| Publication | Date of Publication | Type |
|---|
| Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems | 2024-03-12 | Paper |
| The deepest event cuts in risk-averse optimization with application to radiation therapy design | 2024-01-10 | Paper |
| Mini-Batch Risk Forms | 2023-06-22 | Paper |
| Bias Reduction in Sample-Based Optimization | 2022-02-08 | Paper |
| Lectures on Stochastic Programming: Modeling and Theory, Third Edition | 2021-10-30 | Paper |
| Subregular recourse in nonlinear multistage stochastic optimization | 2021-09-29 | Paper |
| Risk forms: representation, disintegration, and application to partially observable two-stage systems | 2020-06-15 | Paper |
| Risk-Averse Access Point Selection in Wireless Communication Networks | 2019-08-14 | Paper |
| On the price of risk in a mean-risk optimization model | 2019-02-06 | Paper |
| Time-Coherent Risk Measures for Continuous-Time Markov Chains | 2018-08-10 | Paper |
| Statistical estimation of composite risk functionals and risk optimization problems | 2017-10-11 | Paper |
| Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints | 2017-01-26 | Paper |
| Optimization with Multivariate Stochastic Dominance Constraints | 2017-01-13 | Paper |
| Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints | 2016-04-15 | Paper |
| An augmented Lagrangian method for distributed optimization | 2015-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5497154 | 2015-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5497160 | 2015-02-03 | Paper |
| Risk preferences on the space of quantile functions | 2014-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2925334 | 2014-10-21 | Paper |
| Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models | 2013-12-13 | Paper |
| Common Mathematical Foundations of Expected Utility and Dual Utility Theories | 2013-06-27 | Paper |
| Regularization methods for optimization problems with probabilistic constraints | 2013-05-06 | Paper |
| Augmented Lagrangian method for probabilistic optimization | 2013-01-15 | Paper |
| Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse | 2012-08-16 | Paper |
| Mean-risk tests of stochastic dominance | 2011-06-28 | Paper |
| Portfolio Optimization with Risk Control by Stochastic Dominance Constraints | 2011-05-31 | Paper |
| Kusuoka representation of higher order dual risk measures | 2011-04-08 | Paper |
| Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints | 2010-07-26 | Paper |
| Shape-restricted inference for Lorenz curves using duality theory | 2010-03-01 | Paper |
| Robust stochastic dominance and its application to risk-averse optimization | 2010-02-25 | Paper |
| Lectures on Stochastic Programming | 2009-11-09 | Paper |
| Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints | 2009-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325786 | 2009-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3632460 | 2009-06-11 | Paper |
| Optimization with multivariate stochastic dominance constraints | 2008-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3541983 | 2008-11-27 | Paper |
| Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints | 2008-02-25 | Paper |
| Inverse stochastic dominance constraints and rank dependent expected utility theory | 2006-09-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5201293 | 2006-04-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5694259 | 2005-09-29 | Paper |
| Semi-infinite probabilistic optimization: first-order stochastic dominance constrain | 2005-04-15 | Paper |
| Duality gaps in nonconvex stochastic optimization | 2005-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4652020 | 2005-02-24 | Paper |
| Dual methods for probabilistic optimization problems. | 2005-01-11 | Paper |
| Continuity of multifunctions characterized by Steiner selections. | 2004-08-26 | Paper |
| On convex probabilistic programming with discrete distributions. | 2004-08-26 | Paper |
| Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints | 2004-07-01 | Paper |
| Concavity and efficient points of discrete distributions in probabilistic programming. | 2004-02-18 | Paper |
| Optimization with Stochastic Dominance Constraints | 2004-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4423118 | 2003-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4422672 | 2003-08-20 | Paper |
| Bounds for probabilistic integer programming problems | 2002-12-02 | Paper |
| On differentiability of metric projections onto moving convex sets | 2001-10-31 | Paper |
| Approximations, expansions and univalued representations of multifunctions | 2001-07-29 | Paper |
| Differential Stability of Two-Stage Stochastic Programs | 2001-03-19 | Paper |
| Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming | 2000-10-19 | Paper |
| Differentiable selections and Castaing representations of multifunctions | 1999-04-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3840402 | 1999-03-02 | Paper |
| Pathfollowing methods in nonlinear optimization III: Lagrange multiplier embedding | 1997-01-19 | Paper |
| On variational principles, level sets, well-posedness, and \(\epsilon\)-solutions in vector optimization | 1997-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4872784 | 1996-04-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4843148 | 1995-09-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839586 | 1995-07-17 | Paper |
| On several concepts for \(\varepsilon\)-efficiency | 1995-01-11 | Paper |
| On the singularities in linear one-parametric optimization problems* | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3363079 | 1990-01-01 | Paper |
