp.227-250, 2000.
You can reach me by email indicated on the top of this page.