Wissenschaftliche Artikel

Angelov, G., Kovacevic, R., Stilianakis, N. I., & Veliov, V. (2024). An immuno-epidemiological model with waning immunity after infection or vaccination. Journal of Mathematical Biology, 88(6), Article 71. https://doi.org/10.1007/s00285-024-02090-z ( reposiTUm)
Kovacevic, R. M., Stilianakis, N. I., & Veliov, V. (2022). A Distributed Optimal Control Model Applied to COVID-19 Pandemic. SIAM Journal on Control and Optimization, 60(2), S221–S245. https://doi.org/10.1137/20M1373840 ( reposiTUm)
Angelov, G., Kovacevic, R., Stilianakis, N. I., & Veliov, V. (2022). Optimal vaccination strategies using a distributed model applied to COVID-19. Central European Journal of Operations Research, 1–23. https://doi.org/10.1007/s10100-022-00819-z ( reposiTUm)
Grandits, P., Kovacevic, R. M., & Veliov, V. M. (2019). Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model. Journal of Mathematical Analysis and Applications, 476(2), 665–695. https://doi.org/10.1016/j.jmaa.2019.04.005 ( reposiTUm)
Kovacevic, R. (2019). Valuation and pricing of electricity delivery contracts: the producer’s view. Annals of Operations Research. https://doi.org/10.1007/s10479-018-3010-0 ( reposiTUm)
Kovacevic, R. M. (2019). Arbitrage conditions for electricity markets with production and storage. Computational Management Science, 671–696. https://doi.org/10.1007/s10287-019-00347-3 ( reposiTUm)
Kovacevic, R. M. (2018). Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment. Central European Journal of Operations Research, 26(2), 395–421. https://doi.org/10.1007/s10100-018-0526-y ( reposiTUm)
Vo, V., Frank, K., Haunschmied, J. L., Kovacevic, R., & Panholzer, G. (2018). Incentive-based Demand Response: A rebate-based Design. International Journal of Economics and Statistics, 6, 1–9. http://hdl.handle.net/20.500.12708/144452 ( reposiTUm)
Kovacevic, R., & Breuer, T. (2016). Multiperiod Maximum Loss is time unit invariant. SpringerPlus, 5, Article 1336. https://doi.org/10.1186/s40064-016-2959-x ( reposiTUm)
Kovacevic, R. M., & Pichler, A. (2015). Tree Approximation for Discrete Time Stochastic Processes - A Process Distance Approach. Annals of Operations Research, 235(1), 395–421. https://doi.org/10.1007/s10479-015-1994-2 ( reposiTUm)
Analui, B., & Kovacevic, R. (2014). Medium Term Hydroelectric Production Planning - a Multistage Stochastic Optimization Model. Civil Engineering Infrastructures Journal (CEIJ), 47(1), 139–152. http://hdl.handle.net/20.500.12708/158051 ( reposiTUm)
Kovacevic, R. M., & Wozabal, D. (2014). A semiparametric model for EEX spot prices, IIE Transactions. IIE Transactions, 46(4), 344–356. https://doi.org/10.1080/0740817x.2013.803640 ( reposiTUm)
KOVACEVIC, R. M., & PFLUG, G. C. (2014). Are time consistent valuations information monotone? International Journal of Theoretical and Applied Finance, 17(01), 1450003. https://doi.org/10.1142/s0219024914500034 ( reposiTUm)
Kovacevic, R. M., & Paraschiv, F. (2014). Medium-Term Planning for Thermal Electricity Production. OR Spectrum, 36(3), 723–759. https://doi.org/10.1007/s00291-013-0340-9 ( reposiTUm)
Kovacevic, R. M., & Pflug, G. Ch. (2014). Electricity Swing Option Pricing by Stochastic Bilevel Optimization: a Survey and New Approaches. European Journal of Operational Research, 237(2), 389–403. https://doi.org/10.1016/j.ejor.2013.12.029 ( reposiTUm)
Kovacevic, R. M. (2012). Conditional risk and acceptability mappings as Banach lattice valued. Statistics & Risk Modeling, 29(1), 1–18. https://doi.org/10.1524/strm.2012.1041 ( reposiTUm)
Kovacevic, R. M. (2012). Maximum-loss, minimum-win and the Esscher pricing principle. IMA Journal of Management Mathematics, 23(4), 325–339. https://doi.org/10.1093/imaman/dpr019 ( reposiTUm)

Beiträge in Tagungsbänden

Angelov, G., Kovacevic, R., Stilianakis, N. I., & Veliov, V. (2023). Vaccination and Waning Immunity Model for Covid-19. In Large-Scale Scientific Computations LSSC’23 : Scientific Program, Abstracts, List of Participants (pp. 25–25). ( reposiTUm)
Kovacevic, R. M., Vo, N.-V., & Haunschmied, J. (2018). Bilevel approaches for distributed DSM using internal individualized prices. In 2017 IEEE International Conference on Smart Grid Communications (SmartGridComm). IEEE, Austria. IEEE Xplore. https://doi.org/10.1109/smartgridcomm.2017.8340709 ( reposiTUm)

Beiträge in Büchern

Kovacevic, R. M., & Semmler, W. (2020). Poverty Traps and Disaster Insurance in a Bi-level Decision Framework. In J. L. Haunschmied, R. Kovacevic, W. Semmler, & V. Veliov (Eds.), Dynamic Economic Problems with Regime Switches (pp. 57–83). Springer Nature Switzerland AG. https://doi.org/10.1007/978-3-030-54576-5_3 ( reposiTUm)
Feichtinger, G., Novak, A., & Wirl, F. (2020). Institutional Change, Education, and Population Growth: Lessons from Dynamic Modelling. In J. L. Haunschmied, R. Kovacevic, W. Semmler, & V. Veliov (Eds.), Dynamic Economic Problems with Regime Switches (pp. 37–56). Springer Nature Switzerland AG. https://doi.org/10.1007/978-3-030-54576-5_2 ( reposiTUm)
Sánchez-Romero, M., Wrzaczek, S., Prskawetz, A., & Feichtinger, G. (2018). Does Demography Change Wealth Inequality? In G. Feichtinger, R. Kovacevic, & G. Tragler (Eds.), Control Systems and Mathematical Methods in Economics. Essays in Honor of Vladimir M. Veliov (Vol. 687, pp. 349–375). Springer International Publishing. https://doi.org/10.1007/978-3-319-75169-6_17 ( reposiTUm)
Kovacevic, R., & Pflug, G. (2015). Measuring systemic risks - structural approaches. In C. Zopounidis & E. Galariotis (Eds.), Quantitative Financial Risk Management: Theory and Practice (pp. 1–21). John Wiley & Sons, Ltd. http://hdl.handle.net/20.500.12708/29178 ( reposiTUm)
Kovacevic, R., Pflug, G., & Pichler, A. (2015). Measuring and Managing Risk. In H. K. Baker & G. Filbeck (Eds.), Investment Risk Management (pp. 17–41). Oxford University Press. http://hdl.handle.net/20.500.12708/29179 ( reposiTUm)
Gross, P., Kovacevic, R., & Pflug, G. (2013). Energy Markets. In R. M. Kovacevic, G. Pflug, & M. T. VESPUCCI (Eds.), Handbook of Risk Management in Energy Production and Trading (pp. 3–24). Springer New York. https://doi.org/10.1007/978-1-4614-9035-7_1 ( reposiTUm)
Kovacevic, R., & Pflug, G. (2013). Pricing of Energy Contracs: From Replication Pricing to Swing Options. In R. M. Kovacevic, G. Pflug, & M. T. VESPUCCI (Eds.), Handbook of Risk Management in Energy Production and Trading (pp. 387–411). Springer. https://doi.org/10.1007/978-1-4614-9035-7_15 ( reposiTUm)

Bücher

Haunschmied, J. L., Kovacevic, R., Semmler, W., & Veliov, V. (Eds.). (2020). Dynamic Economic Problems with Regime Switches (Vol. 25). Springer Nature Switzerland AG. https://doi.org/10.1007/978-3-030-54576-5 ( reposiTUm)
Feichtinger, G., Kovacevic, R., & Tragler, G. (Eds.). (2018). Control Systems and Mathematical Methods in Economics. Springer. http://hdl.handle.net/20.500.12708/24431 ( reposiTUm)

Präsentationen

Kovacevic, R., & Veliov, V. (2020). A new approach for modelling epidemic dynamics adapted to COVID-19. Optimal Control Of Pandemics/Veranstalter Gustav Feichtinger, TU Wien, Wien, Austria. http://hdl.handle.net/20.500.12708/123119 ( reposiTUm)
Kovacevic, R., Stilianakis, N., & Veliov, V. (2020). A duration-distributed model of COVID-19 epidemics. ORAHS 2020, Wien, Austria. http://hdl.handle.net/20.500.12708/123118 ( reposiTUm)
Kovacevic, R. (2019). Electricity contract pricing as optimization problem - from replication pricing to swing options. Habilitationskolloquium Raimund Kovacevic, Wien, Austria. http://hdl.handle.net/20.500.12708/123050 ( reposiTUm)
Kovacevic, R. (2019). Valuation and Pricing of Electricity Delivery Contracts - the Producer’s View. VorstellungsVortrag Raimund Kovacevic, Wien, Austria. http://hdl.handle.net/20.500.12708/123051 ( reposiTUm)
Kovacevic, R., Veliov, V., & Grandits, P. (2019). Optimal Control and the Value of Information for a Stochastic Epidemiological SIS-Model. 30th European Conference on Operational Research, Dublin, Ireland. http://hdl.handle.net/20.500.12708/123052 ( reposiTUm)
Kovacevic, R. (2018). Arbitrage Conditions and Contract Valuation for Electricity Markets with Production and Storage. Operations Research 2018, Brüssel, Belgium. http://hdl.handle.net/20.500.12708/122713 ( reposiTUm)
Kovacevic, R. (2018). Arbitrage conditions on a market with electricity production from fuel. 29th European Conference on Operational Research, Valencia, Spain. http://hdl.handle.net/20.500.12708/122712 ( reposiTUm)
Kovacevic, R., Haunschmied, J. L., & Vo, V. (2017). Bilevel Approaches for Distributed DSM using Internal Individualized Prices. IEEE SmartGridComm 2017 - IEEE International Conference on Smart Grid Communications, Dresden, Germany. http://hdl.handle.net/20.500.12708/122224 ( reposiTUm)
Grandits, P., Kovacevic, R., & Veliov, V. (2017). Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model. ECSO 2017 - European Conference on Stochastic Optimization, Rom, Italy. http://hdl.handle.net/20.500.12708/122210 ( reposiTUm)
Kovacevic, R. (2017). Valuation and Pricing of Electricity Delivery Contracts - the Producer’s View. ECSO 2017 - European Conference on Stochastic Optimization, Rom, Italy. http://hdl.handle.net/20.500.12708/122209 ( reposiTUm)
Grandits, P., Kovacevic, R., & Veliov, V. (2017). Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model. OR 2017 International Conference on Operations Research, Berlin, Germany. http://hdl.handle.net/20.500.12708/122222 ( reposiTUm)
Grandits, P., Kovacevic, R., & Veliov, V. (2016). Optimal Control of a Stochastic Epidemiological SIS-Model. EULOG’2016, Wien, Austria. http://hdl.handle.net/20.500.12708/121564 ( reposiTUm)
Kovacevic, R. (2015). Valuation and Pricing of Electricity Delivery Contracts - the Producer’s View. OR 2015, Wien, Austria. http://hdl.handle.net/20.500.12708/121359 ( reposiTUm)
Kovacevic, R. (2015). Valuation and Pricing of Electricity Delivery Contracts - the Producer’s View. 27th European Conference on Operational Research, Glasgow, United Kingdom of Great Britain and Northern Ireland (the). http://hdl.handle.net/20.500.12708/121354 ( reposiTUm)

Berichte

Angelov, G., Kovacevic, R., Stilianakis, N. I., & Veliov, V. (2023). An immuno-epidemiological model with waning immunity after infection or vaccination (No. 2023–03). https://doi.org/10.34726/5469 ( reposiTUm)
Angelov, G., Kovacevic, R., Stilianakis, N., & Veliov, V. (2021). Optimal vaccination strategies using a distributed epidemiological model applied to COVID-19. (No. 02). http://hdl.handle.net/20.500.12708/137586 ( reposiTUm)
Kovacevic, R. (2020). Arbitrage conditions for electricity markets with production and storage (No. 03). http://hdl.handle.net/20.500.12708/140513 ( reposiTUm)
Kovacevic, R., & Semmler, W. (2020). Poverty traps and disaster insurance in a bi-level decision framework (No. 02). http://hdl.handle.net/20.500.12708/140512 ( reposiTUm)
Kovacevic, R., Stilianakis, N., & Veliov, V. (2020). A Distributed Optimal Control Epidemiological Model Applied to COVID-19 Pandemic (No. 13). http://hdl.handle.net/20.500.12708/140809 ( reposiTUm)
Kovacevic, R., Gutjahr, W. J., & Wozabal, D. (2020). Splitting a Random Pie: Nash-Type Bargaining with Coherent Acceptability Measures (No. 04). http://hdl.handle.net/20.500.12708/140521 ( reposiTUm)
Kovacevic, R. (2018). Arbitrage Conditions for Electricity Markets with Production and Storage (No. 3). http://hdl.handle.net/20.500.12708/154497 ( reposiTUm)