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Risk neutral and risk averse power optimization in electricity networks with dispersed generation
Kuhn, Sebastian; Schultz, Rüdiger - In: Mathematical methods of operations research 69 (2009) 2, pp. 353-367
Persistent link: https://www.econbiz.de/10003858166
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Ein global optimales Verfahren zur Berechnung einer Saisonkomponente für PFC-Modelle : Testrechnungen für das Gasmarktgebiet NCG
Kuhn, Sebastian - In: Zeitschrift für Energiewirtschaft : ZfE 36 (2012) 2, pp. 93-100
Persistent link: https://www.econbiz.de/10009559022
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Comments on: on a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming
Schultz, Rüdiger - In: Top : an official journal of the Spanish Society of … 17 (2009) 1, pp. 35-36
Persistent link: https://www.econbiz.de/10003856842
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On the Glivenko-Cantelli problem in stochastic programming : mixed-integer linear recourse
Pflug, Georg - In: Mathematical methods of operations research 47 (1998) 1, pp. 39-49
Persistent link: https://www.econbiz.de/10001243718
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Unit commitment under uncertainty in AC transmission systems via risk averse semidefinite stochastic programs
Schultz, Rüdiger; Wollenberg, Tobias - In: RAIRO / Operations research 51 (2017) 2, pp. 391-416
Persistent link: https://www.econbiz.de/10011776633
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Special issue: special issue to the memory of Maarten H. van der Vlerk
Morton, David P. (ed.); Romeijnders, Ward (ed.);  … - 2018
Persistent link: https://www.econbiz.de/10011922943
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Editorial: the stochastic programming heritage of Maarten van der Vlerk
Morton, David P.; Romeijnders, Ward; Schultz, Rüdiger; … - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 319-323
Persistent link: https://www.econbiz.de/10011922945
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Strong convexity in risk-averse stochastic programs with complete recourse
Claus, Matthias; Schultz, Rüdiger; Spürkel, Kai - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 411-429
Persistent link: https://www.econbiz.de/10011922964
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Risk aversion for an electricity retailer with second-order stochastic dominance constraints
Carrión, Miguel; Gotzes, Uwe; Schultz, Rüdiger - In: Computational Management Science : CMS 6 (2009) 2, pp. 233-250
Persistent link: https://www.econbiz.de/10003828748
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Recent advances in applied optimization under uncertainty
Fleten, Stein-Erik; Schultz, Rüdiger - In: Computational management science 18 (2021) 3, pp. 265
Persistent link: https://www.econbiz.de/10012615122