| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 7733448 (Why is no real title available?) | 2023-09-01 | Paper |
On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints
Journal of Global Optimization | 2022-10-24 | Paper |
On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
Mathematical Methods of Operations Research | 2022-08-31 | Paper |
Joint model of probabilistic-robust (probust) constraints applied to gas network optimization
Vietnam Journal of Mathematics | 2021-11-12 | Paper |
An enumerative formula for the spherical cap discrepancy
Journal of Computational and Applied Mathematics | 2021-02-12 | Paper |
Solving joint chance constrained problems using regularization and Benders' decomposition
Annals of Operations Research | 2021-01-06 | Paper |
Optimal Neumann boundary control of a vibrating string with uncertain initial data and probabilistic terminal constraints
SIAM Journal on Control and Optimization | 2020-08-21 | Paper |
Consequences of uncertain friction for the transport of natural gas through passive networks of pipelines
CIM Series in Mathematical Sciences | 2020-06-29 | Paper |
On probabilistic capacity maximization in a stationary gas network
Optimization | 2020-02-24 | Paper |
Scenario Tree Generation for Multi-stage Stochastic Programs
International Series in Operations Research & Management Science | 2019-01-25 | Paper |
A joint model of probabilistic/robust constraints for gas transport management in stationary networks
Computational Management Science | 2018-10-10 | Paper |
Stochastic optimization of electricity portfolios: scenario tree modeling and risk management
Handbook of Power Systems II | 2017-04-07 | Paper |
Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
Computational Optimization and Applications | 2016-12-15 | Paper |
On the quantification of nomination feasibility in stationary gas networks with random load
Mathematical Methods of Operations Research | 2016-11-29 | Paper |
Methods for verifying booked capacities
Evaluating Gas Network Capacities | 2016-07-20 | Paper |
Stability and scenario trees for multistage stochastic programs
International Series in Operations Research & Management Science | 2011-05-31 | Paper |
Scenario tree reduction for multistage stochastic programs
Computational Management Science | 2009-08-04 | Paper |
Scenario Tree Approximation and Risk Aversion Strategies for Stochastic Optimization of Electricity Production and Trading
Optimization in the Energy Industry | 2009-05-20 | Paper |
Scenario tree modeling for multistage stochastic programs
Mathematical Programming. Series A. Series B | 2009-05-04 | Paper |
| Stability and approximation of stochastical optimisation problems | 2008-07-07 | Paper |
A note on scenario reduction for two-stage stochastic programs
Operations Research Letters | 2008-01-21 | Paper |
Stability of Multistage Stochastic Programs
SIAM Journal on Optimization | 2007-05-22 | Paper |
Scenario reduction algorithms in stochastic programming
Computational Optimization and Applications | 2003-04-03 | Paper |
