Nikolaus Schweizer

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2025 J jnl
Robust Multiple Stopping - A Duality Approach.
Math. Oper. Res.
Roger J. A. Laeven, John Schoenmakers, Nikolaus Schweizer, Mitja Stadje
2024 J jnl
Robust decisions for heterogeneous agents via certainty equivalents.
Eur. J. Oper. Res.
Anne G. Balter, Nikolaus Schweizer
2024 J jnl
Solving Maxmin Optimization Problems via Population Games.
J. Optim. Theory Appl.
Anne G. Balter, Johannes M. Schumacher, Nikolaus Schweizer
2023 J jnl
Comment on "A theoretical foundation of ambiguity measurement" [J. Econ. Theory 187 (2020) 105001].
J. Econ. Theory
Ruonan Fu, Bertrand Melenberg, Nikolaus Schweizer
2023 J jnl
Contingent Capital with Stock Price Triggers in Interbank Networks.
Math. Oper. Res.
Anne G. Balter, Nikolaus Schweizer, Juan Carlos Vera
2023 J jnl
Information Nudges and Self-Control.
Manag. Sci.
Thomas Mariotti, Nikolaus Schweizer, Nora Szech, Jonas von Wangenheim
2021 J jnl
A Toolkit for Robust Risk Assessment Using
Manag. Sci.
Thomas Kruse, Judith C. Schneider, Nikolaus Schweizer
2021 J jnl
Time-consistency of optimal investment under smooth ambiguity.
Eur. J. Oper. Res.
Anne G. Balter, Antje Mahayni, Nikolaus Schweizer
2019 J jnl
'Regression Anytime' with Brute-Force SVD Truncation.
CoRR
Christian Bender, Nikolaus Schweizer
2019 J jnl
Technical Note - The Joint Impact of
Oper. Res.
Thomas Kruse, Judith C. Schneider, Nikolaus Schweizer
2018 J jnl
Optimal Revelation of Life-Changing Information.
Manag. Sci.
Nikolaus Schweizer, Nora Szech
2018 J jnl
Pathwise Dynamic Programming.
Math. Oper. Res.
Christian Bender, Christian Gärtner, Nikolaus Schweizer
2017 J jnl
Iterative Improvement of Lower and Upper Bounds for Backward SDEs.
SIAM J. Sci. Comput.
Christian Bender, Christian Gärtner, Nikolaus Schweizer
2017 J jnl
Revenues and welfare in auctions with information release.
J. Econ. Theory
Nikolaus Schweizer, Nora Szech