Birgit Rudloff

Publication Activity (10 Years)

Years Active: 2014-2023
Publications (10 Years): 11

Top Topics

Optimization Problems

Simplex Algorithm

Top Venues

J. Glob. Optim.

Math. Oper. Res.

SIAM J. Financial Math.

Finance Stochastics

Publications

Andrea Wagner, Firdevs Ulus, Birgit Rudloff, Gabriela Kovácová, Niklas Hey
Algorithms to Solve Unbounded Convex Vector Optimization Problems. SIAM J. Optim. 33 (4) (2023)
Gabriela Kovácová, Birgit Rudloff
Convex projection and convex multi-objective optimization. J. Glob. Optim. 83 (2) (2022)
Zachary Feinstein, Birgit Rudloff
Scalar Multivariate Risk Measures with a Single Eligible Asset. Math. Oper. Res. 47 (2) (2022)
Zachary Feinstein, Birgit Rudloff, Jianfeng Zhang
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums. Math. Oper. Res. 47 (1) (2022)
Gabriela Kovácová, Birgit Rudloff
Time Consistency of the Mean-Risk Problem. Oper. Res. 69 (4) (2021)
Zachary Feinstein, Weijie Pang, Birgit Rudloff, Eric Schaanning, Stephan Sturm, Mackenzie Wildman
Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities. SIAM J. Financial Math. 9 (4) (2018)
Birgit Rudloff, Firdevs Ulus, Robert J. Vanderbei
A parametric simplex algorithm for linear vector optimization problems. Math. Program. 163 (1-2) (2017)
Zachary Feinstein, Birgit Rudloff
A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle. J. Glob. Optim. 68 (1) (2017)
Zachary Feinstein, Birgit Rudloff, Stefan Weber
Measures of Systemic Risk. SIAM J. Financial Math. 8 (1) (2017)
Andreas Löhne, Birgit Rudloff
On the dual of the solvency cone. Discret. Appl. Math. 186 (2015)
Zachary Feinstein, Birgit Rudloff
Multi-portfolio time consistency for set-valued convex and coherent risk measures. Finance Stochastics 19 (1) (2015)
Birgit Rudloff, Alexandre Street, Davi Michel Valladão
Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences. Eur. J. Oper. Res. 234 (3) (2014)
Andreas Löhne, Birgit Rudloff, Firdevs Ulus
Primal and dual approximation algorithms for convex vector optimization problems. J. Glob. Optim. 60 (4) (2014)
Andreas H. Hamel, Andreas Löhne, Birgit Rudloff
Benson type algorithms for linear vector optimization and applications. J. Glob. Optim. 59 (4) (2014)