Rüdiger Schultz

Publication Activity (10 Years)

Years Active: 1990-2023
Publications (10 Years): 13

Top Topics

Stochastic Dominance

Stochastic Programming

Top Venues

Comput. Manag. Sci.

SIAM J. Control. Optim.

Publications

Johanna Burtscheidt, Matthias Claus, Sergio Conti, Martin Rumpf, Josua Sassen, Rüdiger Schultz
A pessimistic bilevel stochastic problem for elastic shape optimization. Math. Program. 198 (2) (2023)
Johanna Burtscheidt, Matthias Claus, Sergio Conti, Martin Rumpf, Josua Sassen, Rüdiger Schultz
A Pessimistic Bilevel Stochastic Problem for Elastic Shape Optimization. CoRR (2021)
Stein-Erik Fleten, Rüdiger Schultz
Recent advances in applied optimization under uncertainty. Comput. Manag. Sci. 18 (3) (2021)
Martin Gugat, Rüdiger Schultz, Michael Schuster
Convexity and starshapedness of feasible sets in stationary flow networks. Networks Heterog. Media 15 (2) (2020)
David P. Morton, Ward Romeijnders, Rüdiger Schultz, Leen Stougie
The stochastic programming heritage of Maarten van der Vlerk. Comput. Manag. Sci. 15 (3-4) (2018)
Martin Gugat, Rüdiger Schultz
Boundary Feedback Stabilization of the Isothermal Euler Equations with Uncertain Boundary Data. SIAM J. Control. Optim. 56 (2) (2018)
Sergio Conti, Martin Rumpf, Rüdiger Schultz, Sascha Tölkes
Stochastic Dominance Constraints in Elastic Shape Optimization. SIAM J. Control. Optim. 56 (4) (2018)
Matthias Claus, Rüdiger Schultz, Kai Spürkel
Strong convexity in risk-averse stochastic programs with complete recourse. Comput. Manag. Sci. 15 (3-4) (2018)
Rüdiger Schultz, Tobias Wollenberg
risk averse semidefinite stochastic Programs. RAIRO Oper. Res. 51 (2) (2017)
Matthias Claus, Volker Krätschmer, Rüdiger Schultz
Weak Continuity of Risk Functionals with Applications to Stochastic Programming. SIAM J. Optim. 27 (1) (2017)
Claudia Gotzes, Holger Heitsch, René Henrion, Rüdiger Schultz
On the quantification of nomination feasibility in stationary gas networks with random load. Math. Methods Oper. Res. 84 (2) (2016)
Johann L. Hurink, Rüdiger Schultz, David Wozabal
Quantitative solutions for future energy systems and markets. OR Spectr. 38 (3) (2016)
Ward Romeijnders, Rüdiger Schultz, Maarten H. van der Vlerk, Willem K. Klein Haneveld
A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound. SIAM J. Optim. 26 (1) (2016)
Matthias Claus, Rüdiger Schultz
Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints. SIAM J. Optim. 25 (1) (2015)
Rüdiger Schultz
Computations in stochastic programming. Comput. Manag. Sci. 12 (2) (2015)
Rüdiger Schultz
Editorial, Volume 12, Issue 4, 2015. Comput. Manag. Sci. 12 (4) (2015)
Marc E. Pfetsch, Armin Fügenschuh, Björn Geißler, Nina Geißler, Ralf Gollmer, Benjamin Hiller, Jesco Humpola, Thorsten Koch, Thomas Lehmann, Alexander Martin, Antonio Morsi, Jessica Rövekamp, Lars Schewe, Martin Schmidt, Rüdiger Schultz, Robert Schwarz, Jonas Schweiger, Claudia Stangl, Marc Christian Steinbach, Stefan Vigerske, Bernhard M. Willert
Validation of nominations in gas network optimization: models, methods, and solutions. Optim. Methods Softw. 30 (1) (2015)
Benedict Geihe, Martin Lenz, Martin Rumpf, Rüdiger Schultz
Risk averse elastic shape optimization with parametrized fine scale geometry. Math. Program. 141 (1-2) (2013)
Ralf Gollmer, Uwe Gotzes, Rüdiger Schultz
A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse. Math. Program. 126 (1) (2011)
Sergio Conti, Harald Held, Martin Pach, Martin Rumpf, Rüdiger Schultz
Risk Averse Shape Optimization. SIAM J. Control. Optim. 49 (3) (2011)
Dimitri Drapkin, Rüdiger Schultz
An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse. Discret. Appl. Math. 158 (4) (2010)
Sebastian Kuhn, Rüdiger Schultz
Risk neutral and risk averse power optimization in electricity networks with dispersed generation. Math. Methods Oper. Res. 69 (2) (2009)
Ulrich Faigle, Rainer Schrader, Rüdiger Schultz
Preface on CTW 2006. Math. Methods Oper. Res. 69 (2) (2009)
Rüdiger Schultz
Decomposition Methods for Stochastic Integer Programs with Dominance Constraints. CTW (2009)
Miguel Carrión, Uwe Gotzes, Rüdiger Schultz
Risk aversion for an electricity retailer with second-order stochastic dominance constraints. Comput. Manag. Sci. 6 (2) (2009)
Sergio Conti, Harald Held, Martin Pach, Martin Rumpf, Rüdiger Schultz
Shape Optimization Under Uncertainty---A Stochastic Programming Perspective. SIAM J. Optim. 19 (4) (2009)
Ralf Gollmer, Frederike Neise, Rüdiger Schultz
Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse. SIAM J. Optim. 19 (2) (2008)
Ralf Gollmer, Uwe Gotzes, Frederike Neise, Rüdiger Schultz
Stochastic programs with dominance contraints induced by mixed-integer linear recourse. CTW (2007)
Paul Bosch, Alejandro Jofré, Rüdiger Schultz
Two-Stage Stochastic Programs with Mixed Probabilities. SIAM J. Optim. 18 (3) (2007)
Rüdiger Schultz, Stephan Tiedemann
Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse. Math. Program. 105 (2-3) (2006)
Andy Philpott, Rüdiger Schultz
Unit commitment in electricity pool markets. Math. Program. 108 (2-3) (2006)
Werner Römisch, Rüdiger Schultz
Preface. Ann. Oper. Res. 142 (1) (2006)
Andreas Märkert, Rüdiger Schultz
On deviation measures in stochastic integer programming. Oper. Res. Lett. 33 (5) (2005)
Susanne Albers, Rolf H. Möhring, Georg Ch. Pflug, Rüdiger Schultz
05031 Summary-- Algorithms for Optimization with Incomplete Information. Algorithms for Optimization with Incomplete Information (2005)
Susanne Albers, Rolf H. Möhring, Georg Ch. Pflug, Rüdiger Schultz
05031 Abstracts Collection - Algorithms for Optimization with Incomplete Information. Algorithms for Optimization with Incomplete Information (2005)
Andreas Märkert, Rüdiger Schultz
On Deviation Measures in Stochastic Integer Programming. Electron. Notes Discret. Math. 17 (2004)
Andreas Märkert, Rüdiger Schultz
On Deviation Measures in Stochastic Integer Programming. CTW (2004)
Raymond Hemmecke, Rüdiger Schultz
Decomposition of test sets in stochastic integer programming. Math. Program. 94 (2-3) (2003)
Morten Riis, Rüdiger Schultz
Applying the Minimum Risk Criterion in Stochastic Recourse Programs. Comput. Optim. Appl. 24 (2-3) (2003)
Rüdiger Schultz, Stephan Tiedemann
Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse. SIAM J. Optim. 14 (1) (2003)
Guido Sand, Sebastian Engell, Andreas Märkert, Rüdiger Schultz
Applied Stochastic Integer Programming: Scheduling in the Processing Industries. HPSC (2003)
Rüdiger Schultz
Stochastic programming with integer variables. Math. Program. 97 (1-2) (2003)
Michael Jünger, Rüdiger Schultz, Robert Weismantel
Preface. Math. Methods Oper. Res. 56 (1) (2002)
Rüdiger Schultz
Probability Objectives in Stochastic Programs with Recourse. System Modelling and Optimization (2001)
Rüdiger Schultz
Mixed-Integer Value Functions in Stochastic Programming. Combinatorial Optimization (2001)
Rüdiger Schultz
Some Aspects of Stability in Stochastic Programming. Ann. Oper. Res. 100 (1-4) (2000)
Ralf Gollmer, Matthias P. Nowak, Werner Römisch, Rüdiger Schultz
Unit commitment in power generation - a basic model and some extensions. Ann. Oper. Res. 96 (1-4) (2000)
Claus C. Carøe, Rüdiger Schultz
Dual decomposition in stochastic integer programming. Oper. Res. Lett. 24 (1-2) (1999)
Georg Ch. Pflug, Andrzej Ruszczynski, Rüdiger Schultz
On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse. Math. Methods Oper. Res. 47 (1) (1998)
Rüdiger Schultz, Leen Stougie, Maarten H. van der Vlerk
Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions. Math. Program. 83 (1998)
Georg Ch. Pflug, Andrzej Ruszczynski, Rüdiger Schultz
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions. Math. Oper. Res. 23 (1) (1998)
Rüdiger Schultz
Rates of Convergence in Stochastic Programs with Complete Integer Recourse. SIAM J. Optim. 6 (4) (1996)
Werner Römisch, Rüdiger Schultz
Lipschitz Stability for Stochastic Programs with Complete Recourse. SIAM J. Optim. 6 (2) (1996)
Rüdiger Schultz
On structure and stability in stochastic programs with random technology matrix and complete integer recourse. Math. Program. 70 (1995)
Nicole Gröwe, Werner Römisch, Rüdiger Schultz
A simple recourse model for power dispatch under uncertain demand. Ann. Oper. Res. 59 (1) (1995)
Rüdiger Schultz
Continuity Properties of Expectation Functions in Stochastic Integer Programming. Math. Oper. Res. 18 (3) (1993)
Werner Römisch, Rüdiger Schultz
Stability of Solutions for Stochastic Programs with Complete Recourse. Math. Oper. Res. 18 (3) (1993)
J. Guddat, Werner Römisch, Rüdiger Schultz
Some applications of mathematical programming techniques in optimal power dispatch. Computing 49 (3) (1992)
Werner Römisch, Rüdiger Schultz
Distribution sensitivity in stochastic programming. Math. Program. 50 (1991)
Werner Römisch, Rüdiger Schultz
Stability analysis for stochastic programs. Ann. Oper. Res. 30 (1) (1991)
P. Kleinmann, Rüdiger Schultz
A simple procedure for optimal load dispatch using parametric programming. ZOR Methods Model. Oper. Res. 34 (3) (1990)