Georg Ch. Pflug

70 papers Misc 1Journal 57Unranked 8
YearRankTypeTitle / Venue / Authors
2025 J jnl
Guaranteed bounds for optimal stopping problems using kernel-based non-asymptotic uniform confidence bands.
Eur. J. Oper. Res.
Martin Glanzer, Sebastian Maier, Georg Ch. Pflug
2025 J jnl
Sampling methods for multi-stage robust optimization problems.
Ann. Oper. Res.
Francesca Maggioni, Fabrizio Dabbene, Georg Ch. Pflug
2025 J jnl
Tree approximation of scenario processes for multistage stochastic optimization: algorithms and fast implementations.
Comput. Manag. Sci.
Kipngeno Kirui, Georg Ch. Pflug, Alois Pichler
2023 J jnl
Multistage stochastic decision problems: Approximation by recursive structures and ambiguity modeling.
Eur. J. Oper. Res.
Georg Ch. Pflug
2022 J jnl
Two-stage stochastic standard quadratic optimization.
Eur. J. Oper. Res.
Immanuel M. Bomze, Markus Gabl, Francesca Maggioni, Georg Ch. Pflug
2020 J jnl
Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
Comput. Manag. Sci.
Wim van Ackooij, Debora Daniela Escobar, Martin Glanzer, Georg Ch. Pflug
2020 J jnl
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
Comput. Manag. Sci.
Wim van Ackooij, Debora Daniela Escobar, Martin Glanzer, Georg Ch. Pflug
2020 J jnl
Multiscale stochastic optimization: modeling aspects and scenario generation.
Comput. Optim. Appl.
Martin Glanzer, Georg Ch. Pflug
2020 J jnl
The distortion principle for insurance pricing: properties, identification and robustness.
Ann. Oper. Res.
Debora Daniela Escobar, Georg Ch. Pflug
2020 J jnl
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties.
Eur. J. Oper. Res.
Sebastian Maier, Georg Ch. Pflug, John W. Polak
2019 J jnl
Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs.
SIAM J. Optim.
Francesca Maggioni, Georg Ch. Pflug
2019 J jnl
Incorporating statistical model error into the calculation of acceptability prices of contingent claims.
Math. Program.
Martin Glanzer, Georg Ch. Pflug, Alois Pichler
2019 J jnl
Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces.
SIAM J. Optim.
Caroline Geiersbach, Georg Ch. Pflug
2018 J jnl
Systemic risk and copula models.
Central Eur. J. Oper. Res.
Georg Ch. Pflug, Alois Pichler
2016 J jnl
Bounds and Approximations for Multistage Stochastic Programs.
SIAM J. Optim.
Francesca Maggioni, Georg Ch. Pflug
2016 J jnl
From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties.
SIAM J. Optim.
Georg Ch. Pflug, Alois Pichler
2016 J jnl
Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence.
Central Eur. J. Oper. Res.
Dmitri V. Boreiko, Yuri M. Kaniovski, Georg Ch. Pflug
2016 J jnl
Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals.
Math. Oper. Res.
Georg Ch. Pflug, Alois Pichler
2016 J jnl
Time-inconsistent multistage stochastic programs: Martingale bounds.
Eur. J. Oper. Res.
Georg Ch. Pflug, Alois Pichler
2015 J jnl
Dynamic generation of scenario trees.
Comput. Optim. Appl.
Georg Ch. Pflug, Alois Pichler
2015 — conf
Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices.
OR
Dmitri V. Boreiko, Yuri M. Kaniovski, Georg Ch. Pflug
2014 J jnl
An algorithm for calculating steady state probabilities of $M|E_r|c|K$ queueing systems.
CoRR
Stefan Hochrainer, Ronald Hochreiter, Georg Ch. Pflug
2014 J jnl
Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches.
Eur. J. Oper. Res.
Raimund M. Kovacevic, Georg Ch. Pflug
2014 J jnl
On distributionally robust multiperiod stochastic optimization.
Comput. Manag. Sci.
Bita Analui, Georg Ch. Pflug
2014 J jnl
Stochastic vs deterministic programming in water management: the value of flexibility.
Ann. Oper. Res.
Yousaf Shad Muhammad, Georg Ch. Pflug
2012 J jnl
A Distance For Multistage Stochastic Optimization Models.
SIAM J. Optim.
Georg Ch. Pflug, Alois Pichler
2012 J jnl
Applied mathematical programming and modelling 2008.
Ann. Oper. Res.
Georg Ch. Pflug, Ronald Hochreiter
2010 J jnl
Gradient estimation for discrete-event systems by measure-valued differentiation.
ACM Trans. Model. Comput. Simul.
Bernd Heidergott, Felisa J. Vázquez-Abad, Georg Ch. Pflug, Taoying Farenhorst-Yuan
2009 — ch.
Derivatives of Markov Processes and Their Simulation.
Encyclopedia of Optimization
Georg Ch. Pflug
2009 — ch.
Derivatives of Probability Measures.
Encyclopedia of Optimization
Georg Ch. Pflug
2009 — ch.
Discrete Stochastic Optimization.
Encyclopedia of Optimization
Georg Ch. Pflug
2009 J jnl
Electricity swing options: Behavioral models and pricing.
Eur. J. Oper. Res.
Georg Ch. Pflug, Nikola Broussev
2009 J jnl
Introduction to the special issue on computational optimization under uncertainty.
Comput. Manag. Sci.
Ronald Hochreiter, Georg Ch. Pflug
2009 J jnl
Optimal pension fund management under multi-period risk minimization.
Ann. Oper. Res.
Sona Kilianová, Georg Ch. Pflug
2009 J jnl
Preface.
Ann. Oper. Res.
Marida Bertocchi, Georg Ch. Pflug, Hercules Vladimirou
2009 J jnl
Version-Independence and Nested Distributions in Multistage Stochastic Optimization.
SIAM J. Optim.
Georg Ch. Pflug
2008 — conf
Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices.
ICCS (2)
Hannes Schabauer, Ronald Hochreiter, Georg Ch. Pflug
2007 J jnl
Financial scenario generation for stochastic multi-stage decision processes as facility location problems.
Ann. Oper. Res.
Ronald Hochreiter, Georg Ch. Pflug
2007 J jnl
Tree Approximations of Dynamic Stochastic Programs.
SIAM J. Optim.
Radoslava Mirkov, Georg Ch. Pflug
2006 J jnl
Subdifferential representations of risk measures.
Math. Program.
Georg Ch. Pflug
2005 — conf
05031 Abstracts Collection - Algorithms for Optimization with Incomplete Information.
Algorithms for Optimization with Incomplete Information
Susanne Albers, Rolf H. Möhring, Georg Ch. Pflug, Rüdiger Schultz
2005 — conf
05031 Summary-- Algorithms for Optimization with Incomplete Information.
Algorithms for Optimization with Incomplete Information
Susanne Albers, Rolf H. Möhring, Georg Ch. Pflug, Rüdiger Schultz
2005 — ed.
Algorithms for Optimization with Incomplete Information, 16.-21. January 2005
Algorithms for Optimization with Incomplete Information
Susanne Albers, Rolf H. Möhring, Georg Ch. Pflug, Rüdiger Schultz
2005 J jnl
Measuring Risk for Income Streams.
Comput. Optim. Appl.
Georg Ch. Pflug, Andrzej Ruszczynski
2005 — conf
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets.
System Modelling and Optimization
Ronald Hochreiter, Georg Ch. Pflug, David Wozabal
2005 J jnl
Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design.
SIAM J. Optim.
Georg Ch. Pflug, Heinz Weisshaupt
2003 J jnl
A Note on the Recursive and Parallel Structure of the Birge and Qi Factorization for Tree Structured Linear Programs.
Comput. Optim. Appl.
Georg Ch. Pflug, Ladislav Halada
2003 — conf
Using a Distributed Active Tree in Java for the Parallel and Distributed Implementation of a Nested Optimization Algorithm.
ICPP Workshops
Hans Moritsch, Georg Ch. Pflug
2002 Misc conf
Birge and Qi Method for Three-Stage Stochastic Programs Using IPM.
International Conference on Computational Science (1)
Georg Ch. Pflug, Ladislav Halada
2001 J jnl
Scenario tree generation for multiperiod financial optimization by optimal discretization.
Math. Program.
Georg Ch. Pflug
2000 J jnl
Selected parallel optimization methods for financial management under uncertainty.
Parallel Comput.
Georg Ch. Pflug, Artur Swietanowski
2000 J jnl
The AURORA Financial Management System: Model and Parallel Implementation Design.
Ann. Oper. Res.
Georg Ch. Pflug, Artur Swietanowski, Engelbert J. Dockner, Hans Moritsch
1999 J jnl
Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound.
Eur. J. Oper. Res.
Walter J. Gutjahr, A. Hellmayr, Georg Ch. Pflug
1999 J jnl
Stochastic programs and statistical data.
Ann. Oper. Res.
Georg Ch. Pflug
1998 J jnl
A branch and bound method for stochastic global optimization.
Math. Program.
Vladimir I. Norkin, Georg Ch. Pflug, Andrzej Ruszczynski
1998 J jnl
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions.
Math. Oper. Res.
Georg Ch. Pflug, Andrzej Ruszczynski, Rüdiger Schultz
1998 J jnl
On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse.
Math. Methods Oper. Res.
Georg Ch. Pflug, Andrzej Ruszczynski, Rüdiger Schultz
1996 J jnl
Simulated Annealing for noisy cost functions.
J. Glob. Optim.
Walter J. Gutjahr, Georg Ch. Pflug
1995 J jnl
Asymptotic Stochastic Programs.
Math. Oper. Res.
Georg Ch. Pflug
1995 J jnl
Random Planar Shapes and Their Statistical Recognition.
Ann. Math. Artif. Intell.
Georg Ch. Pflug
1992 J jnl
Gradient estimates for the performance of markov chains and discrete event processes.
Ann. Oper. Res.
Georg Ch. Pflug
1992 J jnl
The asymptotic distribution of leaf heights in binary trees.
Graphs Comb.
Walter J. Gutjahr, Georg Ch. Pflug
1992 J jnl
The limiting common distribution of two leaf heights in a random brinary tree.
RAIRO Theor. Informatics Appl.
Walter J. Gutjahr, Georg Ch. Pflug
1990 J jnl
On-Line Optimization of Simulated Markovian Processes.
Math. Oper. Res.
Georg Ch. Pflug
1990 J jnl
The entity - connection approach to modelling and simulation.
Simul.
Georg Ch. Pflug, Michael Prohaska
1989 J jnl
Sampling derivatives of probabilities.
Computing
Georg Ch. Pflug
1988 — conf
Computeranimation für diskrete Ereignissimulation.
Austrographics
Georg Ch. Pflug, Michael Prohaska
1987 J jnl
Linear probing with a nonuniform address distribution.
J. ACM
Georg Ch. Pflug, Hans W. Kessler
1986 — conf
Memory Conflicts in MIMD-Computers - A Performance Analysis.
CONPAR
Georg Ch. Pflug
1984 J jnl
Dynamic Memory Allocation - A Markovian Analysis.
Comput. J.
Georg Ch. Pflug