Rüdiger Schultz

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Person:181286

Available identifiers

zbMath Open schultz.rudigerWikidataQ102182554 ScholiaQ102182554MaRDI QIDQ181286

List of research outcomes

PublicationDate of PublicationType
A pessimistic bilevel stochastic problem for elastic shape optimization2023-03-24Paper
Capacity evaluation for large-scale gas networks2022-10-25Paper
Joint model of probabilistic-robust (probust) constraints applied to gas network optimization2021-11-12Paper
A Pessimistic Bilevel Stochastic Problem for Elastic Shape Optimization2021-03-03Paper
Convexity and starshapedness of feasible sets in stationary flow networks2020-08-28Paper
On risk-averse stochastic semidefinite programs with continuous recourse2020-02-17Paper
Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation2019-01-25Paper
Strong convexity in risk-averse stochastic programs with complete recourse2018-10-29Paper
Stochastic Dominance Constraints in Elastic Shape Optimization2018-08-24Paper
Networks of pipelines for gas with nonconstant compressibility factor: stationary states2018-08-02Paper
Boundary Feedback Stabilization of the Isothermal Euler Equations with Uncertain Boundary Data2018-04-19Paper
Unit commitment under uncertainty in AC transmission systemsviarisk averse semidefinite stochastic Programs2017-06-15Paper
On Shape Optimization with Stochastic Loadings2017-02-17Paper
Weak Continuity of Risk Functionals with Applications to Stochastic Programming2017-01-31Paper
On the quantification of nomination feasibility in stationary gas networks with random load2016-11-29Paper
Chapter 8: The reduced NLP heuristic2016-07-20Paper
A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound2016-02-05Paper
Two-Stage Stochastic Optimization Meets Two-Scale Simulation2015-09-11Paper
Validation of nominations in gas network optimization: models, methods, and solutions2015-09-04Paper
https://portal.mardi4nfdi.de/entity/Q52586932015-06-23Paper
Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints2015-06-02Paper
Risk averse elastic shape optimization with parametrized fine scale geometry2013-11-11Paper
Two-stage stochastic programs: integer variables, dominance relations and PDE constraints2013-03-11Paper
https://portal.mardi4nfdi.de/entity/Q31099432012-01-26Paper
Risk Averse Shape Optimization2011-10-18Paper
Risk Aversion in Two-Stage Stochastic Integer Programming2011-05-31Paper
A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse2011-02-14Paper
Capacity Planning and Scheduling in Electrical Power Systems and in Chemical and Metallurgical Production Plants2010-12-28Paper
An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse2010-05-05Paper
Shape Optimization Under Uncertainty—A Stochastic Programming Perspective2009-11-27Paper
Comments on: On a mixture of the fix-and-relax coordination and Lagrangean substitution schemes for multistage stochastic mixed integer programming2009-09-03Paper
Risk aversion for an electricity retailer with second-order stochastic dominance constraints2009-08-04Paper
Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse2009-05-27Paper
Risk neutral and risk averse power optimization in electricity networks with dispersed generation2009-04-27Paper
Aggregated scheduling of a multiproduct batch plant by two-stage stochastic integer programming2008-12-11Paper
Two-Stage Stochastic Programs with Mixed Probabilities2008-08-14Paper
A branch-and-bound method for multistage stochastic integer programs with risk objectives2008-05-15Paper
On Deviation Measures in Stochastic Integer Programming2007-05-29Paper
Unit commitment in electricity pool markets2006-09-12Paper
Conditional value-at-risk in stochastic programs with mixed-integer recourse2006-01-13Paper
A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment2005-12-08Paper
On deviation measures in stochastic integer programming2005-08-25Paper
https://portal.mardi4nfdi.de/entity/Q46667482005-04-05Paper
https://portal.mardi4nfdi.de/entity/Q48172692004-09-22Paper
https://portal.mardi4nfdi.de/entity/Q44529142004-03-07Paper
https://portal.mardi4nfdi.de/entity/Q44505182004-02-15Paper
Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse2004-01-19Paper
Decomposition of test sets in stochastic integer programming2003-10-29Paper
Stochastic programming with integer variables2003-09-01Paper
https://portal.mardi4nfdi.de/entity/Q27625732003-08-13Paper
https://portal.mardi4nfdi.de/entity/Q44146462003-07-25Paper
Applying the minimum risk criterion in stochastic recourse programs2003-04-03Paper
https://portal.mardi4nfdi.de/entity/Q27625762002-02-19Paper
https://portal.mardi4nfdi.de/entity/Q27625722002-01-09Paper
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions2001-11-26Paper
Some aspects of stability in stochastic programming2001-06-14Paper
Unit commitment in power generation -- a basic model and some extensions2001-01-17Paper
https://portal.mardi4nfdi.de/entity/Q43893881999-11-08Paper
https://portal.mardi4nfdi.de/entity/Q43893891999-11-08Paper
On the Glivenko-Cantelli problem in stochastic programming: mixed-integer linear recourse.1999-10-05Paper
Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions1999-06-03Paper
https://portal.mardi4nfdi.de/entity/Q38404141999-03-18Paper
Two‐stage stochastic integer programming: a survey1999-01-04Paper
Dual decomposition in stochastic integer programming1999-01-01Paper
Lipschitz Stability for Stochastic Programs with Complete Recourse1997-01-19Paper
Rates of Convergence in Stochastic Programs with Complete Integer Recourse1996-12-01Paper
On structure and stability in stochastic programs with random technology matrix and complete integer recourse1996-01-07Paper
A simple recourse model for power dispatch under uncertain demand1996-01-07Paper
https://portal.mardi4nfdi.de/entity/Q43068171995-10-25Paper
https://portal.mardi4nfdi.de/entity/Q48395861995-07-17Paper
Strong convexity in stochastic programs with complete recourse1995-07-13Paper
A new approach to stochastic linear programming1995-01-09Paper
Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch1994-04-27Paper
Stability of Solutions for Stochastic Programs with Complete Recourse1993-11-28Paper
Some applications of mathematical programming techniques in optimal power dispatch1993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q40262521993-02-21Paper
Continuity Properties of Expectation Functions in Stochastic Integer Programming1993-01-01Paper
Stability analysis for stochastic programs1992-06-26Paper
Distribution sensitivity in stochastic programming1992-06-25Paper
A simple procedure for optimal load dispatch using parametric programming1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34897891990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38069941988-01-01Paper
Estimates for Kuhn-Tucker points of perturbed convex programs1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37303631986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37472381986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36949951985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36797921984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36744101983-01-01Paper

Research outcomes over time


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