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Georg Ch. Pflug
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2020 – today
- 2023
- [j62]Georg Ch. Pflug:
Multistage stochastic decision problems: Approximation by recursive structures and ambiguity modeling. Eur. J. Oper. Res. 306(3): 1027-1039 (2023) - [j61]Pavel Kiparisov, Viktor Lagutov, Georg Pflug:
Quantification of Loss of Access to Critical Services during Floods in Greater Jakarta: Integrating Social, Geospatial, and Network Perspectives. Remote. Sens. 15(21): 5250 (2023) - 2022
- [j60]Immanuel M. Bomze, Markus Gabl, Francesca Maggioni, Georg Ch. Pflug:
Two-stage stochastic standard quadratic optimization. Eur. J. Oper. Res. 299(1): 21-34 (2022) - 2021
- [j59]Huan Liu, Hirokazu Tatano, Georg Pflug, Stefan Hochrainer-Stigler:
Post-disaster recovery in industrial sectors: A Markov process analysis of multiple lifeline disruptions. Reliab. Eng. Syst. Saf. 206: 107299 (2021) - 2020
- [j58]Debora Daniela Escobar, Georg Ch. Pflug:
The distortion principle for insurance pricing: properties, identification and robustness. Ann. Oper. Res. 292(2): 771-794 (2020) - [j57]Wim van Ackooij, Debora Daniela Escobar, Martin Glanzer, Georg Ch. Pflug:
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. Comput. Manag. Sci. 17(3): 357-385 (2020) - [j56]Wim van Ackooij, Debora Daniela Escobar, Martin Glanzer, Georg Ch. Pflug:
Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. Comput. Manag. Sci. 17(3): 387 (2020) - [j55]Martin Glanzer, Georg Ch. Pflug:
Multiscale stochastic optimization: modeling aspects and scenario generation. Comput. Optim. Appl. 75(1): 1-34 (2020) - [j54]Sebastian Maier, Georg Ch. Pflug, John W. Polak:
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties. Eur. J. Oper. Res. 285(1): 133-147 (2020) - [j53]Yuri M. Kaniovski, Yuriy Kaniovskyi, Georg Pflug:
Analysis of credit-rating migrations with genetic algorithms. Int. J. Bio Inspired Comput. 16(4): 264-274 (2020) - [j52]Kipngeno Kirui, Alois Pichler, Georg Pflug:
ScenTrees.jl: A Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Programming. J. Open Source Softw. 5(46): 1912 (2020)
2010 – 2019
- 2019
- [j51]Martin Glanzer, Georg Ch. Pflug, Alois Pichler:
Incorporating statistical model error into the calculation of acceptability prices of contingent claims. Math. Program. 174(1-2): 499-524 (2019) - [j50]Francesca Maggioni, Georg Ch. Pflug:
Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs. SIAM J. Optim. 29(1): 454-483 (2019) - [j49]Caroline Geiersbach, Georg Ch. Pflug:
Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces. SIAM J. Optim. 29(3): 2079-2099 (2019) - 2018
- [j48]Immanuel M. Bomze, Karl F. Doerner, Richard F. Hartl, Ulrike Leopold-Wildburger, Georg Pflug, Marion S. Rauner, Christian Stummer, Gernot Tragler, Tina Wakolbinger:
Emerging and innovative OR applications: a special issue in honor of Walter J. Gutjahr. Central Eur. J. Oper. Res. 26(2): 259-263 (2018) - [j47]Georg Ch. Pflug, Alois Pichler:
Systemic risk and copula models. Central Eur. J. Oper. Res. 26(2): 465-483 (2018) - 2017
- [e3]Karl F. Doerner, Ivana Ljubic, Georg Pflug, Gernot Tragler:
Operations Research Proceedings 2015, Selected Papers of the International Conference of the German, Austrian and Swiss Operations Research Societies (GOR, ÖGOR, SVOR/ASRO), University of Vienna, Austria, September 1-4, 2015. Operations Research Proceedings, Springer 2017, ISBN 978-3-319-42901-4 [contents] - 2016
- [j46]Dmitri V. Boreiko, Yuri M. Kaniovski, Georg Ch. Pflug:
Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence. Central Eur. J. Oper. Res. 24(4): 989-1007 (2016) - [j45]Georg Ch. Pflug, Alois Pichler:
Time-inconsistent multistage stochastic programs: Martingale bounds. Eur. J. Oper. Res. 249(1): 155-163 (2016) - [j44]Georg Ch. Pflug, Alois Pichler:
Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals. Math. Oper. Res. 41(2): 682-699 (2016) - [j43]Francesca Maggioni, Georg Ch. Pflug:
Bounds and Approximations for Multistage Stochastic Programs. SIAM J. Optim. 26(1): 831-855 (2016) - [j42]Georg Ch. Pflug, Alois Pichler:
From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties. SIAM J. Optim. 26(3): 1715-1740 (2016) - 2015
- [j41]Georg Ch. Pflug, Alois Pichler:
Dynamic generation of scenario trees. Comput. Optim. Appl. 62(3): 641-668 (2015) - [c7]Dmitri V. Boreiko, Yuri M. Kaniovski, Georg Ch. Pflug:
Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices. OR 2015: 525-531 - 2014
- [j40]Yousaf Shad Muhammad, Georg Ch. Pflug:
Stochastic vs deterministic programming in water management: the value of flexibility. Ann. Oper. Res. 223(1): 309-328 (2014) - [j39]Bita Analui, Georg Ch. Pflug:
On distributionally robust multiperiod stochastic optimization. Comput. Manag. Sci. 11(3): 197-220 (2014) - [j38]Raimund M. Kovacevic, Georg Ch. Pflug:
Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches. Eur. J. Oper. Res. 237(2): 389-403 (2014) - [i3]Stefan Hochrainer, Ronald Hochreiter, Georg Ch. Pflug:
An algorithm for calculating steady state probabilities of $M|E_r|c|K$ queueing systems. CoRR abs/1401.4691 (2014) - 2012
- [j37]Georg Ch. Pflug, Ronald Hochreiter:
Applied mathematical programming and modelling 2008. Ann. Oper. Res. 193(1): 1-2 (2012) - [j36]Georg Pflug:
Preface. Comput. Manag. Sci. 9(2): 161-162 (2012) - [j35]Georg Ch. Pflug, Alois Pichler:
A Distance For Multistage Stochastic Optimization Models. SIAM J. Optim. 22(1): 1-23 (2012) - 2010
- [j34]Georg Pflug, Nancy Wozabal:
Asymptotic distribution of law-invariant risk functionals. Finance Stochastics 14(3): 397-418 (2010) - [j33]Bernd Heidergott, Felisa J. Vázquez-Abad, Georg Ch. Pflug, Taoying Farenhorst-Yuan:
Gradient estimation for discrete-event systems by measure-valued differentiation. ACM Trans. Model. Comput. Simul. 20(1): 5:1-5:28 (2010)
2000 – 2009
- 2009
- [j32]Marida Bertocchi, Georg Ch. Pflug, Hercules Vladimirou:
Preface. Ann. Oper. Res. 165(1): 1-4 (2009) - [j31]Sona Kilianová, Georg Ch. Pflug:
Optimal pension fund management under multi-period risk minimization. Ann. Oper. Res. 166(1): 261-270 (2009) - [j30]Ronald Hochreiter, Georg Ch. Pflug:
Introduction to the special issue on computational optimization under uncertainty. Comput. Manag. Sci. 6(2): 115-116 (2009) - [j29]Georg Ch. Pflug, Nikola Broussev:
Electricity swing options: Behavioral models and pricing. Eur. J. Oper. Res. 197(3): 1041-1050 (2009) - [j28]Georg Ch. Pflug:
Version-Independence and Nested Distributions in Multistage Stochastic Optimization. SIAM J. Optim. 20(3): 1406-1420 (2009) - [r3]Georg Ch. Pflug:
Derivatives of Markov Processes and Their Simulation. Encyclopedia of Optimization 2009: 655-658 - [r2]Georg Ch. Pflug:
Derivatives of Probability Measures. Encyclopedia of Optimization 2009: 663-666 - [r1]Georg Ch. Pflug:
Discrete Stochastic Optimization. Encyclopedia of Optimization 2009: 751-753 - 2008
- [c6]Hannes Schabauer, Ronald Hochreiter, Georg Ch. Pflug:
Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices. ICCS (2) 2008: 408-415 - 2007
- [j27]Ronald Hochreiter, Georg Ch. Pflug:
Financial scenario generation for stochastic multi-stage decision processes as facility location problems. Ann. Oper. Res. 152(1): 257-272 (2007) - [j26]Radoslava Mirkov, Georg Ch. Pflug:
Tree Approximations of Dynamic Stochastic Programs. SIAM J. Optim. 18(3): 1082-1105 (2007) - 2006
- [j25]Georg Ch. Pflug:
Subdifferential representations of risk measures. Math. Program. 108(2-3): 339-354 (2006) - [e2]Kurt Marti, Yuri M. Ermoliev, Marek Makowski, Georg Pflug:
Selected Presentations of the Workshop "Coping with Uncertainty", Laxenburg, Austria, December 13-16, 2004. Lecture Notes in Economics and Mathematical Systems 581, Springer 2006, ISBN 978-3-540-35258-7 [contents] - 2005
- [j24]Georg Ch. Pflug, Andrzej Ruszczynski:
Measuring Risk for Income Streams. Comput. Optim. Appl. 32(1-2): 161-178 (2005) - [j23]Georg Ch. Pflug, Heinz Weisshaupt:
Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design. SIAM J. Optim. 15(3): 898-914 (2005) - [c5]Ronald Hochreiter, Georg Ch. Pflug, David Wozabal:
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets. System Modelling and Optimization 2005: 219-226 - [e1]Susanne Albers, Rolf H. Möhring, Georg Ch. Pflug, Rüdiger Schultz:
Algorithms for Optimization with Incomplete Information, 16.-21. January 2005. Dagstuhl Seminar Proceedings 05031, IBFI, Schloss Dagstuhl, Germany 2005 [contents] - [i2]Susanne Albers, Rolf H. Möhring, Georg Ch. Pflug, Rüdiger Schultz:
05031 Abstracts Collection - Algorithms for Optimization with Incomplete Information. Algorithms for Optimization with Incomplete Information 2005 - [i1]Susanne Albers, Rolf H. Möhring, Georg Ch. Pflug, Rüdiger Schultz:
05031 Summary-- Algorithms for Optimization with Incomplete Information. Algorithms for Optimization with Incomplete Information 2005 - 2003
- [j22]Georg Ch. Pflug, Ladislav Halada:
A Note on the Recursive and Parallel Structure of the Birge and Qi Factorization for Tree Structured Linear Programs. Comput. Optim. Appl. 24(2-3): 251-265 (2003) - [c4]Hans Moritsch, Georg Ch. Pflug:
Using a Distributed Active Tree in Java for the Parallel and Distributed Implementation of a Nested Optimization Algorithm. ICPP Workshops 2003: 244- - 2002
- [c3]Georg Ch. Pflug, Ladislav Halada:
Birge and Qi Method for Three-Stage Stochastic Programs Using IPM. International Conference on Computational Science (1) 2002: 206-215 - 2001
- [j21]Georg Ch. Pflug:
Scenario tree generation for multiperiod financial optimization by optimal discretization. Math. Program. 89(2): 251-271 (2001) - [p1]Christian Cenker, Georg Pflug, Manfred Mayer:
Stochastic Shape Theory. Digital Image Analysis 2001: 49-79 - 2000
- [j20]Georg Ch. Pflug, Artur Swietanowski, Engelbert J. Dockner, Hans Moritsch:
The AURORA Financial Management System: Model and Parallel Implementation Design. Ann. Oper. Res. 99(1-4): 189-206 (2000) - [j19]Georg Ch. Pflug, Artur Swietanowski:
Selected parallel optimization methods for financial management under uncertainty. Parallel Comput. 26(1): 3-25 (2000)
1990 – 1999
- 1999
- [j18]Georg Ch. Pflug:
Stochastic programs and statistical data. Ann. Oper. Res. 85: 59-78 (1999) - [j17]Walter J. Gutjahr, A. Hellmayr, Georg Ch. Pflug:
Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound. Eur. J. Oper. Res. 117(2): 396-413 (1999) - 1998
- [j16]Georg Ch. Pflug, Andrzej Ruszczynski, Rüdiger Schultz:
On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse. Math. Methods Oper. Res. 47(1): 39-49 (1998) - [j15]Georg Ch. Pflug, Andrzej Ruszczynski, Rüdiger Schultz:
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions. Math. Oper. Res. 23(1): 204-220 (1998) - [j14]Vladimir I. Norkin, Georg Ch. Pflug, Andrzej Ruszczynski:
A branch and bound method for stochastic global optimization. Math. Program. 83: 425-450 (1998) - 1996
- [j13]Walter J. Gutjahr, Georg Ch. Pflug:
Simulated Annealing for noisy cost functions. J. Glob. Optim. 8(1): 1-13 (1996) - 1995
- [j12]Georg Ch. Pflug:
Random Planar Shapes and Their Statistical Recognition. Ann. Math. Artif. Intell. 13(3-4): 267-279 (1995) - [j11]Andreas Futschik, Georg Pflug:
Confidence sets for discrete stochastic optimization. Ann. Oper. Res. 56(1): 95-108 (1995) - [j10]Georg Ch. Pflug:
Asymptotic Stochastic Programs. Math. Oper. Res. 20(4): 769-789 (1995) - 1992
- [j9]Georg Ch. Pflug:
Gradient estimates for the performance of markov chains and discrete event processes. Ann. Oper. Res. 39(1): 173-194 (1992) - [j8]Walter J. Gutjahr, Georg Ch. Pflug:
The asymptotic distribution of leaf heights in binary trees. Graphs Comb. 8(3): 243-251 (1992) - [j7]Walter J. Gutjahr, Georg Ch. Pflug:
The limiting common distribution of two leaf heights in a random brinary tree. RAIRO Theor. Informatics Appl. 26: 1-18 (1992) - 1990
- [j6]Georg Ch. Pflug:
On-Line Optimization of Simulated Markovian Processes. Math. Oper. Res. 15(3): 381-395 (1990) - [j5]Georg Ch. Pflug, Michael Prohaska:
The entity - connection approach to modelling and simulation. Simul. 55(4): 226-235 (1990)
1980 – 1989
- 1989
- [j4]Georg Ch. Pflug:
Sampling derivatives of probabilities. Computing 42(4): 315-328 (1989) - 1988
- [c2]Georg Ch. Pflug, Michael Prohaska:
Computeranimation für diskrete Ereignissimulation. Austrographics 1988: 43-50 - 1987
- [j3]Georg Ch. Pflug, Hans W. Kessler:
Linear probing with a nonuniform address distribution. J. ACM 34(2): 397-410 (1987) - 1986
- [b1]Georg Pflug:
Stochastische Modelle in der Informatik - mit einem Anhang über Simulation. Leitfäden und Monographien der Informatik, Teubner 1986, ISBN 978-3-519-02259-6, pp. 1-272 - [c1]Georg Ch. Pflug:
Memory Conflicts in MIMD-Computers - A Performance Analysis. CONPAR 1986: 61-68 - 1984
- [j2]Georg Ch. Pflug:
Dynamic Memory Allocation - A Markovian Analysis. Comput. J. 27(4): 328-333 (1984)
1970 – 1979
- 1979
- [j1]Wilfried Grossmann, Georg Pflug:
Ein SIMULA-Modell zur Ereignissimulation von Stadtstraßennetzen. Z. Oper. Research 23(6): B157-B169 (1979)
Coauthor Index
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