Publikationen der Arbeitsgruppe

    Artikel in Zeitschriften

  • Burtscheidt, Johanna; Claus, Matthias; Conti, Sergio; Rumpf, Martin; Sassen, Josua; Schultz, Rüdiger
    A pessimistic bilevel stochastic problem for elastic shape optimization
    In: Mathematical Programming: Series A, Series B Jg. 198 (2023) Nr. 2, S. 1125 - 1151
    Online Volltext: dx.doi.org/ (Open Access)
  • Adelhütte, Dennis; Aßmann, Denis; Grandòn, Tatiana Gonzàlez; Gugat, Martin; Heitsch, Holger; Henrion, René; Liers, Frauke; Nitsche, Sabrina; Schultz, Rüdiger; Stingl, Michael; Wintergerst, David
    Joint Model of Probabilistic-Robust (Probust) Constraints Applied to Gas Network Optimization
    In: Vietnam Journal of Mathematics Jg. 49 (2021) Nr. 4, S. 1097 - 1130
    Online Volltext: dx.doi.org/ (Open Access)
  • Gugat, Martin; Schultz, Rüdiger; Schuster, Michael
    Convexity and starshapedness of feasible sets in stationary flow networks
    In: Networks and Heterogeneous Media: An Applied Mathematics Journal (NHM) Jg. 15 (2020) Nr. 2, S. 171 - 195
    Online Volltext: dx.doi.org/ Online Volltext (Open Access)
  • Claus, Matthias; Schultz, Rüdiger; Spürkel, Kai; Wollenberg, Tobias
    On Risk-Averse Stochastic Semidefinite Programs with Continuous Recourse
    In: Vietnam Journal of Mathematics Jg. 47 (2019) Nr. 4, S. 865 - 879
    Online Volltext: dx.doi.org/ (Open Access)
  • Gugat, Martin; Schultz, Rüdiger
    Boundary feedback stabilization of the isothermal euler equations with uncertain boundary data
    In: SIAM Journal on Control and Optimization Jg. 56 (2018) Nr. 2, S. 1491 - 1507
    Online Volltext: dx.doi.org/ (Open Access)
  • Gugat, Martin; Schultz, Rüdiger; Wintergerst, David
    Networks of pipelines for gas with nonconstant compressibility factor : stationary states
    In: Computational and Applied Mathematics Jg. 37 (2018) Nr. 2, S. 1066 - 1097
    Online Volltext: dx.doi.org/
  • Conti, Sergio; Rumpf, Martin; Schultz, Rüdiger; Tolkes, Sascha
    Stochastic dominance constraints in elastic shape optimization
    In: SIAM Journal on Control and Optimization Jg. 56 (2018) Nr. 4, S. 3021 - 3034
    Online Volltext: dx.doi.org/ (Open Access)
  • Claus, Matthias; Schultz, Rüdiger; Spürkel, Kai
    Strong convexity in risk-averse stochastic programs with complete recourse
    In: Computational Management Science Jg. 15 (2018) Nr. 3-4, S. 411 - 429
    Online Volltext: dx.doi.org/
  • Morton, David P.; Romeijnders, Ward; Schultz, Rüdiger; Stougie, Leen
    The stochastic programming heritage of Maarten van der Vlerk
    In: Computational Management Science Jg. 15 (2018) Nr. 3-4, S. 319 - 323
    Online Volltext: dx.doi.org/ Online Volltext (Open Access)
  • Schultz, Rüdiger; Wollenberg, Tobias
    Unit commitment under uncertainty in AC transmission systems via risk averse semidefinite stochastic Programs
    In: RAIRO: Operations Research = Recherche Opérationnelle (RO) Jg. 51 (2017) Nr. 2, S. 391 - 416
    Online Volltext: dx.doi.org/
  • Krätschmer, Volker; Claus, Matthias; Schultz, Rüdiger
    Weak continuity of risk functionals with applications to stochastic programming
    In: SIAM Journal on Optimization Jg. 27 (2017) Nr. 1, S. 91 - 109
    Online Volltext: dx.doi.org/ (Open Access)
  • 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 Jg. 26 (2016) Nr. 1, S. 426 - 447
    Online Volltext: dx.doi.org/
  • 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 (ZOR) Jg. 84 (2016) Nr. 2, S. 427 - 457
    Online Volltext: dx.doi.org/
  • Claus, Matthias; Schultz, Rüdiger
    Lipschitzian properties and stability of a class of first-order stochastic dominance constraints
    In: SIAM Journal on Optimization Jg. 25 (2015) Nr. 1, S. 396 - 415
    Online Volltext: dx.doi.org/
  • 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 Jg. 30 (2015) Nr. 1, S. 15 - 53
    Online Volltext: dx.doi.org/
  • 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 Jg. 5 (2014) Nr. 3, S. 449 - 473
    Online Volltext: dx.doi.org/
  • Geihe, Benedict; Lenz, Martin; Rumpf, Martin; Schultz, Rüdiger
    Risk averse elastic shape optimization with parametrized fine scale geometry
    In: Mathematical Programming: Series A, Series B Jg. 141 (2013) Nr. 1-2, S. 383 - 403
    Online Volltext: dx.doi.org/
  • Schultz, Rüdiger
    Two-stage stochastic programs : Integer variables, dominance relations and PDE constraints
    In: Numerical Algebra, Control and Optimization (NACO) Jg. 2 (2012) Nr. 4, S. 713 - 738
    Online Volltext: dx.doi.org/
  • Gollmer, Ralf; Gotzes, Uwe; Schultz, Rüdiger
    A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
    In: Mathematical Programming: Series A, Series B Jg. 126 (2011) Nr. 1, S. 179 - 190
    Online Volltext: dx.doi.org/
  • Conti, Sergio; Held, Harald; Pach, Martin; Rumpf, Martin; Schultz, Rüdiger
    Risk Averse Shape Optimization
    In: SIAM Journal on Control and Optimization Jg. 49 (2011) Nr. 3, S. 927 - 947
    Online Volltext: dx.doi.org/
  • Drapkin, Dimitri; Schultz, Rüdiger
    An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse
    In: Discrete Applied Mathematics Jg. 158 (2010) Nr. 4, S. 291 - 297
    Online Volltext: dx.doi.org/ (Open Access)
  • Schultz, Rüdiger
    Optimierung unter Ungewissheit : „ ... das eigentliche Problem“
    In: Unikate: Berichte aus Forschung und Lehre (2008) Nr. 33: Mathematik: eine lebendige Wissenschaft, S. 84 - 92
    Online Volltext: dx.doi.org/ Online Volltext (Open Access)
  • Conti, Sergio; Held, Harald; Pach, Martin; Rumpf, Martin; Schultz, Rüdiger
    Shape Optimization Under Uncertaint : A Stochastic Programming Perspective
    In: SIAM Journal on Optimization Jg. 19 (2008) Nr. 4, S. 1610 - 1632
    Online Volltext: dx.doi.org/
  • Bosch, Paul; Jofré, Alejandro; Schultz, Rüdiger
    Two-stage stochastic programs with mixed probabilities
    In: SIAM Journal on Optimization Jg. 18 (2007) Nr. 3, S. 778 - 788
    Online Volltext: dx.doi.org/
  • Albers, Susanne; Möhring, Rolf H.; Pflug, Georg Ch; Schultz, Rüdiger
    Algorithms for Optimization with Incomplete Information
    In: Dagstuhl Seminar Proceedings Jg. 5031 (2005)
    Online Volltext: dx.doi.org/ Online Volltext
  • Schultz, Rüdiger; Tiedemann, Stephan
    Risk aversion via excess probabilities in stochastic programs with mixed-integer recourse
    In: SIAM Journal on Optimization Jg. 14 (2003) Nr. 1, S. 115 - 138
    Online Volltext: dx.doi.org/ Online Volltext (Open Access)

    • Vorworte / Nachworte

  • Fleten, Stein-Erik; Schultz, Rüdiger
    Recent advances in applied optimization under uncertainty
    In: Computational Management Science Jg. 18 (2021) Nr. 3, S. 265 - 265
    Online Volltext: dx.doi.org/ (Open Access)
  • Hurink, Johann; Schultz, Rüdiger; Wozabal, David
    Quantitative solutions for future energy systems and markets
    In: OR Spectrum Jg. 38 (2016) Nr. 3, S. 541 - 543
    Online Volltext: dx.doi.org/
  • Schultz, Rüdiger
    Editorial, Volume 12, Issue 4, 2015
    In: Computational Management Science Jg. 12 (2015) Nr. 4, S. 489 - 490
    Online Volltext: dx.doi.org/

    • Beiträge in Sammelwerken und Tagungsbänden

  • Schmidt, Martin; Hiller, Benjamin; Koch, Thorsten; Pfetsch, Marc E.; Geißler, Björn; Henrion, René; Joormann, Imke; Martin, Alexander; Morsi, Antonio; Römisch, Werner; Schewe, Lars; Schultz, Rüdiger; Steinbach, Marc C.
    Capacity Evaluation for Large-Scale Gas Networks
    In: German Success Stories in Industrial Mathematics / Milde, Anja / Bock, Hans Georg; Küfer, Karl-Heinz; Maass, Peter (Hrsg.) 2021, S. 23 - 28
    Online Volltext: dx.doi.org/ Online Volltext (Open Access)
  • 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 (Hrsg.) 2014, S. 29 - 50
  • 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. (Hrsg.) 2013, S. 2567 - 2572
  • Atwal, Pradeep; Conti, Sergio; Geihe, Benedict; Pach, Martin; Rumpf, Martin; Schultz, Rüdiger
    On shape optimization with stochastic loadings
    In: Constrained Optimization and Optimal Control for Partial Differential Equations / Leugering, Günter; Engell, Sebastian; Griewank, Andreas; Hinze, Michael; Rannacher, Rolf; Schulz, Volker; Ulbrich, Michael; Ulbrich, Stefan (Hrsg.) 2012, S. 215 - 243
    Online Volltext: dx.doi.org/
  • 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 (Hrsg.) 2011, S. 165 - 187
    Online Volltext: dx.doi.org/
  • 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. (Hrsg.) 2011, S. 253 - 271
    Online Volltext: dx.doi.org/
  • Schultz, Rüdiger
    Decomposition methods for stochastic integer programs with dominance constraints
    In: 8th Cologne-Twente Workshop on Graphs and Combinatorial Optimization, CTW 2009 - Proceedings of the Conference / CTW 2009; Paris; France; 2 - 4 June 2009 2009, S. 137 - 139

    • Bücher/Sammelwerke/Tagungsbände

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