Publications

    Journal articles

  • Claus, Matthias; Schultz, Rüdiger; Spürkel, Kai; Wollenberg, Tobias
    On Risk-Averse Stochastic Semidefinite Programs with Continuous Recourse
    In: Vietnam Journal of Mathematics (2019)
    ISSN: 2305-2228; 2305-221X; 0866-7179
  • Gugat, Martin; Schultz, Rüdiger
    Boundary feedback stabilization of the isothermal euler equations with uncertain boundary data
    In: SIAM Journal on Control and Optimization Vol. 56 (2018) Nr. 2, pp. 1491 - 1507
    ISSN: 0363-0129
  • Gugat, Martin; Schultz, Rüdiger; Wintergerst, David
    Networks of pipelines for gas with nonconstant compressibility factor : stationary states
    In: Computational and Applied Mathematics Vol. 37 (2018) Nr. 2, pp. 1066 - 1097
    ISSN: 1807-0302; 0101-8205
  • Conti, Sergio; Rumpf, Martin; Schultz, Rüdiger; Tolkes, Sascha
    Stochastic dominance constraints in elastic shape optimization
    In: SIAM Journal on Control and Optimization Vol. 56 (2018) Nr. 4, pp. 3021 - 3034
    ISSN: 0363-0129
  • Claus, Matthias; Schultz, Rüdiger; Spürkel, Kai
    Strong convexity in risk-averse stochastic programs with complete recourse
    In: Computational Management Science Vol. 15 (2018) Nr. 3-4, pp. 411 - 429
    ISSN: 1619-6988; 1619-697X
  • Morton, David P.; Romeijnders, Ward; Schultz, Rüdiger; Stougie, Leen
    The stochastic programming heritage of Maarten van der Vlerk
    In: Computational Management Science Vol. 15 (2018) Nr. 3-4, pp. 319 - 323
    ISSN: 1619-6988; 1619-697X
  • Schultz, Rüdiger; Wollenberg, Tobias
    Unit commitment under uncertainty in AC transmission systems via risk averse semidefinite stochastic Programs
    In: RAIRO - Operations Research Vol. 51 (2017) Nr. 2, pp. 391 - 416
    ISSN: 0399-0559
  • Krätschmer, Volker; Claus, Matthias; Schultz, Rüdiger
    Weak continuity of risk functionals with applications to stochastic programming
    In: SIAM Journal on Optimization Vol. 27 (2017) Nr. 1, pp. 91 - 109
    ISSN: 1052-6234; 1095-7189
  • Romeijnders, Ward; Klein Haneveld, Willem K.; van der Vlerk, Maarten H.; Schultz, Rüdiger
    A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
    In: SIAM journal on optimization Vol. 26 (2016) Nr. 1, pp. 426 - 447
    ISSN: 1095-7189
  • Gotzes, Claudia; Heitsch, Holger; Henrion, René; Schultz, Rüdiger
    On the quantification of nomination feasibility in stationary gas networks with random load
    In: Mathematical Methods of Operations Research: MMOR Vol. 84 (2016) Nr. 2, pp. 427 - 457
    ISSN: 1432-2994; 0340-9422; 1432-5217
  • Claus, Matthias; Schultz, Rüdiger
    Lipschitzian properties and stability of a class of first-order stochastic dominance constraints
    In: SIAM journal on optimization Vol. 25 (2015) Nr. 1, pp. 396 - 415
    ISSN: 1052-6234; 1095-7189
  • Pfetsch, Marc E.; Fügenschuh, Armin; Geißler, Björn; Geißler, Nina; Gollmer, Ralf; Hiller, Benjamin; Humpola, Jesco; Koch, Thorsten; Lehmann, Thomas; Martin, Alexander; Morsi, Antonio; Rövekamp, Jessica; Schewe, Lars; Schmidt, Martin; Schultz, Rüdiger; Schwarz, Robert; Schweiger, Jonas; Stangl, Claudia; Steinbach, Marc C.; Vigerske, Stefan; Willert, Bernhard M.
    Validation of nominations in gas network optimization : models, methods, and solutions
    In: Optimization methods and software Vol. 30 (2015) Nr. 1, pp. 15 - 53
    ISSN: 1055-6788; 1029-4937
  • Fügenschuh, Armin; Geißler, Björn; Gollmer, Ralf; Hayn, Christine; Henrion, René; Hiller, Benjamin; Humpola, Jesco; Koch, Thorsten; Lehmann, Thomas; Martin, Alexander; Mirkov, Radoslava; Morsi, Antonio; Rövekamp, Jessica; Schewe, Lars; Schmidt, Martin; Schultz, Rüdiger; Schwarz, Robert; Schweiger, Jonas; Stangl, Claudia; Steinbach, Marc C.; Willert, Bernhard M.
    Mathematical optimization for challenging network planning problems in unbundled liberalized gas markets
    In: Energy Systems Vol. 5 (2014) Nr. 3, pp. 449 - 473
    ISSN: 1868-3975; 1868-3967
  • Geihe, Benedict; Lenz, Martin; Rumpf, Martin; Schultz, Rüdiger
    Risk averse elastic shape optimization with parametrized fine scale geometry
    In: Mathematical Programming Vol. 141 (2013) Nr. 1-2, pp. 383 - 403
    ISSN: 0025-5610; 1436-4646
  • Schultz, Rüdiger
    Two-stage stochastic programs : Integer variables, dominance relations and PDE constraints
    In: Numerical Algebra, Control and Optimization (NACO) Vol. 2 (2012) Nr. 4, pp. 713 - 738
    ISSN: 2155-3297; 2155-3289
  • Gollmer, Ralf; Gotzes, Uwe; Schultz, Rüdiger
    A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
    In: Mathematical Programming Vol. 126 (2011) Nr. 1, pp. 179 - 190
    ISSN: 1436-4646
  • Conti, Sergio; Held, Harald; Pach, Martin; Rumpf, Martin; Schultz, Rüdiger
    Risk Averse Shape Optimization
    In: SIAM Journal on Control and Optimization Vol. 49 (2011) Nr. 3, pp. 927 - 947
    ISSN: 1095-7138
  • Drapkin, Dimitri; Schultz, Rüdiger
    An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse
    In: Discrete Applied Mathematics Vol. 158 (2010) Nr. 4, pp. 291 - 297
    ISSN: 0166-218X
  • Schultz, Rüdiger
    Optimierung unter Ungewissheit : „ ... das eigentliche Problem“
    In: Unikate : Berichte aus Forschung und Lehre (2008) Nr. 33 : Mathematik – Eine lebendige Wissenschaft, pp. 84 - 92
    ISSN: 0944-6060
  • Conti, Sergio; Held, Harald; Pach, Martin; Rumpf, Martin; Schultz, Rüdiger
    Shape Optimization Under Uncertaint : A Stochastic Programming Perspective
    In: SIAM Journal on Optimization Vol. 19 (2008) Nr. 4, pp. 1610 - 1632
    ISSN: 1095-7189; 1052-6234
  • Bosch, Paul; Jofré, Alejandro; Schultz, Rüdiger
    Two-stage stochastic programs with mixed probabilities
    In: SIAM Journal on Optimization Vol. 18 (2007) Nr. 3, pp. 778 - 788
    ISSN: 1095-7189
  • Schultz, Rüdiger; Tiedemann, Stephan
    Risk aversion via excess probabilities in stochastic programs with mixed-integer recourse
    In: SIAM Journal on Optimization Vol. 14 (2003) Nr. 1, pp. 115 - 138
    ISSN: 1095-7189; 1052-6234
  • Prefaces/Postfaces

  • Hurink, Johann; Schultz, Rüdiger; Wozabal, David
    Quantitative solutions for future energy systems and markets
    In: OR Spectrum Vol. 38 (2016) Nr. 3, pp. 541 - 543
    ISSN: 0171-6468; 0171-6468
  • Schultz, Rüdiger
    Editorial, Volume 12, Issue 4, 2015
    In: Computational Management Science Vol. 12 (2015) Nr. 4, pp. 489 - 490
    ISSN: 1619-6988; 1619-697X
  • Book articles / Proceedings papers

  • Schultz, Rüdiger
    Uncertainty in Urban Systems: How to Optimize Decision Making Using Stochastic Programming
    In: Understanding Complex Urban Systems: Multidisciplinary Approaches to Modeling / Walloth, Christian; Gurr, Jens Martin; Schmidt, J. Alexander (Eds.), 2014 pp. 29 - 50
    ISBN: 978-3-319-02995-5; 978-3-319-02996-2
  • Conti, S.; Geihe, B.; Rumpf, M.; Held, H.; Pach, Martin; Schultz, Rüdiger
    Stochastic programming concepts in pde-constrained shape optimization under uncertainty
    In: Safety, reliability, risk and life-cycle performance of structures and infrastructures / e 11th International Conference on Structural Safety and Reliability, New York, USA, 16-20 June 2013; / Deodatis, George; Ellingwood, Bruce R. (Eds.), 2013 pp. 2567 - 2572
    ISBN: 978-1-138-00086-5; 978-1-315-88488-2
  • Schultz, Rüdiger
    Risk aversion in two-stage stochastic integer programming
    In: Stochastic Programming: The State of the Art In Honor of George B. Dantzig / Infanger, Gerd (Eds.), 2011 pp. 165 - 187
    ISBN: 978-1-4419-1641-9; 978-1-4419-1642-6
  • Drapkin, Dimitri; Gollmer, Ralf; Gotzes, Uwe; Neise, Frederike; Schultz, Rüdiger
    Risk management with stochastic dominance models in energy systems with dispersed generation
    In: Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies / Bertocchi, Marida; Consigli, Giorgio; Dempster, Michael A. H. (Eds.), 2011 pp. 253 - 271
    ISBN: 978-1-4419-9585-8; 978-1-4419-9586-5
  • Books, Collections, Proceedings

  • Koch, Thorsten; Hiller, Benjamin; Pfetsch, Mark; Schewe, Lars; Lehmann, Thomas; Morsi, Antonio; Stangl, Claudia; Gollmer, Ralf; Schultz, Rüdiger; Lenz, Ralf
    Evaluating Gas Network Capacities
    Philadelphia (2015) 376 S.
    (MOS-SIAM Series on Optimization)
    ISBN: 978-1-611973-68-6