Birgit Rudloff

18 papers Journal 18
YearRankTypeTitle / Venue / Authors
2025 J jnl
Approximating the Set of Nash Equilibria for Convex Games.
Oper. Res.
Zachary Feinstein, Niklas Hey, Birgit Rudloff
2025 J jnl
Approximations of unbounded convex projections and unbounded convex sets.
J. Glob. Optim.
Gabriela Kovácová, Birgit Rudloff
2024 J jnl
Deep learning the efficient frontier of convex vector optimization problems.
J. Glob. Optim.
Zachary Feinstein, Birgit Rudloff
2024 J jnl
Technical Note - Characterizing and Computing the Set of Nash Equilibria via Vector Optimization.
Oper. Res.
Zachary Feinstein, Birgit Rudloff
2023 J jnl
Algorithms to Solve Unbounded Convex Vector Optimization Problems.
SIAM J. Optim.
Andrea Wagner, Firdevs Ulus, Birgit Rudloff, Gabriela Kovácová, Niklas Hey
2022 J jnl
Convex projection and convex multi-objective optimization.
J. Glob. Optim.
Gabriela Kovácová, Birgit Rudloff
2022 J jnl
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums.
Math. Oper. Res.
Zachary Feinstein, Birgit Rudloff, Jianfeng Zhang
2022 J jnl
Scalar Multivariate Risk Measures with a Single Eligible Asset.
Math. Oper. Res.
Zachary Feinstein, Birgit Rudloff
2021 J jnl
Time Consistency of the Mean-Risk Problem.
Oper. Res.
Gabriela Kovácová, Birgit Rudloff
2018 J jnl
Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities.
SIAM J. Financial Math.
Zachary Feinstein, Weijie Pang, Birgit Rudloff, Eric Schaanning, Stephan Sturm, Mackenzie Wildman
2017 J jnl
A parametric simplex algorithm for linear vector optimization problems.
Math. Program.
Birgit Rudloff, Firdevs Ulus, Robert J. Vanderbei
2017 J jnl
A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle.
J. Glob. Optim.
Zachary Feinstein, Birgit Rudloff
2017 J jnl
Measures of Systemic Risk.
SIAM J. Financial Math.
Zachary Feinstein, Birgit Rudloff, Stefan Weber
2015 J jnl
Multi-portfolio time consistency for set-valued convex and coherent risk measures.
Finance Stochastics
Zachary Feinstein, Birgit Rudloff
2015 J jnl
On the dual of the solvency cone.
Discret. Appl. Math.
Andreas Löhne, Birgit Rudloff
2014 J jnl
Benson type algorithms for linear vector optimization and applications.
J. Glob. Optim.
Andreas H. Hamel, Andreas Löhne, Birgit Rudloff
2014 J jnl
Primal and dual approximation algorithms for convex vector optimization problems.
J. Glob. Optim.
Andreas Löhne, Birgit Rudloff, Firdevs Ulus
2014 J jnl
Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences.
Eur. J. Oper. Res.
Birgit Rudloff, Alexandre Street, Davi Michel Valladão