![[höher]](/style/images/multi_up.png)
Eine Ebene höherGruppiert nach:
Dokumententyp
| Veröffentlichungsdatum
Anzahl der Publikationen: 19
Monographie
Pennanen, Teemu 
ORCID: https://orcid.org/0000-0002-7965-1089 und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(18. Dezember 2024):
Convex Stochastic Optimization. Dynamic Programming and Duality in Discrete Time.
Probability Theory and Stochastic Modelling, Bd. 107. Cham: Springer.
ORCID: https://orcid.org/0000-0002-7965-1089 und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(18. Dezember 2024):
Convex Stochastic Optimization. Dynamic Programming and Duality in Discrete Time.
Probability Theory and Stochastic Modelling, Bd. 107. Cham: Springer.
Zeitschriftenartikel
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(21. März 2025):
Duality in convex stochastic optimization.
In: Mathematical programming [Forthcoming]
ORCID: https://orcid.org/0000-0002-9787-0330
(21. März 2025):
Duality in convex stochastic optimization.
In: Mathematical programming [Forthcoming]
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(29. Januar 2025):
Optimal Stopping Without Snell Envelopes.
In: Proceedings of the American Mathematical Society, Bd. 153: S. 1045-1059
ORCID: https://orcid.org/0000-0002-9787-0330
(29. Januar 2025):
Optimal Stopping Without Snell Envelopes.
In: Proceedings of the American Mathematical Society, Bd. 153: S. 1045-1059
Pennanen, Teemu ORCID: https://orcid.org/0000-0002-7965-1089 und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(12. September 2024):
Dual Solutions in Convex Stochastic Optimization.
In: Mathematics of Operations Research [Forthcoming]
ORCID: https://orcid.org/0000-0002-7965-1089 und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(12. September 2024):
Dual Solutions in Convex Stochastic Optimization.
In: Mathematics of Operations Research [Forthcoming]
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2023):
Dual spaces of cadlag processes.
In: Stochastic Processes and their Applications, Bd. 157: S. 69-93
ORCID: https://orcid.org/0000-0002-9787-0330
(2023):
Dual spaces of cadlag processes.
In: Stochastic Processes and their Applications, Bd. 157: S. 69-93
Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330 und Pennanen, Teemu
(2023):
Dynamic Programming in Convex Stochastic Optimization.
In: Journal of Convex Analysis, Bd. 30, Nr. 4: S. 1241-1283
ORCID: https://orcid.org/0000-0002-9787-0330 und Pennanen, Teemu
(2023):
Dynamic Programming in Convex Stochastic Optimization.
In: Journal of Convex Analysis, Bd. 30, Nr. 4: S. 1241-1283
Pennanen, Teemu und Perkkioe, Ari-Pekka
(2022):
Dual spaces of cadlag processes.
In: Stochastic Processes and Their Applications, Bd. 157: S. 69-93
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2022):
Topological duals of locally convex function spaces.
In: Positivity, Bd. 26, Nr. 1
[PDF, 498kB]
ORCID: https://orcid.org/0000-0002-9787-0330
(2022):
Topological duals of locally convex function spaces.
In: Positivity, Bd. 26, Nr. 1
[PDF, 498kB]
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2019):
Convex duality in nonlinear optimal transport.
In: Journal of Functional Analysis, Bd. 277, Nr. 4: S. 1029-1060
ORCID: https://orcid.org/0000-0002-9787-0330
(2019):
Convex duality in nonlinear optimal transport.
In: Journal of Functional Analysis, Bd. 277, Nr. 4: S. 1029-1060
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Shadow price of information in discrete time stochastic optimization.
In: Mathematical Programming, Bd. 168, Nr. 1-2: S. 347-367
[PDF, 503kB]
ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Shadow price of information in discrete time stochastic optimization.
In: Mathematical Programming, Bd. 168, Nr. 1-2: S. 347-367
[PDF, 503kB]
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Convex duality in optimal investment and contingent claim valuation in illiquid markets.
In: Finance and Stochastics, Bd. 22, Nr. 4: S. 733-771
ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Convex duality in optimal investment and contingent claim valuation in illiquid markets.
In: Finance and Stochastics, Bd. 22, Nr. 4: S. 733-771
Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330 und Pennanen, Teemu
(2018):
Convex integral functionals of processes of bounded variation.
In: Journal of Convex Analysis, Bd. 25, Nr. 1: S. 161-179
ORCID: https://orcid.org/0000-0002-9787-0330 und Pennanen, Teemu
(2018):
Convex integral functionals of processes of bounded variation.
In: Journal of Convex Analysis, Bd. 25, Nr. 1: S. 161-179
Biagini, Sara; Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Duality and optimality conditions in stochastic optimization and mathematical finance.
In: Journal of Convex Analysis, Bd. 25, Nr. 2: S. 403-420
ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Duality and optimality conditions in stochastic optimization and mathematical finance.
In: Journal of Convex Analysis, Bd. 25, Nr. 2: S. 403-420
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Convex integral functionals of regular processes.
In: Stochastic Processes and Their Applications, Bd. 128, Nr. 5: S. 1652-1677
ORCID: https://orcid.org/0000-0002-9787-0330
(2018):
Convex integral functionals of regular processes.
In: Stochastic Processes and Their Applications, Bd. 128, Nr. 5: S. 1652-1677
Pennanen, Teemu; Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330 und Rásonyi, Miklós
(2017):
Existence of solutions in non-convex dynamic programming and optimal investment.
In: Mathematics and Financial Economics, Bd. 11, Nr. 2: S. 173-188
ORCID: https://orcid.org/0000-0002-9787-0330 und Rásonyi, Miklós
(2017):
Existence of solutions in non-convex dynamic programming and optimal investment.
In: Mathematics and Financial Economics, Bd. 11, Nr. 2: S. 173-188
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2014):
Duality in Convex Problems of Bolza over Functions of Bounded Variation.
In: SIAM Journal on Control and Optimization, Bd. 52, Nr. 3: S. 1481-1498
ORCID: https://orcid.org/0000-0002-9787-0330
(2014):
Duality in Convex Problems of Bolza over Functions of Bounded Variation.
In: SIAM Journal on Control and Optimization, Bd. 52, Nr. 3: S. 1481-1498
Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2012):
Stochastic programs without duality gaps.
In: Mathematical Programming, Bd. 136, Nr. 1: S. 91-110
ORCID: https://orcid.org/0000-0002-9787-0330
(2012):
Stochastic programs without duality gaps.
In: Mathematical Programming, Bd. 136, Nr. 1: S. 91-110
Paper
Pennanen, Teemu ORCID: https://orcid.org/0000-0002-7965-1089 und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(19. Mai 2025):
Dynamic programming and dimensionality in convex stochastic optimization and control.
ORCID: https://orcid.org/0000-0002-7965-1089 und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(19. Mai 2025):
Dynamic programming and dimensionality in convex stochastic optimization and control.
Chancelier, Jean-Philippe; De Lara, Michel; Pacaud, François; Pennanen, Teemu und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(19. April 2025):
Optimal Operation and Valuation of Electricity Storages.
ORCID: https://orcid.org/0000-0002-9787-0330
(19. April 2025):
Optimal Operation and Valuation of Electricity Storages.