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Stavros A. Zenios Vis

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*2009
33EEStavros A. Zenios: Robust Optimization. Encyclopedia of Optimization 2009: 3327-3331
32EEHercules Vladimirou, Stavros A. Zenios: Stochastic Programming: Parallel Factorization of Structured Matrices. Encyclopedia of Optimization 2009: 3789-3795
2008
31EEStavros A. Zenios, David Saunders: Feature Cluster: Operational Research for Risk Management. European Journal of Operational Research 185(3): 1402-1403 (2008)
30EENikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios: A dynamic stochastic programming model for international portfolio management. European Journal of Operational Research 185(3): 1501-1524 (2008)
29EEAndrea Consiglio, Flavio Cocco, Stavros A. Zenios: Asset and liability modelling for participating policies with guarantees. European Journal of Operational Research 186(1): 380-404 (2008)
2007
28EEAndrea Consiglio, Flavio Cocco, Stavros A. Zenios: Scenario optimization asset and liability modelling for individual investors. Annals OR 152(1): 167-191 (2007)
27EEDavid Saunders, Costas Xiouros, Stavros A. Zenios: Credit risk optimization using factor models. Annals OR 152(1): 49-77 (2007)
2005
26EENorbert J. Jobst, Stavros A. Zenios: On the simulation of portfolios of interest rate and credit risk sensitive securities. European Journal of Operational Research 161(2): 298-324 (2005)
25EEMarida Bertocchi, Rosella Giacometti, Stavros A. Zenios: Risk factor analysis and portfolio immunization in the corporate bond market. European Journal of Operational Research 161(2): 348-363 (2005)
24EERita Laura D'Ecclesia, Stavros A. Zenios: Estimation of asset demands by heterogeneous agents. European Journal of Operational Research 161(2): 386-398 (2005)
1999
23 Stavros A. Zenios: High-performance computing in finance: The last 10 years and the next. Parallel Computing 25(13-14): 2149-2175 (1999)
1998
22 Yair Censor, Alfredo N. Iusem, Stavros A. Zenios: An interior point method with Bregman functions for the variational inequality problem with paramonotone operators. Math. Program. 81: 373-400 (1998)
1997
21 Søren S. Nielsen, Stavros A. Zenios: Scalable Parallel Benders Decomposition for Stochastic Linear Programming. Parallel Computing 23(8): 1069-1088 (1997)
1996
20 Søren S. Nielsen, Stavros A. Zenios: Solving multistage stochastic network programs on massively parallel computers. Math. Program. 73: 227-250 (1996)
19 Søren S. Nielsen, Stavros A. Zenios: A stochastic programming model for funding single premium deferred annuities. Math. Program. 75: 177-200 (1996)
1995
18EEYair Censor, Emmanuel D. Chajakis, Stavros A. Zenios: Parallelization Strategies of a Row-action Method for Multicommodity Network Flow Problems. Parallel Algorithms Appl. 6(2-3): 179-205 (1995)
1994
17EEMustafa Pinar, Stavros A. Zenios: A data-level parallel linear-quadratic penalty algorithm for multicommodity network flows. ACM Trans. Math. Softw. 20(4): 531-552 (1994)
16 Ruijin Qi, Stavros A. Zenios: On the Scalability of Data-Parallel Decomposition Algorithms for Stochastic Programs. J. Parallel Distrib. Comput. 22(3): 565-570 (1994)
1993
15EEMustafa Ç. Pinar, Stavros A. Zenios: A Comparative Study of Parallel Decompositions for Multicommodity Flow Problems. Parallel Algorithms Appl. 1(4): 255-271 (1993)
1992
14EESøren S. Nielsen, Stavros A. Zenios: Massively Parallel Algorithms for Singly Constrained Convex Programs. INFORMS Journal on Computing 4(2): 166-181 (1992)
13EEMustafa Ç. Pinar, Stavros A. Zenios: Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm. INFORMS Journal on Computing 4(3): 235-249 (1992)
12 Søren S. Nielsen, Stavros A. Zenios: Data structures for network algorithms on massively parallel architectures. Parallel Computing 18(9): 1033-1052 (1992)
1991
11 Xiaoye S. Li, Stavros A. Zenios: On a Massively Parallel e-Relaxization Algorithm for Linear Transformation Problems. ICPP (3) 1991: 306-307
10 Søren S. Nielsen, Stavros A. Zenios: An Investigation of the Effect of Problem Structure on Stochastic Programming Algorithms. PPSC 1991: 193-198
9 Joel Wein, Stavros A. Zenios: On the Massively Parallel Solution of the Assignment Problem. J. Parallel Distrib. Comput. 13(2): 228-236 (1991)
8 Emmanuel D. Chajakis, Stavros A. Zenios: Synchronous and asynchronous implementations of relaxation algorithms for nonlinear network optimization. Parallel Computing 17(8): 873-894 (1991)
1990
7EEStavros A. Zenios: Integrating network optimization capabilities into a high-level modeling language. ACM Trans. Math. Softw. 16(2): 113-142 (1990)
6EEStavros A. Zenios: Matrix Balancing on a Massively Parallel Connection Machine. INFORMS Journal on Computing 2(2): 112-125 (1990)
1989
5 Mike McKenna, Stavros A. Zenios: An Optimal Parallel Implementation of a Quadratic Transportation Algorithm. PPSC 1989: 357-363
4EEStavros A. Zenios: Parallel Numerical Optimization: Current Status and an Annotated Bibliography. INFORMS Journal on Computing 1(1): 20-43 (1989)
1988
3EEStavros A. Zenios, Robert Lasken: The connection machines CM-1 and CM-2: solving nonlinear network problems. ICS 1988: 648-658
2EEStavros A. Zenios, John M. Mulvey: A distributed algorithm for convex network optimization problems. Parallel Computing 6(1): 45-56 (1988)
1986
1EEStavros A. Zenios, John M. Mulvey: Nonlinear network programming on a vector supercomputer (abstract). ACM Conference on Computer Science 1986: 497

Coauthor Index

1Marida Bertocchi [25]
2Yair Censor [18] [22]
3Emmanuel D. Chajakis [8] [18]
4Flavio Cocco [28] [29]
5Andrea Consiglio [28] [29]
6Rita Laura D'Ecclesia [24]
7Rosella Giacometti [25]
8Alfredo N. Iusem [22]
9Norbert J. Jobst [26]
10Robert Lasken [3]
11Xiaoye S. Li [11]
12Mike McKenna [5]
13John M. Mulvey [1] [2]
14Søren S. Nielsen [10] [12] [14] [19] [20] [21]
15Mustafa Ç. Pinar (Mustafa Pinar) [13] [15] [17]
16Ruijin Qi [16]
17David Saunders [27] [31]
18Nikolas Topaloglou [30]
19Hercules Vladimirou [30] [32]
20Joel Wein [9]
21Costas Xiouros [27]

Colors in the list of coauthors

Copyright © Tue Nov 3 08:52:44 2009 by Michael Ley (ley@uni-trier.de)