Link to Pavlo Krokhmal's Website
PhD, Operations Research, University of Florida, Gainesville, 2003.
PhD; Mechanics of Solids and Applied Mathematics; Kyiv National Taras Shevchenko University; Kyiv, Ukraine, 1999.
Stochastic programming, decision making under uncertainty, risk analysis Financial engineering, optimal trading strategies, pricing of derivatives. Probabilistic and stochastic combinatorial optimization. Renewable energy, risk-averse design and operation of energy grids. Multidisciplinary optimization. Cooperative control and decision making. Computational and applied mathematics, continuum mechanics.
Vinel, A. and P. Krokhmal (2015) Mixed-Integer Programming with a Class of Nonlinear Convex Constraints, Submitted for publication.
Rysz, M., Krokhmal, P., and E. L. Pasiliao (2015) Identifying resilient structures in stochastic networks: A two-stage stochastic optimization approach, Submitted for publication.
Rysz, M., Pajouh, F., Krokhmal, P., and E. L. Pasiliao (2015) Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights, Submitted for publication.
Sun, B., Krokhmal, P., and Y. Chen (2015) Risk-averse strategic planning of HVDC renewable energy grids, Submitted for publication.
Rysz, M., Vinel, A., Krokhmal, P., and E. L. Pasiliao (2015) A scenario decomposition algorithm for stochastic programming problems with a class of downside risk measures, INFORMS Journal on Computing, 27(2), 416-430.
Vinel, A. and P. Krokhmal (2015) Certainty equivalent measures of risk, Annals of Operations Research, DOI:10.1007/s10479-015-1801-0.
Chernikov, D., Krokhmal, P., Zhupanska, O. I., and C. L. Pasiliao (2015) A two-stage stochastic PDE-constrained optimization approach to vibration control of an electrically conductive composite plate subjected to mechanical and electromagnetic loads, Structural and Multidisciplinary Optimization, 52(2), 227-352.
Vinel, A. and P. Krokhmal (2014) Polyhedral approximations in p-order cone programming, Optimization Methods and Software, 29(6), 1210-1237.
Rysz, M., Mirghorbani, M., Krokhmal, P. and E. L. Pasiliao (2014) On risk-averse maximum weighted subgraph problems, Journal of Combinatorial Optimization, 28(1), 167-185.
Vinel, A. and P. Krokhmal (2014) On valid inequalities for mixed integer p-order cone programming, Journal of Optimization Theory and Applications, 160(2), 439-456.