Publications
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Convexity and starshapedness of feasible sets in stationary flow networksIn: Networks and Heterogeneous Media: An Applied Mathematics Journal (NHM) Vol. 15 (2020) Nr. 2, pp. 171 - 195
ISSN: 1556-181X; 1556-1801Online Full Text: dx.doi.org/ Online Full Text (Open Access) -
Joint Model of Probabilistic-Robust (Probust) Constraints Applied to Gas Network OptimizationIn: Vietnam Journal of Mathematics (2020) in press
ISSN: 2305-2228; 2305-221X; 0866-7179Online Full Text: dx.doi.org/ (Open Access) -
On Risk-Averse Stochastic Semidefinite Programs with Continuous RecourseIn: Vietnam Journal of Mathematics Vol. 47 (2019) Nr. 4, pp. 865 - 879
ISSN: 2305-2228; 2305-221X; 0866-7179Online Full Text: dx.doi.org/ (Open Access) -
Boundary feedback stabilization of the isothermal euler equations with uncertain boundary dataIn: SIAM Journal on Control and Optimization Vol. 56 (2018) Nr. 2, pp. 1491 - 1507
ISSN: 0363-0129Online Full Text: dx.doi.org/ (Open Access) -
Networks of pipelines for gas with nonconstant compressibility factor : stationary statesIn: Computational and Applied Mathematics Vol. 37 (2018) Nr. 2, pp. 1066 - 1097
ISSN: 1807-0302; 0101-8205Online Full Text: dx.doi.org/ -
Stochastic dominance constraints in elastic shape optimizationIn: SIAM Journal on Control and Optimization Vol. 56 (2018) Nr. 4, pp. 3021 - 3034
ISSN: 0363-0129Online Full Text: dx.doi.org/ (Open Access) -
Strong convexity in risk-averse stochastic programs with complete recourseIn: Computational Management Science Vol. 15 (2018) Nr. 3-4, pp. 411 - 429
ISSN: 1619-6988; 1619-697XOnline Full Text: dx.doi.org/ -
The stochastic programming heritage of Maarten van der VlerkIn: Computational Management Science Vol. 15 (2018) Nr. 3-4, pp. 319 - 323
ISSN: 1619-6988; 1619-697XOnline Full Text: dx.doi.org/ Online Full Text (Open Access) -
Unit commitment under uncertainty in AC transmission systems via risk averse semidefinite stochastic ProgramsIn: RAIRO - Operations Research Vol. 51 (2017) Nr. 2, pp. 391 - 416
ISSN: 0399-0559Online Full Text: dx.doi.org/ -
Weak continuity of risk functionals with applications to stochastic programmingIn: SIAM Journal on Optimization Vol. 27 (2017) Nr. 1, pp. 91 - 109
ISSN: 1052-6234; 1095-7189Online Full Text: dx.doi.org/ (Open Access) -
A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error BoundIn: SIAM journal on optimization Vol. 26 (2016) Nr. 1, pp. 426 - 447
ISSN: 1095-7189Online Full Text: dx.doi.org/ -
On the quantification of nomination feasibility in stationary gas networks with random loadIn: Mathematical Methods of Operations Research: MMOR Vol. 84 (2016) Nr. 2, pp. 427 - 457
ISSN: 1432-2994; 0340-9422; 1432-5217Online Full Text: dx.doi.org/ -
Lipschitzian properties and stability of a class of first-order stochastic dominance constraintsIn: SIAM journal on optimization Vol. 25 (2015) Nr. 1, pp. 396 - 415
ISSN: 1052-6234; 1095-7189Online Full Text: dx.doi.org/ -
Validation of nominations in gas network optimization : models, methods, and solutionsIn: Optimization methods and software Vol. 30 (2015) Nr. 1, pp. 15 - 53
ISSN: 1055-6788; 1029-4937Online Full Text: dx.doi.org/ -
Mathematical optimization for challenging network planning problems in unbundled liberalized gas marketsIn: Energy Systems Vol. 5 (2014) Nr. 3, pp. 449 - 473
ISSN: 1868-3975; 1868-3967Online Full Text: dx.doi.org/ -
Risk averse elastic shape optimization with parametrized fine scale geometryIn: Mathematical Programming Vol. 141 (2013) Nr. 1-2, pp. 383 - 403
ISSN: 0025-5610; 1436-4646Online Full Text: dx.doi.org/ -
Two-stage stochastic programs : Integer variables, dominance relations and PDE constraintsIn: Numerical Algebra, Control and Optimization (NACO) Vol. 2 (2012) Nr. 4, pp. 713 - 738
ISSN: 2155-3297; 2155-3289Online Full Text: dx.doi.org/ -
A note on second-order stochastic dominance constraints induced by mixed-integer linear recourseIn: Mathematical Programming Vol. 126 (2011) Nr. 1, pp. 179 - 190
ISSN: 1436-4646Online Full Text: dx.doi.org/ -
Risk Averse Shape OptimizationIn: SIAM Journal on Control and Optimization Vol. 49 (2011) Nr. 3, pp. 927 - 947
ISSN: 1095-7138Online Full Text: dx.doi.org/ -
An algorithm for stochastic programs with first-order dominance constraints induced by linear recourseIn: Discrete Applied Mathematics Vol. 158 (2010) Nr. 4, pp. 291 - 297
ISSN: 0166-218XOnline Full Text: dx.doi.org/ (Open Access) -
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 -
Shape Optimization Under Uncertaint : A Stochastic Programming PerspectiveIn: SIAM Journal on Optimization Vol. 19 (2008) Nr. 4, pp. 1610 - 1632
ISSN: 1095-7189; 1052-6234Online Full Text: dx.doi.org/ -
Two-stage stochastic programs with mixed probabilitiesIn: SIAM Journal on Optimization Vol. 18 (2007) Nr. 3, pp. 778 - 788
ISSN: 1095-7189Online Full Text: dx.doi.org/ -
Risk aversion via excess probabilities in stochastic programs with mixed-integer recourseIn: SIAM Journal on Optimization Vol. 14 (2003) Nr. 1, pp. 115 - 138
ISSN: 1095-7189; 1052-6234Online Full Text: dx.doi.org/ -
Quantitative solutions for future energy systems and marketsIn: OR Spectrum Vol. 38 (2016) Nr. 3, pp. 541 - 543
ISSN: 0171-6468; 0171-6468Online Full Text: dx.doi.org/ -
Editorial, Volume 12, Issue 4, 2015In: Computational Management Science Vol. 12 (2015) Nr. 4, pp. 489 - 490
ISSN: 1619-6988; 1619-697XOnline Full Text: dx.doi.org/ -
Uncertainty in Urban Systems: How to Optimize Decision Making Using Stochastic ProgrammingIn: Understanding Complex Urban Systems: Multidisciplinary Approaches to Modeling Walloth, ChristianGurr, Jens MartinSchmidt, J. Alexander (Eds.) 2014, pp. 29 - 50
ISBN: 978-3-319-02995-5; 978-3-319-02996-2 -
Stochastic programming concepts in pde-constrained shape optimization under uncertaintyIn: 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 -
On shape optimization with stochastic loadingsIn: Constrained Optimization and Optimal Control for Partial Differential Equations Leugering, Günter; Engell, Sebastian; Griewank, Andreas; Hinze, Michael; Rannacher, Rolf; Schulz, VolkerUlbrich, MichaelUlbrich, Stefan (Eds.) 2012, pp. 215 - 243
ISBN: 978-3-0348-0132-4; 978-3-0348-0133-1Online Full Text: dx.doi.org/ -
Risk aversion in two-stage stochastic integer programmingIn: 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; 978-1-4419-1642-6Online Full Text: dx.doi.org/ -
Risk management with stochastic dominance models in energy systems with dispersed generationIn: 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; 978-1-4419-9586-5Online Full Text: dx.doi.org/ -
Decomposition methods for stochastic integer programs with dominance constraintsIn: 8th Cologne-Twente Workshop on Graphs and Combinatorial Optimization, CTW 2009 - Proceedings of the Conference / CTW 2009; Paris; France; 2 - 4 June 2009 2009, pp. 137 - 139
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Evaluating Gas Network CapacitiesPhiladelphia (2015) 376 S. 376 S.
(MOS-SIAM Series on Optimization)ISBN: 978-1-611973-68-6