Talks (selected)

Stochastic optimization, multivariate numerical integration and Quasi-Monte Carlo methods, Chemnitzer Mathematisches Colloquium, TU Chemnitz, 29.6.2017.

Stochastic Optimization: Approximation and Scenarios , Colloquium ''Continuous Optimization and Optimal Control'', TU Berlin, June 23, 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.

Quasi-Monte Carlo approximations in stochastic optimization , Stevens Institute of Technology, Hoboken (New Jersey), 09.05.2013.

Stability, 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 Uncertain Data", Oberwolfach, 27.1.--2.2.2013.

Quantitative stability analysis of stochastic generalized equations , Workshop "Optimization under Uncertainty", National University of Singapore, December 10-14, 2012.

Stochastic 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 Energiewirtschaft 22./23.11.11.

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.

Mehrperiodische 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.

Stochastic programming: From statistical data to optimal decisions, Computational Management Science 2009, Geneva, May 1-3, 2009.

Scenario 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, GOR-Arbeitsgruppe "Revenue Management and Dynamic Pricing", Grünwald b. München, 13.2.09.

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, 2008.

Multi-period risk functionals (with G. Ch. Pflug), 11th International Conference on Stochastic Programming, Vienna, Austria, August 26-31, 2007.

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.