- Asymptotic properties of Monte Carlo approximations for
PDE constrained optimization problems under uncertainty (with T. M. Surowiec),
Workshop Frontiers of Stochastic Optimization and its Application in Industry, WIAS Berlin,
May 09--12, 2023.
- Problem-based scenario generation for two-stage
stochastic programs using semi-infinite optimization (with R. Henrion), Applications of
Semi-Infinite Programming, Online-Workshop, Kaiserslautern, May 20--21, 2021.
- Quantitative stability and Monte Carlo approximations of
PDE constrained optimization problems under uncertainty (with M. Hoffhues and T. M. Surowiec),
Workshop PDE Constrained Optimization Under Uncertainty and Mean Field Games, WIAS Berlin,
January 28--30, 2020.
- Georg Pflug's work and some personal memories,
Emeritierungsfeier für Univ.-Prof. Georg Pflug, Universität Wien,
September 27, 2019.
- Stability and other Reminiscences,
International Conference on Stochastic Optimization and Related Topics --
On the occasion of Rüdiger Schultz' 60th birthday,
Mülheim/Ruhr, April 25--27, 2019.
- Problem-based optimal scenario generation for linear
two-stage stochastic programs (with R. Henrion), CMS-MMEI Conference, Chemnitz,
March 27--29, 2019.
- Condition numbers and conditioning in two-stage
stochastic programming (with K. Emich and R. Henrion), Seminar, Stevens Institute
of Technology, Hoboken (New Jersey), November 8, 2018.
- Stochastic Programming: Approximation
and Scenarios , Khachiyan Prize Session, INFORMS Annual Meeting, Phoenix (USA),
November 6, 2018.
- Convergence of randomized Quasi-Monte Carlo methods
for mixed-integer two-stage stochastic programs (with H. Leövey), New Directions
in Stochastic Optimization, Oberwolfach, August 19--25, 2018.
- Stochastic optimization, multivariate numerical
integration and Quasi-Monte Carlo methods, Chemnitzer Mathematisches Colloquium,
TU Chemnitz, June 29, 2017.
- Scenario generation in stochastic
programming with application to energy systems SESO 2017 International
Thematic Week ''Smart Energy and Stochastic Optimization'', Paris, May 30 to
June 1, 2017.
- Jitka Dupacova and scenario reduction ,
Session in honor of Jitka Dupacova, ICSP 2016, Buzios (Brazil), June 29, 2016.
- Are (continuous) two-stage stochastic
programs solvable? , Roundtable session, ICSP 2016, Buzios (Brazil), June 29, 2016.
- Quasi-Monte Carlo methods applied to
stochastic energy optimization models (with H. Leövey), International
Conference on Stochastic Programming 2016, Buzios (Brazil), June 25--July 1, 2016.
- A bilevel optimization approach to optimal scenario
generation in two-stage stochastic programming (with R. Henrion), International
Conference on Bilevel Optimization and Related Topics, Dresden, May 4--6, 2016.
- Quasi-Monte Carlo Methoden für
Optimierungsmodelle der Energiewirtschaft (mit H. Leövey), 11. VDI-Tagung Optimierung in
der Energiewirtschaft, Düsseldorf, November 25--26, 2015.
- Energy systems under uncertainty: Modeling and
computations , International Conference Systems Analysis 2015, IIASA, Laxenburg (Austria),
November 11--13, 2015.
- Sparse grid and Quasi-Monte Carlo quadratures
can be efficient for linear two-stage stochastic programs (with H. Leövey), OR 2015,
Vienna, September 1--4, 2015.
- Quasi-Monte Carlo methods for linear
two-stage stochastic programming problems (with H. Leövey), 22nd ISMP,
Pittsburgh, July 12--17, 2015.
- Conditioning of linear-quadratic two-stage
stochastic programming problems (with K. Emich, R. Henrion), CMS Conference, Prague,
May 27--29, 2015.
- Scenario reduction: Old and new results ,
Workshop in honor of Jitka Dupacova, Charles University Prague, Nov. 20, 2014.
- Quasi-Monte Carlo methods for two-stage
stochastic programs , University of Edinburgh, Oct. 22, 2014.
- Dynamisches Risikomanagement in der
Strom-Portfolio-Optimierung , WHU Vallendar, 01.07.2014.
Stability of optimization models with stochastic dominance constraints (with D. Dentcheva),
SIAM Optimization Conference, San Diego (USA), May 19--22, 2014.
- Convergence of solutions of approximate random
equations , Workshop WIAS Berlin, Nov. 13-15, 2013.
- Risikomodelle als Basis für ein effizientes
Markt-Risikomanagement , Workshop ''Risikomodellierung und -management in
der Energiebranche'', Partnertag, Energieforen, Leipzig, September 27, 2013.
- Quasi-Monte Carlo sampling for stochastic variational
problems , International Conference on Stochastic Programming, Bergamo (Italy),
July 8--12, 2013.
- Progress in
high-dimensional numerical integration and its application to
stochastic optimization, Part I ,
Part II, Part III, Short
course, Rutgers Business School, Rutgers University, New Brunswick (New
Jersey), May 21--23, 2013.
Carlo approximations in stochastic optimization , Stevens
Institute of Technology, Hoboken (New Jersey), May 9, 2013.
sensitivity and limit theorems of stochastic dominance constrained
optimization models , Charles University Prague, Department of
Statistics, April 11, 2013.
- Random operator
equations and their approximation , Workshop Heinz W. Engl 60,
Linz (Austria), March 28, 2013.
- Approximations of
stochastic optimization problems and scenario generation ,
Workshop "Numerical Methods for PDE constrained Optimization with
Uncertain Data", Oberwolfach, 27.1.--2.2.2013.
stability analysis of stochastic generalized equations , Workshop
"Optimization under Uncertainty", National University of Singapore,
December 10--14, 2012.
Programming, Part I , Part II,
Tutorials, Workshop "Optimization under Uncertainty", National
University of Singapore, December 10--14, 2012.
- Are Quasi-Monte
Carlo methods efficient for two-stage stochastic programs? , ISMP,
TU Berlin, August 19-24, 2012.
- Towards Quasi-Monte
Carlo scenario generation in stochastic programming , 9th
International Conference on Computational Management Science, London,
April 18-20, 2012.
- QMC methods for
stochastic programs: ANOVA decomposition of integrands ,
MCQMC 2012, Sydney, Australia, February 12-17, 2012.
Szenariogenerierung zur Modellierung der stochastischen Ausspeiselasten
in einem Gastransportnetz , 9. VDI-Fachtagung Optimierung in der
Energiewirtschaft, Nürtingen, November 22--23, 2011.
- Scenario generation
in stochastic programming with application to optimizing electricity
portfolios under uncertainty, IMA-Workshop Uncertainty
Quantification in Industrial and Energy Applications: Experiences and
Challenges, Minneapolis (USA), June 2--4, 2011.
- Generating and
handling scenarios in stochastic programming, IMA-Workshop
Computing with Uncertainty, Minneapolis (USA), October 18--22, 2010.
- Scenario generation,
Tutorial, 12th International Conference on Stochastic Programming,
Halifax (Canada), August 14, 2010.
Risikofunktionale in der Energiewirtschaft, 8. VDI-Fachtagung
Optimierung in der Energiewirtschaft, Ludwigsburg, November 24--25, 2009.
- Scenario reduction
techniques in stochastic programming, SAGA09, Sapporo (Japan),
October 26--28, 2009.
programming: From statistical data to optimal decisions,
Computational Management Science 2009, Geneva, Switzerland, May 1--3, 2009.
reduction and scenario trees in stochastic programming with application
to power planning, Power Systems Modeling 2009, Gainesville
(USA), March 18--20, 2009.
- Airline network
revenue management by multistage stochastic programming (with K. Emich, H. Heitsch and
A. Möller), GOR-Arbeitsgruppe "Revenue Management and Dynamic Pricing", Grünwald b.
München, February 13, 2009.
- Scenario reduction in mixed-integer stochastic
programming, Conference on Optimization & Practices in Industry, EDF,
Paris, November 26--28, 2008.
- Mean-risk optimization of electricity portfolios,
Operations Research 2008, Plenary Talk, Augsburg, September 3--5, 2008.
- Dynamic risk management in electricity portfolio
optimization via polyhedral risk functionals (with A. Eichhorn), IEEE PES 2008
General Meeting, Pittsburgh (USA), july 20--24, 2008.
- Scenario reduction in stochastic programming,
VIII International Conference on Operations Research, Havana (Cuba), February 25--29,
- Multi-period risk functionals (with G. Ch. Pflug),
11th International Conference on Stochastic Programming, Vienna, Austria, August 26--31,
- Recent progress in stochastic programming and applications
in energy, Power Systems Modelling 2007, Athens (Greece), June 5--8, 2007.
- Stability of stochastic programming problems,
Spring School on Stochastic Programming, Bergamo (Italy), April 13, 2007.
- Stability-based generation of scenario trees for
multistage stochastic programs (with H. Heitsch), International Symposium on
Mathematical Programming (ISMP), Rio de Janeiro, Brazil, July 30--August 5, 2006.
- Multi-period risk functionals in stochastic programming
(with G. Ch. Pflug), EURO XXI, Reykjavik (Iceland), July 2-5, 2006.
- Applications of Stochastic Programming in Electricity
Portfolio and Airline Revenue Management, 76. Sitzung der GOR-Arbeitsgruppe
"Praxis der mathematischen Optimierung", BASF AG, Ludwigshafen, May 22--23, 2006.
- Stochastic Programming - A Variational Analysis
Perspective, Spring School on Variational Analysis, Paseky, Czech Republic,
April 24--29, 2006.
- Mean-Risk Optimization Models for Electricity Portfolio
Management, Energy Workshop, University of Vienna, March 17, 2006.
- Stochastic Programming: Models, Approximations, Applications,
3rd Alumni Summer School on Applied Mathematics, Cairo, Egypt, November, 2005.
- Stability of two- and multi-stage stochastic programs
(with H. Heitsch and C. Strugarek), PARAOPT VIII, Cairo, Egypt, November 29, 2005.
- O&D Revenue Management: A Multistage Stochastic
Programming Approach, Workshop Mathematical Models for Optimizing Transportation
Services, Auckland, New Zealand, April 19--22, 2005.
- Approximations of stochastic programs, scenario tree
reduction and construction (with N. Gröwe-Kuska and H. Heitsch), GAMS Workshop,
Heidelberg, September 1--3, 2003.
- Scenario reduction and scenario tree construction for power
management problems (with N. Gröwe-Kuska and H. Heitsch), IEEE Bologna Power Tech 2003, Bologna, June 23--26, 2003.
- Stability of stochastic programming problems, 9th
International Conference on Stochastic Programming, Tutorial, Berlin (Germany),
August 25--31, 2001.
last modified February 16, 2023