Publications
Submitted for publication
Igor Cialenco and Gabriela Kováčová:
Vector-valued robust stochastic control.
Submitted for publication, preprint available at arXiv:2407.00266.
Gabriela Kováčová and Birgit Rudloff:
Approximations of unbounded convex projections and unbounded convex sets.
Under revision at Journal of Global Optimization, preprint available at arXiv:2310.11403.
Peer-reviewed publications
Gabriela Kováčová and Firdevs Ulus:
Computing the recession cone of a convex upper image via convex projection.
Journal of Global Optimization, 2024.
DOI: 10.1007/s10898-023-01351-3.
Andrea Wagner, Firdevs Ulus, Birgit Rudloff, Gabriela Kováčová and Niklas Hey:
Algorithms to solve unbounded convex vector optimization problems.
SIAM Journal on Optimization 33(4): 2598-2624, 2023.
DOI: 10.1137/22M15076939.
Gabriela Kováčová, Birgit Rudloff and Igor Cialenco:
Acceptability maximization.
Frontiers of Mathematical Finance 1(2): 219--248, 2022.
DOI: 10.3934/fmf.2021009.
Gabriela Kováčová and Birgit Rudloff:
Convex projection and convex multi-objective optimization.
Journal of Global Optimization 83: 301--327, 2022.
DOI: s10898-021-01111-1.
Gabriela Kováčová and Birgit Rudloff:
Time consistency of the mean-risk problem.
Operations Research 69(4): 1100--1117, 2021.
DOI: opre.2020.2002.