Fakultät für Mathematik
Campus Essen


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Arbeitsgruppe

Prof. Dr. Rüdiger Schultz,   AG Optimierung und algorithmische diskrete Mathematik




Publikationsliste


(Stand Oktober 2014)


Refereed Journals


  • Märkert, A.; Schultz, R.: On deviation measures in stochastic integer programming, Operations Research Letters 33 (2005), 441--449.
     
  • Nowak, M.P.; Schultz, R.; Westphalen, M.: A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment, Optimization and Engineering 6 (2005), 163--176.
     
  • Handschin, E.; Neise, F.; Neumann, H.; Schultz, R.: Optimal operation of dispersed generation under uncertainty using mathematical programming, International Journal of Electrical Power & Energy Systems 28 (2006), 618--626.
     
  • Philpott, A.; Schultz, R.: Unit commitment in electricity pool markets, Mathematical Programming 108 (2006), 313--337.
     
  • Römisch, W.; Schultz, R. (Eds.): Stochastic Programming, Annals of Operations Research 142 (2006).
     
  • Schultz, R.; Tiedemann, S.: Conditional value-at-risk in stochastic programs with mixed-integer recourse, Mathematical Programming 105 (2006), 365--386.
     
  • Bosch, P.; Jofré, A.; Schultz, R.: Two-stage stochastic programs with mixed probabilities, SIAM Journal on Optimization 18 (2007), 778--788.
     
  • Schultz, R.; Neise, F.: Algorithms for mean-risk stochastic integer programs in energy, Investigación Operacional 28 (2007), 4--16.
     
  • Conti, S., Held, H., Pach, M., Rumpf, M., and Schultz, R.: Shape optimization under uncertainty - a stochastic programming perspective, SIAM Journal on Optimization 19 (2008), 1610--1632.
     
  • Gollmer, R.; Neise, F.; Schultz, R.: Stochastic programs with first-order dominance constraints induced by mixed-integer linear recourse, SIAM Journal on Optimization 19 (2008), 552--571.
     
  • Heinze, T.; Schultz, R.: A branch-and-bound method for multistage stochastic integer programs with risk objectives, Optimization 57 (2008), 277--293.
     
  • Carrión, M.; Gotzes, U.; Schultz, R.: Risk aversion for an electricity retailer with second-order stochastic dominance constraints, Computational Management Science 6 (2009), 233--250.
     
  • Kuhn, S.; Schultz, R.: Risk neutral and risk averse power optimization in electricity networks with dispersed generation, Mathematical Methods of Operations Research 69 (2009), 353--367.
     
  • Schultz, R.: Comments on: On a mixture of the fix-and-relax coordination and Lagrangean substitution schemes for multistage stochastic mixed-integer programming, Top 17 (2009), 35--36.
     
  • Drapkin, D.; Schultz, R.: An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse, Discrete Applied Mathematics 158 (2010), 291--297.
     
  • Conti, S.; Held, H.; Pach, M.; Rumpf, M.; Schultz, R.: Risk averse shape optimization, SIAM Journal on Control and Optimization 49, (2011), 927--947.
     
  • Gollmer, R.; Gotzes, U.; Schultz, R.: A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse, Mathematical Programming 126 (2011), 179--190.
     
  • Schultz, R.: Two-stage stochastic programs: integer variables, dominance relations, and PDE constraints, Numerical Algebra, Control and Optimization 2 (2012), 713--738.
     
  • Geihe, B., Lenz, M., Rumpf, M., Schultz, R.: Risk averse elastic shape optimization with parametrized fine scale geometry, Mathematical Programming 141 (2013), 383--403.
     
  • Fügenschuh, A.; Geißler, B.; Gollmer, R.; Hayn, C.; Henrion, R.; Hiller, B.; Humpola, J.; Koch, T.; Lehmann, T.; Martin, A,; Mirkov, R.; Morsi, A.; Rövekamp, J.; Schewe, L.; Schmidt, M.; Schultz, R.; Schwarz, R,; Schweiger, J.; Stangl, C.; Steinbach, M.C.; Willert, B.M.: Mathematical optimization for challenging network planning problems in unbundled liberalized gas markets, Energy Systems 5(2014), 449--473.
     
  • Pfetsch, M.E.; Fügenschuh, A.; Geißler, B.; Geißler, N.; Gollmer, R.; Hiller, B.; Humpola, J.; Koch, T.; Lehmann, T.; Martin, A,; Morsi, A.; Rövekamp, J.; Schewe, L.; Schmidt, M.; Schultz, R.; Schwarz, R,; Schweiger, J.; Stangl, C.; Steinbach, M.C.; Vigerske, S.; Willert, B.M.: Validation of nominations in gas network optimization: models, methods, and solutions, Optimization Methods and Software (2014), DOI: 10.1080/10556788.2014.888426.
     

    Refereed Chapters in Books


  • Sand, G.; Engell, S.; Märkert, A.; Schultz, R.: Applied stochastic integer programming: scheduling in the process industries, in H.G. Bock, E . Kostina, H.X. Phu, R. Rannacher (Hrsg.) Modeling, Simulation and Optimization of Complex Processes, Springer-Verlag, Berlin, 2005, 441 - 450.
     
  • Gotzes, U.; Schultz, R.: Risikoaversion mittels stochastischer Dominanz - mit Anwendungen bei Optimierungsproblemen in der Energiewirtschaft, in: Optimierung in der Energiewirtschaft, VDI-Berichte 2018, VDI Verlag, Düsseldorf, 2007, 221-235.
     
  • Kuhn, S.; Schultz, R.: Lastflussoptimierung bei unvollständiger Information, in: Optimierung in der Energiewirtschaft, VDI-Berichte 2018, VDI Verlag, Düsseldorf, 2007, 237-248.
     
  • Schultz, R.: InnoMod: Dezentrale regenerative Energieversorgung: Innovative Modellierung und Optimierung, in: Netzwerke Grundlagenforschung erneuerbare Energien und rationelle Energieanwendung, Schriften des Forschungszentrums Jülich, Reihe Energietechnik, Band 66, 2007, 89-100.
     
  • Handschin, E.; Neise, F.; Neumann, H.; Schultz, R.: Stochastic models and algorithms for the optimal operation of a dispersed generation system under uncertainty, in: W. Jäger, H.-J. Krebs (Eds.) Mathematics - Key Technology for the Future, Joint Projects between Universities and Industry 2004 - 2007, Springer-Verlag, 2008, 205-234.
     
  • Gotzes, U. ; Woll, O. ; Schultz, R. ; Weber, C.: Verteilte Erzeugung im liberalisierten Energiemarkt – Analyse von Investitionsentscheidungen, in: R. Schultz, H.-J. Wagner (Eds.) Innovative Modellierung und Optimierung von Energiesystemen, LIT Verlag, Dr. W. Hopf, Berlin, 2009. 95-116.
     
  • Handschin, E. ; Kuhn, S. ; Rehtanz, C. ; Schultz, R. ; Waniek, D.: Optimaler Kraftwerkseinsatz in Netzengpasssituationen, in: R. Schultz, H.-J. Wagner (Eds.) Innovative Modellierung und Optimierung von Energiesystemen, LIT Verlag, Dr. W. Hopf, Berlin, 2009, 39-67.
     
  • Engell, S.; Handschin, E.; Rehtanz, C.; Schultz, R.: Capacity planning and scheduling in electrical power systems and in chemical and metallurgical production plants, in: M. Grötschel, K. Lucas, V. Mehrmann (Eds.) Production Factor Mathematics, acatech-Verlag, München, 2010, 279-305.
     
  • Drapkin, D.; Gollmer, R.; Gotzes, U.; Neise, F.; Schultz, R.: Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation, in: M.I. Bertocchi, G. Consigli, M.A.H. Dempster (Eds.) Stochastic optimization methods in finance and energy, Springer-Verlag, New York, 2011, 253-271.
     
  • Drapkin, D.; Klaar, O.; Schultz, R.: Model Equivalents and Cutting-Plane Decomposition Methods for Dominance-Constrained Two-stage Stochastic Programs, in: A. Ridha Mahjoub (Ed.) Progress in Combinatorial Optimization, ISTE-Wiley, London, 2011, 283-310.
     
  • Martin, A.; Geißler, B.; Hayn, C.; Hiller, B.; Humpola, J.; Koch, T.; Lehmann, T.; Morsi, A.; Pfetsch, M.E.; Schewe, L.; Schmidt, M.; Schultz, R.; Schwarz, R.; Schweiger, J.; Steinbach, M.C.; and Willert, B.M.: Optimierung technischer Kapazitäten in Gasnetzen. in: Optimierung in der Energiewirtschaft, VDI-Berichte 2157, VDI-Verlag, Düsseldorf, 2011, 105-114.
     
  • Schultz, R.: Risk aversion in two-stage stochastic integer programming, in: G. Infanger (Ed.) Stochastic Programming - The State of the Art In Honor of George B. Dantzig, Springer-Verlag, New York, 2011, 165-187.
     
  • Atwal, P.; Conti, S.; Geihe, B.; Pach, P.; Rumpf, M.; Schultz, R.: On shape optimization with stochastic loadings, in: G. Leugering, S. Engell, A. Griewank, M. Hinze, R. Rannacher, V. Schulz, M. Ulbrich, S. Ulbrich (Eds.) Constrained Optimization and Optimal Control for Partial Differential Equations, Birkhäuser-Verlag, Springer Basel, 2012, 215-243.
     
  • Conti, S.; Held, H.; Pach, M.; Rumpf, M.; Schultz, R.: Stochastic Programming Concepts in PDE-Constrained Shape Optimization under Uncertainty, in: ICOSSAR-2013 Proceedings.
     
  • Schultz, R.: Uncertainty in urban systems: How to optimize decision making using stochastic programming, in Ch. Walloth, J.M. Gurr, J.A. Schmidt (Eds.) Understanding Complex Urban Systems: Multidisciplinary Approaches to Modeling, Springer-Verlag, Berlin, 2014, 29-50.
     
  • Conti, S.; Geihe, B.; Rumpf, M.; Schultz, R.: Two-stage stochastic optimization meets two-scale simulation, in: Leugering, G.; Benner, P.; Engell, S.; Griewank, A.; Harbrecht, H.; Hinze, M.; Rannacher, R.; Ulbrich, S. (Eds.) Trends in PDE Constrained Optimization, Springer, 2015. DOI 10.1007/978-3-319-05083-6.
     


    Publikationen bis 2005



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