| Publication | Date of Publication | Type |
|---|
| A Planner-Trader Decomposition for Multimarket Hydro Scheduling | 2024-03-20 | Paper |
| Technical Note—Data-Driven Chance Constrained Programs over Wasserstein Balls | 2024-03-20 | Paper |
| Stability Verification of Neural Network Controllers Using Mixed-Integer Programming | 2024-02-29 | Paper |
| Efficient Learning of a Linear Dynamical System With Stability Guarantees | 2023-09-29 | Paper |
| On approximations of data-driven chance constrained programs over Wasserstein balls | 2023-07-03 | Paper |
| Discrete Optimal Transport with Independent Marginals is #P-Hard | 2023-06-07 | Paper |
| Semi-discrete optimal transport: hardness, regularization and numerical solution | 2023-05-02 | Paper |
| Robust multidimensional pricing: separation without regret | 2022-11-14 | Paper |
| On linear optimization over Wasserstein balls | 2022-10-24 | Paper |
| Scenario reduction revisited: fundamental limits and guarantees | 2022-03-22 | Paper |
| A Unified Theory of Robust and Distributionally Robust Optimization via the Primal-Worst-Equals-Dual-Best Principle | 2021-05-03 | Paper |
| Topological Linear System Identification via Moderate Deviations Theory | 2021-03-05 | Paper |
| Efficient Learning of a Linear Dynamical System with Stability Guarantees | 2021-02-06 | Paper |
| A Pareto Dominance Principle for Data-Driven Optimization | 2020-10-13 | Paper |
| Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls | 2020-10-12 | Paper |
| Distributionally robust optimization with polynomial densities: theory, models and algorithms | 2020-06-15 | Paper |
| Chebyshev Inequalities for Products of Random Variables | 2020-03-12 | Paper |
| Regularization via Mass Transportation | 2020-02-07 | Paper |
| The decision rule approach to optimization under uncertainty: methodology and applications | 2019-11-27 | Paper |
| Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization | 2019-05-07 | Paper |
| Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations | 2018-09-28 | Paper |
| $K$-adaptability in two-stage distributionally robust binary programming | 2018-09-28 | Paper |
| From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming | 2018-07-06 | Paper |
| Ambiguous Joint Chance Constraints Under Mean and Dispersion Information | 2018-03-06 | Paper |
| Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs | 2018-02-14 | Paper |
| Data-driven inverse optimization with imperfect information | 2018-02-12 | Paper |
| An Efficient Method to Estimate the Suboptimality of Affine Controllers | 2017-08-25 | Paper |
| Distributionally Robust Control of Constrained Stochastic Systems | 2017-05-03 | Paper |
| A comment on ``Computational complexity of stochastic programming problems | 2016-09-16 | Paper |
| Robust Software Partitioning with Multiple Instantiation | 2016-06-29 | Paper |
| Generalized Gauss inequalities via semidefinite programming | 2016-04-04 | Paper |
| K-Adaptability in Two-Stage Robust Binary Programming | 2016-01-22 | Paper |
| Distributionally robust multi-item newsvendor problems with multimodal demand distributions | 2015-08-31 | Paper |
| Generalized decision rule approximations for stochastic programming via liftings | 2015-08-31 | Paper |
| Distributionally Robust Convex Optimization | 2015-08-28 | Paper |
| A distributionally robust perspective on uncertainty quantification and chance constrained programming | 2015-06-19 | Paper |
| Robust Markov Decision Processes | 2014-07-11 | Paper |
| A polynomial-time solution scheme for quadratic stochastic programs | 2013-09-23 | Paper |
| Parallel partitioning for distributed systems using sequential assignment | 2013-08-22 | Paper |
| Kelly's fractional staking updated for betting exchanges | 2013-06-11 | Paper |
| Distributionally robust joint chance constraints with second-order moment information | 2013-03-18 | Paper |
| Multi-resource allocation in stochastic project scheduling | 2013-01-15 | Paper |
| Robust resource allocations in temporal networks | 2012-10-15 | Paper |
| Polynomial Approximations for Continuous Linear Programs | 2012-09-12 | Paper |
| A constraint sampling approach for multi-stage robust optimization | 2012-08-24 | Paper |
| Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules | 2012-05-14 | Paper |
| Primal and dual linear decision rules in stochastic and robust optimization | 2011-11-23 | Paper |
| Barycentric Bounds in Stochastic Programming: Theory and Application | 2011-05-31 | Paper |
| Robust portfolio optimization with derivative insurance guarantees | 2011-04-29 | Paper |
| An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time | 2011-04-27 | Paper |
| Analysis of the rebalancing frequency in log-optimal portfolio selection | 2010-03-12 | Paper |
| Dynamic mean-variance portfolio analysis under model risk | 2010-02-08 | Paper |
| Maximizing the net present value of a project under uncertainty | 2009-11-23 | Paper |
| Convergent bounds for stochastic programs with expected value constraints | 2009-11-04 | Paper |
| Valuation of electricity swing options by multistage stochastic programming | 2009-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3604331 | 2009-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3524406 | 2008-09-09 | Paper |
| Aggregation and discretization in multistage stochastic programming | 2008-03-12 | Paper |
| Generalized bounds for convex multistage stochastic programs. | 2004-11-04 | Paper |
| Reliable Frequency Regulation through Vehicle-to-Grid: Encoding Legislation with Robust Constraints | 0001-01-03 | Paper |
| Small errors in random zeroth-order optimization are imaginary | 0001-01-03 | Paper |
| PIQP: A Proximal Interior-Point Quadratic Programming Solver | 0001-01-03 | Paper |
