- Stochastic Programming: Approximation
and Scenarios , Khachiyan Prize Session, INFORMS Annual Meeting, Phoenix (USA),
November 6, 2018.
- Condition numbers and conditioning in two-stage
stochastic programming (with K. Emich and R. Henrion), Seminar, Stevens Institute
of Technology, Hoboken, November 8, 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, 29.6.2017.
- 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, 4.5.-6.5.2016.
- 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), 09.05.2013.
sensitivity and limit theorems of stochastic dominance constrained
optimization models , Charles University Prague, Department of
Statistics, 11.4. 2013.
- Random operator
equations and their approximation , Workshop Heinz W. Engl 60,
Linz (Austria), 28.3.2013.
- Approximations of
stochastic optimization problems and scenario generation ,
Workshop "Numerical Methods for PDE constrained Optimization with
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, University of New South Wales, Febr. 12-17, 2012.
Szenariogenerierung zur Modellierung der stochastischen Ausspeiselasten
in einem Gastransportnetz , 9. VDI-Fachtagung Optimierung in der
- 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), 02.-04.06.11.
- Generating and
handling scenarios in stochastic programming, IMA-Workshop
Computing with Uncertainty, Minneapolis (USA), 18.-22.10.10.
- Scenario generation,
Tutorial, 12th International Conference on Stochastic Programming,
Halifax (Canada), 14.8.10.
Risikofunktionale in der Energiewirtschaft, 8. VDI-Fachtagung
Optimierung in der Energiewirtschaft, Ludwigsburg, 24./25.11.09.
- 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, May 1-3, 2009.
reduction and scenario trees in stochastic programming with application
to power planning, Power Systems Modeling 2009, Gainesville
March 18-20, 2009.
- Airline network
revenue management by multistage stochastic programming,
"Revenue Management and Dynamic Pricing", Grünwald b.
- 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, Augsburg, 3.9.-5.9. 2008.
- Dynamic risk management in electricity portfolio
optimization via polyhedral risk functionals (with A. Eichhorn), IEEE PES 2008
General Meeting, Pittsburgh (USA), 20-24 July, 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, 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, 22./23.5.2006.
- Stochastic Programming - A Variational Analysis
Perspective, Spring School on Variational Analysis, Paseky, 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.
- O&D Revenue Management: A Multistage Stochastic
Programming Approach, Workshop Mathematical Models for Optimizing Transportation
Services, Auckland, April 19-22, 2005.
last modified November 21, 2018