Publication | Date of Publication | Type |
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Capacity evaluation for large-scale gas networks | 2022-10-25 | Paper |
Problem-based optimal scenario generation and reduction in stochastic programming | 2022-03-22 | Paper |
Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs | 2021-10-20 | Paper |
On quantitative stability in infinite-dimensional optimization under uncertainty | 2021-09-28 | Paper |
Asymptotic Properties of Monte Carlo Methods in Elliptic PDE-Constrained Optimization under Uncertainty | 2021-06-11 | Paper |
Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization | 2020-08-26 | Paper |
Scenario Tree Generation for Multi-stage Stochastic Programs | 2019-01-25 | Paper |
Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning | 2017-04-07 | Paper |
Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management | 2017-04-07 | Paper |
Mean-risk optimization of electricity portfolios | 2017-01-24 | Paper |
Polyhedral risk measures in electricity portfolio optimization | 2017-01-24 | Paper |
Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? | 2016-12-15 | Paper |
Mathematical Analysis and the Mathematics of Computation | 2016-11-03 | Paper |
Chapter 14: Methods for verifying booked capacities | 2016-07-20 | Paper |
Quasi-Monte Carlo methods for linear two-stage stochastic programming problems | 2015-06-19 | Paper |
Conditioning of linear-quadratic two-stage stochastic optimization problems | 2014-12-18 | Paper |
ANOVA Decomposition of Convex Piecewise Linear Functions | 2014-10-31 | Paper |
Quantitative Stability Analysis of Stochastic Generalized Equations | 2014-06-19 | Paper |
Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models | 2013-12-13 | Paper |
SDDP for multistage stochastic linear programs based on spectral risk measures | 2012-11-08 | Paper |
Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures | 2012-09-12 | Paper |
Stability and Scenario Trees for Multistage Stochastic Programs | 2011-05-31 | Paper |
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions | 2010-10-04 | Paper |
A model for dynamic chance constraints in hydro power reservoir management | 2010-09-09 | Paper |
Scenario Reduction Techniques in Stochastic Programming | 2009-11-19 | Paper |
Airline network revenue management by multistage stochastic programming | 2009-10-23 | Paper |
Scenario reduction in stochastic programming with respect to discrepancy distances | 2009-09-25 | Paper |
Scenario tree reduction for multistage stochastic programs | 2009-08-04 | Paper |
Scenario Tree Approximation and Risk Aversion Strategies for Stochastic Optimization of Electricity Production and Trading | 2009-05-20 | Paper |
Optimization of Dispersed Energy Supply —Stochastic Programming with Recombining Scenario Trees | 2009-05-20 | Paper |
Scenario tree modeling for multistage stochastic programs | 2009-05-04 | Paper |
Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming | 2009-03-30 | Paper |
On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling. | 2008-11-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q3528030 | 2008-10-02 | Paper |
Quantitative stability of fully random mixed-integer two-stage stochastic programs | 2008-09-04 | Paper |
Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs | 2008-08-14 | Paper |
Stochastic Integer Programming: Limit Theorems and Confidence Intervals | 2008-05-27 | Paper |
Stability of multistage stochastic programs incorporating polyhedral risk measures | 2008-05-15 | Paper |
A note on scenario reduction for two-stage stochastic programs | 2008-01-21 | Paper |
Stability of Multistage Stochastic Programs | 2007-05-22 | Paper |
On optimality conditions for some nonsmooth optimization problems over \(L^p\) spaces | 2006-11-27 | Paper |
Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise | 2006-05-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q3372284 | 2006-02-20 | Paper |
Quantitative Stability in Stochastic Programming: The Method of Probability Metrics | 2005-11-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q5706099 | 2005-11-04 | Paper |
Polyhedral Risk Measures in Stochastic Programming | 2005-09-16 | Paper |
Duality gaps in nonconvex stochastic optimization | 2005-02-24 | Paper |
Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints | 2004-10-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4459791 | 2004-05-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4450518 | 2004-02-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4428687 | 2003-09-22 | Paper |
Scenario reduction in stochastic programming | 2003-07-13 | Paper |
Scenario reduction algorithms in stochastic programming | 2003-04-03 | Paper |
A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty | 2003-03-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q2762572 | 2002-01-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q2756317 | 2001-11-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q2722327 | 2001-07-12 | Paper |
Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty | 2001-06-14 | Paper |
Differential Stability of Two-Stage Stochastic Programs | 2001-03-19 | Paper |
Unit commitment in power generation -- a basic model and some extensions | 2001-01-17 | Paper |
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints. | 2000-07-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q4389388 | 1999-11-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q3840402 | 1999-03-02 | Paper |
Lipschitz Stability for Stochastic Programs with Complete Recourse | 1997-01-19 | Paper |
Stability in multistage stochastic programming | 1996-05-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4872772 | 1996-04-16 | Paper |
A simple recourse model for power dispatch under uncertain demand | 1996-01-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4306817 | 1995-10-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q4839586 | 1995-07-17 | Paper |
Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch | 1994-04-27 | Paper |
Stability of Solutions for Stochastic Programs with Complete Recourse | 1993-11-28 | Paper |
Some applications of mathematical programming techniques in optimal power dispatch | 1993-04-01 | Paper |
Weak convergence of approximate solutions of random equations | 1993-03-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4026254 | 1993-02-21 | Paper |
Stability analysis for stochastic programs | 1992-06-26 | Paper |
Distribution sensitivity in stochastic programming | 1992-06-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3489789 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3806994 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3029924 | 1987-01-01 | Paper |
Weak convergence of approximate solutions of stochastic equations with applications to random differential and integral equations∗ | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3775331 | 1987-01-01 | Paper |
On the convergence of measurable selections and an application to approximations in stochastic optimization | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3737238 | 1986-01-01 | Paper |
Approximate solutions of nonlinear random operator equations: Convergence in distribution | 1985-01-01 | Paper |
On Lipschitz dependence in systems with differentiated inputs | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3696396 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3699593 | 1985-01-01 | Paper |
Convergence of approximate solutions of nonlinear random operator equations with non-unique solutions | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3936508 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3957727 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3891302 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3923350 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3863020 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4130836 | 1977-01-01 | Paper |