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Cited by

• 2007Scenario tree modeling for multistage stochastic programs303 cited
• 2006Quantitative models for operational risk: Extremes, dependence and aggregation265 cited
• 2007Ambiguity in portfolio selection261 cited
• 2009Hedonic price equilibria, stable matching, and optimal transport: equivalence, topology, and uniqueness229 cited
• 2019The Master Equation and the Convergence Problem in Mean Field Games219 cited
• 2008Scenario tree reduction for multistage stochastic programs183 cited
• 2006Financial scenario generation for stochastic multi-stage decision processes as facility location problems153 cited
• 2007A note on scenario reduction for two-stage stochastic programs152 cited
• 2006Bounds for Functions of Dependent Risks146 cited
• 2011The complete mixability and convex minimization problems with monotone marginal densities141 cited
• 2006Stability of Multistage Stochastic Programs132 cited
• 2015Weak Solutions for First Order Mean Field Games with Local Coupling121 cited
• 2010A framework for optimization under ambiguity112 cited
• 2015Extremal Dependence Concepts108 cited
• 2001