| Publication | Date of Publication | Type |
|---|
| The deepest event cuts in risk-averse optimization with application to radiation therapy design | 2024-01-10 | Paper |
| An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems | 2024-01-02 | Paper |
| Risk-Averse Control of Markov Systems with Value Function Learning | 2023-12-01 | Paper |
| Risk filtering and risk-averse control of Markovian systems subject to model uncertainty | 2023-10-25 | Paper |
| Mini-Batch Risk Forms | 2023-06-22 | Paper |
| A stochastic subgradient method for distributionally robust non-convex and non-smooth learning | 2022-08-01 | Paper |
| Process-based risk measures and risk-averse control of discrete-time systems | 2022-03-22 | 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 |
| https://portal.mardi4nfdi.de/entity/Q4998920 | 2021-07-09 | Paper |
| A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization | 2021-06-22 | Paper |
| A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes | 2021-03-17 | Paper |
| Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization | 2021-02-17 | Paper |
| Risk forms: representation, disintegration, and application to partially observable two-stage systems | 2020-06-15 | Paper |
| A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization | 2020-03-23 | Paper |
| An augmented Lagrangian decomposition method for block diagonal linear programming problems | 2019-07-22 | Paper |
| Risk measurement and risk-averse control of partially observable discrete-time Markov systems | 2018-11-07 | Paper |
| Time-Coherent Risk Measures for Continuous-Time Markov Chains | 2018-08-10 | Paper |
| Rate of convergence of the bundle method | 2017-10-27 | Paper |
| Statistical estimation of composite risk functionals and risk optimization problems | 2017-10-11 | Paper |
| A Selective Linearization Method For Multiblock Convex Optimization | 2017-06-16 | Paper |
| Time-consistent approximations of risk-averse multistage stochastic optimization problems | 2015-10-19 | Paper |
| Discrete-Time Approximation of Risk-Averse Control Problems for Diffusion Processes | 2015-08-21 | Paper |
| Two-stage portfolio optimization with higher-order conditional measures of risk | 2015-08-21 | Paper |
| Risk-Averse Control of Undiscounted Transient Markov Models | 2015-03-27 | 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 |
| Computational Methods for Risk-Averse Undiscounted Transient Markov Models | 2014-08-11 | Paper |
| Erratum to ``Risk-averse dynamic programming for Markov decision processes | 2014-06-27 | Paper |
| Common Mathematical Foundations of Expected Utility and Dual Utility Theories | 2013-06-27 | Paper |
| Scenario decomposition of risk-averse multistage stochastic programming problems | 2013-01-15 | Paper |
| Tractable almost stochastic dominance | 2012-08-16 | Paper |
| Commentary—Post-Decision States and Separable Approximations Are Powerful Tools of Approximate Dynamic Programming | 2012-07-28 | Paper |
| A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk | 2011-11-18 | Paper |
| A multi-product risk-averse newsvendor with exponential utility function | 2011-08-09 | Paper |
| Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition | 2011-07-19 | 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 |
| Risk-averse dynamic programming for Markov decision processes | 2010-11-22 | Paper |
| Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints | 2010-07-26 | 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 |
| Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods | 2009-08-20 | Paper |
| An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems | 2009-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325786 | 2009-07-24 | Paper |
| The Probabilistic Set-Covering Problem | 2009-07-03 | 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 |
| Risk-adjusted probability measures in portfolio optimization with coherent measures of risk | 2008-06-24 | Paper |
| Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints | 2008-06-04 | Paper |
| A risk-averse newsvendor with law invariant coherent measures of risk | 2008-05-29 | Paper |
| Optimization of Convex Risk Functions | 2008-05-27 | Paper |
| Conditional Risk Mappings | 2008-05-27 | Paper |
| A merit function approach to the subgradient method with averaging | 2008-04-29 | Paper |
| Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints | 2008-02-25 | Paper |
| Relaxations of linear programming problems with first order stochastic dominance constraints | 2007-02-19 | Paper |
| Inverse stochastic dominance constraints and rank dependent expected utility theory | 2006-09-12 | Paper |
| Frontiers of Stochastically Nondominated Portfolios | 2006-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5201296 | 2006-04-18 | Paper |
| Measuring risk for income streams | 2005-11-16 | Paper |
| Constraint Aggregation in Infinite-Dimensional Spaces and Applications | 2005-11-11 | Paper |
| Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems | 2005-11-11 | Paper |
| Beam search heuristic to solve stochastic integer problems under probabilistic constraints | 2005-08-01 | Paper |
| Semi-infinite probabilistic optimization: first-order stochastic dominance constrain | 2005-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4652020 | 2005-02-24 | Paper |
| Dual methods for probabilistic optimization problems. | 2005-01-11 | 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 |
| Dual Stochastic Dominance and Quantile Risk Measures | 2003-06-23 | Paper |
| Dual Stochastic Dominance and Related Mean-Risk Models | 2003-01-05 | Paper |
| Bounds for probabilistic integer programming problems | 2002-12-02 | Paper |
| From stochastic dominance to mean-risk models: Semideviations as risk measures | 2002-08-18 | Paper |
| On Optimal Allocation of Indivisibles Under Uncertainty | 2002-03-18 | Paper |
| Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra | 2002-01-01 | Paper |
| A branch and bound method for stochastic integer problems under probabilistic constraints | 2002-01-01 | Paper |
| On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions | 2001-11-26 | Paper |
| On consistency of stochastic dominance and mean-semideviation models | 2001-10-10 | Paper |
| Robust path choice in networks with failures | 2000-07-09 | Paper |
| Proximal Decomposition Via Alternating Linearization | 1999-11-24 | Paper |
| On the Glivenko-Cantelli problem in stochastic programming: mixed-integer linear recourse. | 1999-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4257433 | 1999-08-31 | Paper |
| Some advances in decomposition methods for stochastic linear programming | 1999-06-28 | Paper |
| A branch and bound method for stochastic global optimization | 1999-06-03 | Paper |
| Accelerating the regularized decomposition method for two stage stochastic linear problems | 1999-02-28 | Paper |
| Cost-effective sulphur emission reduction under uncertainty | 1998-11-24 | Paper |
| Decomposition methods in stochastic programming | 1997-08-28 | Paper |
| Constraint aggregation principle in convex optimization | 1997-06-04 | Paper |
| On augmented Lagrangian decomposition methods for multistage stochastic programs | 1997-03-18 | Paper |
| Convex optimization by radial search | 1997-01-07 | Paper |
| On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization | 1996-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139187 | 1996-01-30 | Paper |
| A New Scenario Decomposition Method for Large-Scale Stochastic Optimization | 1996-01-16 | Paper |
| An Extension of the DQA Algorithm to Convex Stochastic Programs | 1996-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839590 | 1995-07-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311900 | 1995-05-01 | Paper |
| Sensitivity method for basis inverse representation in multistage stochastic linear programming problems | 1994-04-27 | Paper |
| Parallel decomposition of multistage stochastic programming problems | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4030200 | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028929 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028930 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028931 | 1993-03-28 | Paper |
| A diagonal quadratic approximation method for large scale linear programs | 1993-01-16 | Paper |
| A Linearization Method for Nonsmooth Stochastic Programming Problems | 1987-01-01 | Paper |
| On convergence of the stochastic subgradient method with on-line stepsize rules | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3701202 | 1986-01-01 | Paper |
| A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems | 1986-01-01 | Paper |
| A regularized decomposition method for minimizing a sum of polyhedral functions | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3220094 | 1984-01-01 | Paper |
| Stochastic approximation method with gradient averaging for unconstrained problems | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3309526 | 1982-01-01 | Paper |
| Feasible direction methods for stochastic programming problems | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3945959 | 1980-01-01 | Paper |
| Coordination of nonstationary systems | 1979-01-01 | Paper |
| Convergence analysis for two-level algorithms of mathematical programming | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4158831 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4175087 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4124673 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4083272 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4070672 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5183414 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4041462 | 1974-01-01 | Paper |
