| Publication | Date of Publication | Type |
|---|
| Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making | 2023-11-03 | Paper |
| Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models | 2023-10-23 | Paper |
| Preference robust distortion risk measure and its application | 2023-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5885153 | 2023-03-27 | Paper |
| Shortfall Risk Models When Information on Loss Function Is Incomplete | 2023-01-10 | Paper |
| Insurance premium-based shortfall risk measure induced by cumulative prospect theory | 2022-12-20 | Paper |
| Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation | 2022-12-19 | Paper |
| Preference Robust Modified Optimized Certainty Equivalent | 2022-11-23 | Paper |
| Preference robust models in multivariate utility-based shortfall risk minimization | 2022-09-30 | Paper |
| Preference Robust Optimization for Choice Functions on the Space of CDFs | 2022-07-08 | Paper |
| Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach | 2022-06-29 | Paper |
| Quantitative stability analysis for minimax distributionally robust risk optimization | 2022-03-22 | Paper |
| Existence and Approximation of Continuous Bayesian Nash Equilibria in Games with Continuous Type and Action Spaces | 2021-10-26 | Paper |
| Statistical robustness in utility preference robust optimization models | 2021-10-20 | Paper |
| Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems | 2021-05-20 | Paper |
| Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete | 2020-12-11 | Paper |
| A distributionally robust optimization approach for two-stage facility location problems | 2020-08-26 | Paper |
| Discrete Approximation and Quantification in Distributionally Robust Optimization | 2020-03-12 | Paper |
| Varying confidence levels for CVaR risk measures and minimax limits | 2020-02-20 | Paper |
| Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems | 2019-08-06 | Paper |
| Distributionally robust shortfall risk optimization model and its approximation | 2019-04-24 | Paper |
| Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods | 2018-06-25 | Paper |
| Disaster preparedness using risk-assessment methods from earthquake engineering | 2018-05-22 | Paper |
| Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints | 2017-11-24 | Paper |
| Distributionally robust equilibrium for continuous games: Nash and Stackelberg models | 2017-11-23 | Paper |
| Quantitative stability analysis of stochastic quasi-variational inequality problems and applications | 2017-11-17 | Paper |
| Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem | 2017-08-08 | Paper |
| Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint | 2017-05-30 | Paper |
| Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints | 2017-05-30 | Paper |
| An approximation scheme for stochastic programs with second order dominance constraints | 2017-01-09 | Paper |
| Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints | 2016-09-23 | Paper |
| Robust unit commitment with \(n-1\) security criteria | 2016-08-01 | Paper |
| Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems | 2016-05-19 | Paper |
| Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints | 2014-12-12 | Paper |
| Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization | 2014-09-10 | Paper |
| Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions | 2014-06-30 | Paper |
| Quantitative Stability Analysis of Stochastic Generalized Equations | 2014-06-19 | Paper |
| Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints | 2014-02-25 | Paper |
| Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes | 2014-02-07 | Paper |
| Stability analysis of stochastic programs with second order dominance constraints | 2014-02-03 | Paper |
| Monte Carlo methods for mean-risk optimization and portfolio selection | 2013-10-21 | Paper |
| A SMOOTHING PENALIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC PROGRAMS WITH SECOND-ORDER STOCHASTIC DOMINANCE CONSTRAINTS | 2013-09-05 | Paper |
| Stochastic Nash equilibrium problems: sample average approximation and applications | 2013-08-08 | Paper |
| Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints | 2013-06-27 | Paper |
| Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach | 2012-05-24 | Paper |
| Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints | 2012-05-24 | Paper |
| Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization | 2012-05-14 | Paper |
| Stability analysis of one stage stochastic mathematical programs with complementarity constraints | 2012-05-08 | Paper |
| Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization | 2012-01-09 | Paper |
| Stochastic multiobjective optimization: Sample average approximation and applications | 2011-11-25 | Paper |
| A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application | 2011-11-24 | Paper |
| A note on uniform exponential convergence of sample average approximation of random functions | 2011-10-24 | Paper |
| Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging | 2011-06-08 | Paper |
| Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints | 2010-12-03 | Paper |
| Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming | 2010-05-26 | Paper |
| SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS | 2010-05-19 | Paper |
| A two stage stochastic equilibrium model for electricity markets with two way contracts | 2010-03-19 | Paper |
| Single and multi-period optimal inventory control models with risk-averse constraints | 2009-12-07 | Paper |
| Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications | 2009-04-24 | Paper |
| Approximating stationary points of stochastic optimization problems in Banach space | 2008-08-14 | Paper |
| Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation | 2008-06-20 | Paper |
| Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints | 2008-05-27 | Paper |
| Optimal supply functions in electricity markets with option contracts and non-smooth costs | 2008-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5440596 | 2008-02-05 | Paper |
| Modelling the effects of interconnection between electricity markets subject to uncertainty | 2008-01-16 | Paper |
| A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints | 2007-09-06 | Paper |
| $\varepsilon$-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function | 2007-03-20 | Paper |
| Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions | 2006-12-07 | Paper |
| An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints | 2006-05-30 | Paper |
| An MPCC approach for stochastic Stackelberg–Nash–Cournot equilibrium | 2005-08-25 | Paper |
| Supply function equilibrium in electricity spot markets with contracts and price caps | 2005-05-24 | Paper |
| Nash equilibria in electricity markets with discrete prices. | 2005-01-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4452971 | 2004-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4453964 | 2004-03-07 | Paper |
| Point-Based Set-Valued Approximations, C -Differential Operators and Applications | 2003-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2770162 | 2003-06-24 | Paper |
| Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets | 2003-01-05 | Paper |
| Adaptive smoothing method, deterministically computable generalized Jacobians, and the Newton method | 2001-08-28 | Paper |
| Level function method for quasiconvex programming. | 2001-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2776673 | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2776674 | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4324539 | 1995-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4018587 | 1993-01-16 | Paper |
