Pavlo A. Krokhmal
2136 Seamans Center for the Engineering Arts and Sciences
Joined the College of Engineering:
Ph.D. Operations Research, University of Florida, 2003.
Ph.D. Mechanics of Solids and Applied Mathematics, Kiev National University, 1999.
M.S. Applied Mathematics and Mechanics, Kiev National University, 1996.
Special Fields of Knowledge:
operations research, decision making under uncertainty, financial engineering, computational and applied mathematics.
Present Research Interests:
Stochastic optimization, risk analysis, probabilistic combinatorial optimization, cooperative control, optimal trading strategies and pricing of derivatives.
- Krokhmal, P., Grundel, D., and P. Pardalos (2007) Asymptotic Behavior of the Expected Optimal Value of the Multidimensional Assignment Problem, Mathematical Programming, forthcoming.
- Grundel, D., Krokhmal, P., Oliveira, C., and P. Pardalos (2007) On the Number of Local Minima for the Multidimensional Assignment Problem, Journal of Combinatorial Optimization, 13(1), 1-18.
- Krokhmal, P., and S. Uryasev (2007) A Sample-Path Approach to Optimal Position Liquidation, Annals of Operations Research, forthcoming.
- Jeffcoat, D., Krokhmal, P., and O. Zhupanska (2006) Effects of Cueing in Cooperative Search, Naval Research Logistics, 53(8), 814-821.
- Krokhmal, P., Palmquist, J., and S. Uryasev (2002) Portfolio Optimization with Conditional Value-at-Risk Objective and Constraints, Journal of Risk, 4(2), 43-48.
Active Scientific and Professional Society Memberships: