| Publication | Date of Publication | Type |
|---|
Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty
Numerische Mathematik | 2024-11-01 | Paper |
| Capacity evaluation for large-scale gas networks | 2022-10-25 | Paper |
Problem-based optimal scenario generation and reduction in stochastic programming
Mathematical Programming. Series A. Series B | 2022-03-22 | Paper |
Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs
Mathematical Programming. Series A. Series B | 2021-10-20 | Paper |
On quantitative stability in infinite-dimensional optimization under uncertainty
Optimization Letters | 2021-09-28 | Paper |
| Asymptotic Properties of Monte Carlo Methods in Elliptic PDE-Constrained Optimization under Uncertainty | 2021-06-11 | Paper |
Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization
Springer Proceedings in Mathematics & Statistics | 2020-08-26 | Paper |
Scenario Tree Generation for Multi-stage Stochastic Programs
International Series in Operations Research & Management Science | 2019-01-25 | Paper |
Stochastic optimization of electricity portfolios: scenario tree modeling and risk management
Handbook of Power Systems II | 2017-04-07 | Paper |
Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
Energy Systems | 2017-04-07 | Paper |
Mean-risk optimization of electricity portfolios
PAMM | 2017-01-24 | Paper |
Polyhedral risk measures in electricity portfolio optimization
PAMM | 2017-01-24 | Paper |
Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
Computational Optimization and Applications | 2016-12-15 | Paper |
| Mathematical analysis and the mathematics of computation | 2016-11-03 | Paper |
Methods for verifying booked capacities
Evaluating Gas Network Capacities | 2016-07-20 | Paper |
Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
Mathematical Programming. Series A. Series B | 2015-06-19 | Paper |
Conditioning of linear-quadratic two-stage stochastic optimization problems
Mathematical Programming. Series A. Series B | 2014-12-18 | Paper |
ANOVA decomposition of convex piecewise linear functions
Springer Proceedings in Mathematics & Statistics | 2014-10-31 | Paper |
Quantitative stability analysis of stochastic generalized equations
SIAM Journal on Optimization | 2014-06-19 | Paper |
Stability and sensitivity of stochastic dominance constrained optimization models
SIAM Journal on Optimization | 2013-12-13 | Paper |
SDDP for multistage stochastic linear programs based on spectral risk measures
Operations Research Letters | 2012-11-08 | Paper |
Sampling-based decomposition methods for multistage stochastic programs based on extended polyhedral risk measures
SIAM Journal on Optimization | 2012-09-12 | Paper |
Stability and scenario trees for multistage stochastic programs
International Series in Operations Research & Management Science | 2011-05-31 | Paper |
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
Annals of Operations Research | 2010-10-04 | Paper |
A model for dynamic chance constraints in hydro power reservoir management
European Journal of Operational Research | 2010-09-09 | Paper |
Scenario Reduction Techniques in Stochastic Programming
Stochastic Algorithms: Foundations and Applications | 2009-11-19 | Paper |
Airline network revenue management by multistage stochastic programming
Computational Management Science | 2009-10-23 | Paper |
Scenario reduction in stochastic programming with respect to discrepancy distances
Computational Optimization and Applications | 2009-09-25 | Paper |
Scenario tree reduction for multistage stochastic programs
Computational Management Science | 2009-08-04 | Paper |
Optimization of Dispersed Energy Supply —Stochastic Programming with Recombining Scenario Trees
Optimization in the Energy Industry | 2009-05-20 | Paper |
Scenario Tree Approximation and Risk Aversion Strategies for Stochastic Optimization of Electricity Production and Trading
Optimization in the Energy Industry | 2009-05-20 | Paper |
Scenario tree modeling for multistage stochastic programs
Mathematical Programming. Series A. Series B | 2009-05-04 | Paper |
Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming
Journal of Industrial and Management Optimization | 2009-03-30 | Paper |
On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.
Applications of Mathematics | 2008-11-24 | Paper |
| Modeling, measuring and managing risk | 2008-10-02 | Paper |
Quantitative stability of fully random mixed-integer two-stage stochastic programs
Optimization Letters | 2008-09-04 | Paper |
Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs
SIAM Journal on Optimization | 2008-08-14 | Paper |
Stochastic Integer Programming: Limit Theorems and Confidence Intervals
Mathematics of Operations Research | 2008-05-27 | Paper |
Stability of multistage stochastic programs incorporating polyhedral risk measures
Optimization | 2008-05-15 | Paper |
A note on scenario reduction for two-stage stochastic programs
Operations Research Letters | 2008-01-21 | Paper |
Stability of Multistage Stochastic Programs
SIAM Journal on Optimization | 2007-05-22 | Paper |
On optimality conditions for some nonsmooth optimization problems over \(L^p\) spaces
Journal of Optimization Theory and Applications | 2006-11-27 | Paper |
Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise
SIAM Journal on Scientific Computing | 2006-05-30 | Paper |
| scientific article; zbMATH DE number 5007570 (Why is no real title available?) | 2006-02-20 | Paper |
Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
Mathematics of Operations Research | 2005-11-11 | Paper |
| scientific article; zbMATH DE number 2223063 (Why is no real title available?) | 2005-11-04 | Paper |
Polyhedral Risk Measures in Stochastic Programming
SIAM Journal on Optimization | 2005-09-16 | Paper |
Duality gaps in nonconvex stochastic optimization
Mathematical Programming. Series A. Series B | 2005-02-24 | Paper |
Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints
Mathematical Programming. Series A. Series B | 2004-10-28 | Paper |
| scientific article; zbMATH DE number 2065128 (Why is no real title available?) | 2004-05-18 | Paper |
| scientific article; zbMATH DE number 2042672 (Why is no real title available?) | 2004-02-15 | Paper |
| scientific article; zbMATH DE number 1984254 (Why is no real title available?) | 2003-09-22 | Paper |
Scenario reduction in stochastic programming
Mathematical Programming. Series A. Series B | 2003-07-13 | Paper |
Scenario reduction algorithms in stochastic programming
Computational Optimization and Applications | 2003-04-03 | Paper |
A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty
Optimization and Engineering | 2003-03-12 | Paper |
| scientific article; zbMATH DE number 1688599 (Why is no real title available?) | 2002-01-09 | Paper |
Stability analysis of stochastic programs.
Revista Investigación Operacional | 2001-11-12 | Paper |
| Stability of solutions to chance constrained stochastic programs | 2001-07-12 | Paper |
Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty
Annals of Operations Research | 2001-06-14 | Paper |
Differential stability of two-stage stochastic programs
SIAM Journal on Optimization | 2001-03-19 | Paper |
Unit commitment in power generation -- a basic model and some extensions
Annals of Operations Research | 2001-01-17 | Paper |
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints.
Mathematical Programming. Series A. Series B | 2000-07-21 | Paper |
| scientific article; zbMATH DE number 1153793 (Why is no real title available?) | 1999-11-08 | Paper |
| scientific article; zbMATH DE number 1187196 (Why is no real title available?) | 1999-03-02 | Paper |
Lipschitz Stability for Stochastic Programs with Complete Recourse
SIAM Journal on Optimization | 1997-01-19 | Paper |
Stability in multistage stochastic programming
Annals of Operations Research | 1996-05-13 | Paper |
| scientific article; zbMATH DE number 865557 (Why is no real title available?) | 1996-04-16 | Paper |
A simple recourse model for power dispatch under uncertain demand
Annals of Operations Research | 1996-01-07 | Paper |
| scientific article; zbMATH DE number 641576 (Why is no real title available?) | 1995-10-25 | Paper |
| scientific article; zbMATH DE number 775092 (Why is no real title available?) | 1995-07-17 | Paper |
Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch
Journal of Optimization Theory and Applications | 1994-04-27 | Paper |
Stability of Solutions for Stochastic Programs with Complete Recourse
Mathematics of Operations Research | 1993-11-28 | Paper |
Some applications of mathematical programming techniques in optimal power dispatch
Computing | 1993-04-01 | Paper |
Weak convergence of approximate solutions of random equations
Numerical Functional Analysis and Optimization | 1993-03-07 | Paper |
| scientific article; zbMATH DE number 124611 (Why is no real title available?) | 1993-02-21 | Paper |
Stability analysis for stochastic programs
Annals of Operations Research | 1992-06-26 | Paper |
Distribution sensitivity in stochastic programming
Mathematical Programming. Series A. Series B | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4162662 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4074818 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4035572 (Why is no real title available?) | 1987-01-01 | Paper |
Weak convergence of approximate solutions of stochastic equations with applications to random differential and integral equations∗
Numerical Functional Analysis and Optimization | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4018032 (Why is no real title available?) | 1987-01-01 | Paper |
On the convergence of measurable selections and an application to approximations in stochastic optimization
Zeitschrift für Analysis und ihre Anwendungen | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3970532 (Why is no real title available?) | 1986-01-01 | Paper |
Approximate solutions of nonlinear random operator equations: Convergence in distribution
Pacific Journal of Mathematics | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3924661 (Why is no real title available?) | 1985-01-01 | Paper |
On Lipschitz dependence in systems with differentiated inputs
Mathematische Annalen | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3921842 (Why is no real title available?) | 1985-01-01 | Paper |
Convergence of approximate solutions of nonlinear random operator equations with non-unique solutions
Stochastic Analysis and Applications | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3778464 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3752603 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3697872 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3736741 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3666153 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3558798 (Why is no real title available?) | 1977-01-01 | Paper |
