| Publication | Date of Publication | Type |
|---|
| In memoriam: Nicos Christofides (1942--2019) | 2022-03-31 | Paper |
| Robust risk budgeting | 2018-11-12 | Paper |
| A weighted mirror descent algorithm for nonsmooth convex optimization problem | 2016-10-20 | Paper |
| Robust portfolio optimization with copulas | 2015-02-19 | Paper |
| Worst-case robust Omega ratio | 2015-02-03 | Paper |
| Robust Markov Decision Processes | 2014-07-11 | Paper |
| Robust international portfolio management | 2013-10-21 | Paper |
| Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity | 2013-09-26 | Paper |
| Pessimistic Bilevel Optimization | 2013-06-27 | 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 |
| International portfolio management with affine policies | 2012-12-29 | Paper |
| Robust hedging strategies | 2012-11-15 | Paper |
| Robust resource allocations in temporal networks | 2012-10-15 | Paper |
| Robust portfolio optimization: a conic programming approach | 2012-09-27 | Paper |
| A constraint sampling approach for multi-stage robust optimization | 2012-08-24 | Paper |
| Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems | 2012-06-18 | Paper |
| Risky traveling salesman problem | 2012-05-14 | Paper |
| Computation of correlated equilibrium with global-optimal expected social welfare | 2012-05-08 | Paper |
| A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming | 2011-11-04 | Paper |
| Switching stepsize strategies for sequential quadratic programming | 2011-08-23 | Paper |
| Stochastic Optimization and Worst-case Decisions | 2011-08-09 | Paper |
| Robust portfolio optimization with derivative insurance guarantees | 2011-04-29 | Paper |
| Partitioning procedure for polynomial optimization | 2010-11-12 | Paper |
| Decomposition-based method for sparse semidefinite relaxations of polynomial optimization problems | 2010-08-13 | Paper |
| An interior-point algorithm for nonlinear minimax problems | 2010-04-13 | 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 |
| A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems | 2009-11-02 | Paper |
| Convergence analysis of a global optimization algorithm using stochastic differential equations | 2009-09-25 | Paper |
| Global optimization of multi-parametric MILP problems | 2009-09-25 | Paper |
| A global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problems | 2009-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5324209 | 2009-08-03 | Paper |
| Global optimization of robust chance constrained problems | 2009-07-13 | Paper |
| An algorithm for the global optimization of a class of continuous minimax problems | 2009-07-06 | Paper |
| Robust optimal decisions with imprecise forecasts | 2009-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3604331 | 2009-02-24 | Paper |
| A smoothing algorithm for finite min-max-min problems | 2009-02-17 | Paper |
| Global Optimization of the Scenario Generation and Portfolio Selection Problems | 2009-02-10 | Paper |
| Simulation and optimization approaches to scenario tree generation | 2008-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3524406 | 2008-09-09 | Paper |
| A general framework for multistage mean-variance post-tax optimization | 2008-09-03 | Paper |
| A pricing mechanism for resource management in grid computing | 2008-06-11 | Paper |
| A multi-parametric programming approach for constrained dynamic programming problems | 2008-06-11 | Paper |
| Parametric global optimisation for bilevel programming | 2008-01-04 | Paper |
| Stochastic optimization and worst-case analysis in monetary policy design | 2007-12-06 | Paper |
| A mixed integer programming model for multistage mean-variance post-tax optimization | 2007-10-25 | Paper |
| Worst-case robust decisions for multi-period mean-variance portfolio optimization | 2007-08-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5297398 | 2007-07-18 | Paper |
| Linearly constrained global optimization and stochastic differential equations | 2007-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3365826 | 2006-02-13 | Paper |
| Globally convergent interior-point algorithm for nonlinear programming | 2005-10-18 | Paper |
| Tax impact on multi-stage mean-variance portfolio allocation | 2005-01-20 | Paper |
| Post-tax optimization with stochastic programming | 2004-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4459798 | 2004-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4459801 | 2004-05-18 | Paper |
| Semi-infinite programming and applications to minimax problems | 2004-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4782141 | 2002-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4779122 | 2002-11-24 | Paper |
| A primal–dual interior point algorithm with an exact and differentiable merit function for nonlinear programming | 2002-07-22 | Paper |
| An outer approximation based branch and cut algorithm for convex 0-1 MINLP problems | 2002-02-26 | Paper |
| An interior point algorithm for computing saddle points of constrained continuous minimax | 2001-06-14 | Paper |
| Robust min-max portfolio strategies for rival forecast and risk scenarios | 2000-10-26 | Paper |
| Solving a mixed-integer multiobjective bond portfolio model involving logical conditions | 1999-09-26 | Paper |
| Multi-period minimax hedging strategies | 1998-10-18 | Paper |
| A robust hedging algorithm | 1998-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4382666 | 1998-03-22 | Paper |
| Computing optimal multi-currency mean-variance portfolios | 1997-02-28 | Paper |
| Minimax hedging strategy | 1995-05-23 | Paper |
| Two-step and three-step Q-superlinear convergence of SQP methods | 1995-01-11 | Paper |
| Interactive decision making: Equivalence of modified formulations | 1994-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4309850 | 1994-11-23 | Paper |
| Equality and inequality constrained optimization algorithms with convergent stepsizes | 1994-10-27 | Paper |
| Stochastic and robust control of nonlinear economic systems | 1994-07-21 | Paper |
| Algorithms for solving nonlinear dynamic decision models | 1993-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4016656 | 1993-01-16 | Paper |
| A constrained min-max algorithm for rival models of the same economic system | 1992-06-28 | Paper |
| The diagonalizability of quadratic functions and the arbitrariness of shadow prices | 1992-06-27 | Paper |
| Robust Capacity Planning Under Uncertainty | 1991-01-01 | Paper |
| Rationality, computability, and complexity | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3491281 | 1990-01-01 | Paper |
| A superlinearly convergent constrained min-max algorithm for rival models of the same system | 1989-01-01 | Paper |
| A constrained min-max algorithm for rival models | 1988-01-01 | Paper |
| Objective functions and the complexity of policy design | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3787747 | 1987-01-01 | Paper |
| Convergent stepsizes for constrained optimization algorithms | 1986-01-01 | Paper |
| Optimal fixed rules and simple feedback laws in the design of economic policy | 1985-01-01 | Paper |
| A class of superlinearly convergent projection algorithms with relaxed stepsizes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3337153 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3337170 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3315290 | 1983-01-01 | Paper |
| Projection methods in constrained optimisation and applications to optimal policy decisions | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3915543 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3923893 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3922507 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4197591 | 1979-01-01 | Paper |
| Respecifying the weighting matrix of a quadratic objective function | 1978-01-01 | Paper |
