Value-at-risk in portfolio optimization: properties and computational approach AA Gaivoronski, G Pflug Journal of risk 7 (2), 1-31, 2005 | 382 | 2005 |

Stochastic quasigradient methods. numerical techniques for stochastic optimization Y Ermoliev Springer Series in Computational Mathematics, 141-185, 1988 | 261 | 1988 |

Optimal portfolio selection and dynamic benchmark tracking AA Gaivoronski, S Krylov, N Van der Wijst European Journal of operational research 163 (1), 115-131, 2005 | 148 | 2005 |

Stochastic programming in water management: A case study and a comparison of solution techniques J Dupačová, A Gaivoronski, Z Kos, T Szantai European Journal of Operational Research 52 (1), 28-44, 1991 | 113 | 1991 |

Stochastic optimization problems with incomplete information on distribution functions Y Ermoliev, A Gaivoronski, C Nedeva SIAM Journal on Control and Optimization 23 (5), 697-716, 1985 | 99 | 1985 |

Stochastic quasigradient methods and their implementation A Gaivoronski Numerical techniques for stochastic optimization 10, 313-351, 1988 | 79 | 1988 |

Stochastic nonstationary optimization for finding universal portfolios AA Gaivoronski, F Stella Annals of Operations Research 100 (1), 165-188, 2000 | 68 | 2000 |

Convergence properties of backpropagation for neural nets via theory of stochastic gradient methods. Part 1 AA Gaivoronski Optimization methods and Software 4 (2), 117-134, 1994 | 68 | 1994 |

Implementation of stochastic quasigradient methods A Gaivoronski Numerical techniques for stochastic optimization, 313-352, 1988 | 60 | 1988 |

Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector JA Audestad, AA Gaivoronski, A Werner Annals of Operations Research 142 (1), 19-39, 2006 | 50 | 2006 |

On-line portfolio selection using stochastic programming AA Gaivoronski, F Stella Journal of Economic Dynamics and Control 27 (6), 1013-1043, 2003 | 48 | 2003 |

Stochastic quasigradient methods for optimization of discrete event systems YM Ermoliev, AA Gaivoronski Annals of Operations Research 39 (1), 1-39, 1992 | 45 | 1992 |

Knapsack problem with probability constraints AA Gaivoronski, A Lisser, R Lopez, H Xu Journal of Global Optimization 49 (3), 397-413, 2011 | 44 | 2011 |

Finding optimal portfolios with constraints on value at risk AA Gaivoronski, G Pflug Proceedings III Stockholm seminar on risk behavior and risk management, 1999 | 40 | 1999 |

Linearization methods for optimization of functionals which depend on probability measures A Gaivoronski Stochastic Programming 84 Part II, 157-181, 1986 | 36 | 1986 |

Convergence analysis of parallel backpropagation algorithm for neural networks AA Gaivoronski Optimization Methods and Software 4, 117-134, 1994 | 33 | 1994 |

Augmented infinitesimal perturbation analysis: An alternate explanation AA Gaivoronski, LY Shi, RS Sreenivas Discrete Event Dynamic Systems 2 (2), 121-138, 1992 | 32 | 1992 |

Balancing cost-risk in management optimization of water resource systems under uncertainty AA Gaivoronski, GM Sechi, P Zuddas Physics and Chemistry of the Earth, Parts A/B/C 42, 98-107, 2012 | 30 | 2012 |

Cost/risk balanced management of scarce resources using stochastic programming A Gaivoronski, GM Sechi, P Zuddas European Journal of Operational Research 216 (1), 214-224, 2012 | 30 | 2012 |

An asset liability management model for casualty insurers: complexity reduction vs. parameterized decision rules AA Gaivoronski, PE De Lange Annals of Operations Research 99 (1), 227-250, 2000 | 27 | 2000 |