Dr. Christian Küchler, Dipl. math.

After a most pleasant and inspiring time at Humboldt-Universität, 

I joined the Quantitative Analysis Group at LandesBank Berlin AG.

Humboldt-Universität zu Berlin
Mathematisch-Naturwissenschaftliche Fakultät II
Institut für Mathematik
Research Group of Prof. Dr. W. Römisch

E-Mail
Phone +49 - (0)30 - 2093 2353 (secretary)
Fax +49 - (0)30 - 2093 2232 (secretary)
 

 

 

 

           

 

 

 

Research Seminar 'Numerics of Stochastic Models'

Electronic Journals Library

Stochastic Programming Community (STOPROG)

Stochastic Programming E-Print Series (SPEPS)

Projects

Dezentrale regenerative Energieversorgung: Innovative Modellierung und Optimierung, part of  Netzwerke Grundlagenforschung erneuerbare Energien und rationelle Energieanwendungen, supported by the BMBF
Simulation based stochastic Optimisation Methods for Risk Management in Liberalized Energy Markets, supported by WWTF

Publications

Numerical Evaluation of Approximation Methods in Stochastic Programming
with Stefan Vigerske
2010, accepted for publication
[pdf 651]
Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Ph.D. Thesis, Humboldt-Universität zu Berlin, Vieweg Teubner (2009)
Generierung von Szenariobäumen und Szenarioreduktion für stochastische Optimierungsprobleme in der Energiewirtschaft
with Holger Heitsch,  René Henrion, and Werner Römisch
Innovative Modellierung und Optimierung von Energiesystemen (R. Schultz, H.-J. Wagner Hg.), LIT Verlag, Berlin 2009, 227-254.
Discrepancy distances and scenario reduction in two-stage stochastic integer programming
with René Henrion and Werner Römisch
Journal of Industrial and Management Optimization 4 (2008), 363-384.
[pdf 904K]
On Stability of Multistage Stochastic Programs

SIAM Journal on Optimization, 19 (2008), 952–968
[pdf 289K]
Optimization of Dispersed Energy Supply - Stochastic Programming with Recombining Scenario Trees
with Alexa Epe, Werner Römisch, Stefan Vigerske, Hermann-Josef Wagner, Christoph Weber, and Oliver Woll
2009, Optimization in the Energy Industry (J. Kallrath, P. Pardalos eds.), Springer, Berlin, 347-364
[pdf 597K]

Stochastische Optimierung mit rekombinierenden Szenariobäumen - Analyse dezentraler Energieversorgung mit Windenergie und Speichern
with Alexa Epe, Werner Römisch, Stefan Vigerske, Hermann-Josef Wagner, Christoph Weber, and Oliver Woll
Optimierung in der Energiewirtschaft, VDI-Berichte 2018, Düsseldorf, VDI-Verlag 2007, 3-13.
[pdf 255K] (in German)
Scenario reduction in stochastic programming with respect to discrepancy distances
with René Henrion and Werner Römisch
Computational Optimization and Applications 43 (2009), 67-93.
[pdf 477K]
On Gittins’ Index Theorem in Continuous Time
with Peter Bank
Stochastic Processes and their Applications (2007), Vol. 117, No. 9, 1357-1371
[pdf 250K]
Dynamische Allokationsprobleme und der Gittins-Index in diskreter und stetiger Zeit  
Diploma thesis, Humboldt-Universität zu Berlin (2005) 
[pdf 421K] (in German)  

Working Papers

Decomposition of Multistage Stochastic Programs with Recombining Scenario Trees
with Stefan Vigerske
Stochastic Programming E-Print Series (SPEPS) 9 (2007), submitted
[pdf 253K]

Talks at Workshops and Conferences