| Publication | Date of Publication | Type |
|---|
| Risk-averse stochastic optimal control: an efficiently computable statistical upper bound | 2023-09-12 | Paper |
| Duality and sensitivity analysis of multistage linear stochastic programs | 2023-07-10 | Paper |
| Distributionally robust stochastic variational inequalities | 2023-05-25 | Paper |
| Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping | 2022-09-19 | Paper |
| Central limit theorem and sample complexity of stationary stochastic programs | 2021-12-13 | Paper |
| Distributionally robust optimal control and MDP modeling | 2021-12-13 | Paper |
| Mathematical Foundations of Distributionally Robust Multistage Optimization | 2021-12-01 | Paper |
| Lectures on Stochastic Programming: Modeling and Theory, Third Edition | 2021-10-30 | Paper |
| Goodness-of-Fit Tests on Manifolds | 2021-07-22 | Paper |
| Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming | 2021-06-03 | Paper |
| Technical Note—Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models | 2021-01-19 | Paper |
| Rank one tensor completion problem | 2020-09-18 | Paper |
| On characteristic rank for matrix and tensor completion | 2020-09-03 | Paper |
| Periodical Multistage Stochastic Programs | 2020-08-18 | Paper |
| Risk neutral reformulation approach to risk averse stochastic programming | 2020-05-27 | Paper |
| Optimization of PDEs with uncertain inputs | 2019-06-13 | Paper |
| Statistical inference of semidefinite programming | 2019-04-24 | Paper |
| Matrix Completion With Deterministic Pattern: A Geometric Perspective | 2019-03-06 | Paper |
| Interchangeability principle and dynamic equations in risk averse stochastic programming | 2019-02-22 | Paper |
| Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations | 2019-02-08 | Paper |
| Decomposability and time consistency of risk averse multistage programs | 2019-01-11 | Paper |
| Modeling time-dependent randomness in stochastic dual dynamic programming | 2018-11-19 | Paper |
| Risk averse stochastic programming: time consistency and optimal stopping | 2018-08-31 | Paper |
| Estimation and asymptotics for buffered probability of exceedance | 2018-07-25 | Paper |
| Modified distribution-free goodness-of-fit test statistic | 2018-06-19 | Paper |
| A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs | 2018-05-18 | Paper |
| Distributionally Robust Stochastic Programming | 2017-11-03 | Paper |
| Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty | 2016-10-07 | Paper |
| Rectangular Sets of Probability Measures | 2016-07-25 | Paper |
| Differentiability properties of metric projections onto convex sets | 2016-07-01 | Paper |
| Comments on ``Quantifying adventitious error in a covariance structure as a random effect | 2015-11-04 | Paper |
| Comment on the asymptotics of a distribution-free goodness of fit test statistic | 2015-06-11 | Paper |
| Minimal representation of insurance prices | 2015-05-26 | Paper |
| Lectures on stochastic programming. Modeling and theory. | 2014-10-21 | Paper |
| Statistical inference of minimum rank factor analysis | 2014-10-15 | Paper |
| Risk neutral and risk averse stochastic dual dynamic programming method | 2014-07-27 | Paper |
| The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability | 2014-07-18 | Paper |
| On Kusuoka Representation of Law Invariant Risk Measures | 2014-07-11 | Paper |
| Worst-Case-Expectation Approach to Optimization Under Uncertainty | 2014-06-26 | Paper |
| Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems | 2013-08-02 | Paper |
| Consistency of Sample Estimates of Risk Averse Stochastic Programs | 2013-06-26 | Paper |
| Bounds for nested law invariant coherent risk measures | 2013-03-05 | Paper |
| Time consistency of dynamic risk measures | 2013-03-05 | Paper |
| Comments on: Stability in linear optimization and related topics. A personal tour | 2013-02-26 | Paper |
| Minimax and risk averse multistage stochastic programming | 2012-12-29 | Paper |
| Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics | 2012-12-07 | Paper |
| Uniqueness of Kusuoka Representations | 2012-10-26 | Paper |
| Validation analysis of mirror descent stochastic approximation method | 2012-10-15 | Paper |
| Finding Optimal Material Release Times Using Simulation-Based Optimization | 2012-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3096726 | 2011-11-11 | Paper |
| A dynamic programming approach to adjustable robust optimization | 2011-08-09 | Paper |
| Analysis of stochastic dual dynamic programming method | 2011-01-21 | Paper |
| Construction of Covariance Matrices with a Specified Discrepancy Function Minimizer, with Application to Factor Analysis | 2010-11-04 | Paper |
| Robust Stochastic Approximation Approach to Stochastic Programming | 2009-11-27 | Paper |
| Lectures on Stochastic Programming | 2009-11-09 | Paper |
| Sample average approximation method for chance constrained programming: Theory and applications | 2009-11-04 | Paper |
| On a time consistency concept in risk averse multistage stochastic programming | 2009-08-14 | Paper |
| Semi-infinite programming, duality, discretization and optimality conditions† | 2009-04-23 | Paper |
| Simulation-based approach to estimation of latent variable models | 2009-04-06 | Paper |
| Asymptotic normality of test statistics under alternative hypotheses | 2009-03-25 | Paper |
| Augmented lagrangians in semi-infinite programming | 2008-12-16 | Paper |
| On duality theory of convex semi-infinite programming | 2008-11-04 | Paper |
| Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation | 2008-06-20 | Paper |
| Optimization of Convex Risk Functions | 2008-05-27 | Paper |
| Conditional Risk Mappings | 2008-05-27 | Paper |
| Asymptotics of minimax stochastic programs | 2008-03-12 | Paper |
| Convex Approximations of Chance Constrained Programs | 2007-11-16 | Paper |
| Stochastic programming approach to optimization under uncertainty | 2007-09-10 | Paper |
| Coherent risk measures in inventory problems | 2007-05-11 | Paper |
| Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions | 2006-12-07 | Paper |
| On complexity of stochastic programming problems | 2006-10-17 | Paper |
| The empirical behavior of sampling methods for stochastic programming | 2006-10-11 | Paper |
| Solving multistage asset investment problems by the sample average approximation method | 2006-09-12 | Paper |
| Stochastic programming with equilibrium constraints | 2006-08-14 | Paper |
| Worst-case distribution analysis of stochastic programs | 2006-06-14 | Paper |
| Scenario approximations of chance constraints | 2006-04-18 | Paper |
| Optimization of risk measures | 2006-04-18 | Paper |
| On complexity of multistage stochastic programs | 2006-01-18 | Paper |
| Sensitivity Analysis of Parameterized Variational Inequalities | 2005-11-11 | Paper |
| On a Class of Nonsmooth Composite Functions | 2005-11-11 | Paper |
| Some Properties of the Augmented Lagrangian in Cone Constrained Optimization | 2005-11-11 | Paper |
| A stochastic programming approach for supply chain network design under uncertainty | 2005-08-01 | Paper |
| Differentiability and semismoothness properties of integral functions and their applications | 2005-04-19 | Paper |
| On a Class of Minimax Stochastic Programs | 2005-02-23 | Paper |
| Inference of statistical bounds for multistage stochastic programming problems | 2004-03-07 | Paper |
| Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints. | 2004-02-14 | Paper |
| Monte Carlo sampling approach to stochastic programming | 2004-02-11 | Paper |
| Sensitivity analysis of generalized equations | 2003-09-16 | Paper |
| Conditioning of convex piecewise linear stochastic programs | 2003-07-13 | Paper |
| Testing of monotonicity in parametric regression models | 2003-04-03 | Paper |
| The sample average approximation method applied to stochastic routing problems: a computational study | 2003-04-03 | Paper |
| On the asymptotics of constrained local \(M\)-estimators. | 2002-11-14 | Paper |
| Second-order optimality conditions in generalized semi-infinite programming | 2002-05-14 | Paper |
| The sample average approximation method for stochastic discrete optimization | 2002-04-23 | Paper |
| Statistical inference of stochastic optimization problems | 2002-02-25 | Paper |
| Minimax analysis of stochastic problems | 2002-01-01 | Paper |
| Sensitivity analysis of optimization problems under second order regular constraints | 2001-11-26 | Paper |
| On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs | 2001-03-19 | Paper |
| On duality theory of conic linear problems. | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4517099 | 2000-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4503250 | 2000-09-05 | Paper |
| Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets | 1999-11-24 | Paper |
| Some new results on correlation-preserving factor scores prediction methods | 1999-11-11 | Paper |
| First-order optimality conditions in generalized semi-infinite programming | 1999-09-12 | Paper |
| Sensitivity Analysis of Parametrized Programs via Generalized Equations | 1999-08-29 | Paper |
| A simulation-based approach to two-stage stochastic programming with recourse | 1999-06-03 | Paper |
| Nondegeneracy and Quantitative Stability of Parameterized Optimization Problems with Multiple Solutions | 1999-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3840140 | 1998-11-05 | Paper |
| Optimization Problems with Perturbations: A Guided Tour | 1998-09-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4400634 | 1998-08-02 | Paper |
| First and second order analysis of nonlinear semidefinite programs | 1997-11-25 | Paper |
| Simulation-based optimization—convergence analysis and statistical inference | 1997-06-23 | Paper |
| On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints | 1997-06-12 | Paper |
| An integral transform approach to cross-variograms modeling | 1997-02-27 | Paper |
| Directional differentiability of the optimal value function in convex semi-infinite programming | 1996-02-06 | Paper |
| On Eigenvalue Optimization | 1995-11-01 | Paper |
| Variogram fitting with a general class of conditionally nonnegative definite functions | 1995-08-17 | Paper |
| Quantitative stability in stochastic programming | 1994-12-11 | Paper |
| On Lipschitzian Stability of Optimal Solutions of Parametrized Semi-Infinite Programs | 1994-12-11 | Paper |
| Directionally nondifferentiable metric projection | 1994-08-09 | Paper |
| First-order conditions for isolated locally optimal solutions | 1994-07-17 | Paper |
| Existence and Differentiability of Metric Projections in Hilbert Spaces | 1994-05-18 | Paper |
| Asymptotic Behavior of Optimal Solutions in Stochastic Programming | 1994-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3141922 | 1993-11-02 | Paper |
| Sensitivity Analysis of Parametrized Programs under Cone Constraints | 1993-04-01 | Paper |
| Perturbation analysis of optimization problems in banach spaces | 1993-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4026942 | 1993-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4014788 | 1992-12-07 | Paper |
| Invariance of covariance structures under groups of transformations | 1992-06-28 | Paper |
| Asymptotic analysis of stochastic programs | 1992-06-26 | Paper |
| Upper bounds for nearly optimal diagonal scaling of matrices | 1991-01-01 | Paper |
| Testing and estimation of equal variances for correlated variables | 1990-01-01 | Paper |
| On differential stability in stochastic programming | 1990-01-01 | Paper |
| On concepts of directional differentiability | 1990-01-01 | Paper |
| On the treatment of correlation structures as covariance structures | 1990-01-01 | Paper |
| Asymptotic properties of statistical estimators in stochastic programming | 1989-01-01 | Paper |
| On the asymptotic bias of estimators under parameter drift | 1988-01-01 | Paper |
| Towards a Unified Theory of Inequality Constrained Testing in Multivariate Analysis | 1988-01-01 | Paper |
| Robustness of normal theory methods in the analysis of linear latent variate models | 1988-01-01 | Paper |
| Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections | 1988-01-01 | Paper |
| Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton | 1988-01-01 | Paper |
| Dual Algorithm for Orthogonal Procrustes Rotations | 1988-01-01 | Paper |
| Directional differentiability of metric projections onto moving sets at boundary points | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3785793 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3761473 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3776399 | 1987-01-01 | Paper |
| Analysis of Covariance Structures Under Elliptical Distributions | 1987-01-01 | Paper |
| On Differentiability of Metric Projections in R n , 1: Boundary Case | 1987-01-01 | Paper |
| Asymptotic Theory of Overparameterized Structural Models | 1986-01-01 | Paper |
| Quasidifferential calculus and first-order optimality conditions in nonsmooth optimization | 1986-01-01 | Paper |
| The asymptotic covariance matrix of sample correlation coefficients under general conditions | 1986-01-01 | Paper |
| Second-Order Derivatives of Extremal-Value Functions and Optimality Conditions for Semi-Infinite Programs | 1985-01-01 | Paper |
| Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs | 1985-01-01 | Paper |
| Optimal Block Diagonal $l_2 $-Scaling of Matrices | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3694478 | 1985-01-01 | Paper |
| On the multivariate asymptotic distribution of sequential chi-square statistics | 1985-01-01 | Paper |
| Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints | 1985-01-01 | Paper |
| Extremal problems on the set of nonnegative definite matrices | 1985-01-01 | Paper |
| Identifiability of factor analysis: Some results and open problems | 1985-01-01 | Paper |
| A note on the consistency of estimators in the analysis of moment structures | 1984-01-01 | Paper |
| On Optimality Conditions in Quasidifferentiable Optimization | 1984-01-01 | Paper |
| On the unsolvability of inverse eigenvalues problems almost everywhere | 1983-01-01 | Paper |
| Fisher Discriminant Analysis and Factor Analysis | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3666044 | 1983-01-01 | Paper |
| On the investigation of local identifiability: A counterexample | 1983-01-01 | Paper |
| Optimally scaled matrices, necessary and sufficient conditions | 1982-01-01 | Paper |
| Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis | 1982-01-01 | Paper |
| Minimum rank and minimum trace of covariance matrices | 1982-01-01 | Paper |
| Weighted minimum trace factor analysis | 1982-01-01 | Paper |
