Georg Ch. Pflug

According to our database1, Georg Ch. Pflug authored at least 73 papers between 1979 and 2021.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.



In proceedings 
PhD thesis 


Online presence:



Post-disaster recovery in industrial sectors: A Markov process analysis of multiple lifeline disruptions.
Reliab. Eng. Syst. Saf., 2021

ScenTrees.jl: A Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Programming.
J. Open Source Softw., 2020

Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties.
Eur. J. Oper. Res., 2020

Multiscale stochastic optimization: modeling aspects and scenario generation.
Comput. Optim. Appl., 2020

Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
Comput. Manag. Sci., 2020

Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
Comput. Manag. Sci., 2020

The distortion principle for insurance pricing: properties, identification and robustness.
Ann. Oper. Res., 2020

Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs.
SIAM J. Optim., 2019

Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces.
SIAM J. Optim., 2019

Incorporating statistical model error into the calculation of acceptability prices of contingent claims.
Math. Program., 2019

Systemic risk and copula models.
Central Eur. J. Oper. Res., 2018

Emerging and innovative OR applications: a special issue in honor of Walter J. Gutjahr.
Central Eur. J. Oper. Res., 2018

From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties.
SIAM J. Optim., 2016

Bounds and Approximations for Multistage Stochastic Programs.
SIAM J. Optim., 2016

Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals.
Math. Oper. Res., 2016

Time-inconsistent multistage stochastic programs: Martingale bounds.
Eur. J. Oper. Res., 2016

Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence.
Central Eur. J. Oper. Res., 2016

Dynamic generation of scenario trees.
Comput. Optim. Appl., 2015

Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices.
Proceedings of the Operations Research Proceedings 2015, 2015

Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches.
Eur. J. Oper. Res., 2014

An algorithm for calculating steady state probabilities of $M|E_r|c|K$ queueing systems.
CoRR, 2014

On distributionally robust multiperiod stochastic optimization.
Comput. Manag. Sci., 2014

Stochastic vs deterministic programming in water management: the value of flexibility.
Ann. Oper. Res., 2014

A Distance For Multistage Stochastic Optimization Models.
SIAM J. Optim., 2012

Comput. Manag. Sci., 2012

Applied mathematical programming and modelling 2008.
Ann. Oper. Res., 2012

Gradient estimation for discrete-event systems by measure-valued differentiation.
ACM Trans. Model. Comput. Simul., 2010

Asymptotic distribution of law-invariant risk functionals.
Finance Stochastics, 2010

Discrete Stochastic Optimization.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Derivatives of Probability Measures.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Derivatives of Markov Processes and Their Simulation.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Version-Independence and Nested Distributions in Multistage Stochastic Optimization.
SIAM J. Optim., 2009

Electricity swing options: Behavioral models and pricing.
Eur. J. Oper. Res., 2009

Introduction to the special issue on computational optimization under uncertainty.
Comput. Manag. Sci., 2009

Optimal pension fund management under multi-period risk minimization.
Ann. Oper. Res., 2009

Ann. Oper. Res., 2009

Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices.
Proceedings of the Computational Science, 2008

Tree Approximations of Dynamic Stochastic Programs.
SIAM J. Optim., 2007

Financial scenario generation for stochastic multi-stage decision processes as facility location problems.
Ann. Oper. Res., 2007

Subdifferential representations of risk measures.
Math. Program., 2006

Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design.
SIAM J. Optim., 2005

Measuring Risk for Income Streams.
Comput. Optim. Appl., 2005

Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets.
Proceedings of the System Modeling and Optimization, 2005

05031 Summary-- Algorithms for Optimization with Incomplete Information.
Proceedings of the Algorithms for Optimization with Incomplete Information, 2005

05031 Abstracts Collection - Algorithms for Optimization with Incomplete Information.
Proceedings of the Algorithms for Optimization with Incomplete Information, 2005

A Note on the Recursive and Parallel Structure of the Birge and Qi Factorization for Tree Structured Linear Programs.
Comput. Optim. Appl., 2003

Using a Distributed Active Tree in Java for the Parallel and Distributed Implementation of a Nested Optimization Algorithm.
Proceedings of the 32nd International Conference on Parallel Processing Workshops (ICPP 2003 Workshops), 2003

Birge and Qi Method for Three-Stage Stochastic Programs Using IPM.
Proceedings of the Computational Science - ICCS 2002, 2002

Scenario tree generation for multiperiod financial optimization by optimal discretization.
Math. Program., 2001

Stochastic Shape Theory.
Proceedings of the Digital Image Analysis - Selected Techniques and Applications, 2001

Selected parallel optimization methods for financial management under uncertainty.
Parallel Comput., 2000

The AURORA Financial Management System: Model and Parallel Implementation Design.
Ann. Oper. Res., 2000

Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound.
Eur. J. Oper. Res., 1999

Stochastic programs and statistical data.
Ann. Oper. Res., 1999

A branch and bound method for stochastic global optimization.
Math. Program., 1998

On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions.
Math. Oper. Res., 1998

On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse.
Math. Methods Oper. Res., 1998

Simulated Annealing for noisy cost functions.
J. Glob. Optim., 1996

Asymptotic Stochastic Programs.
Math. Oper. Res., 1995

Confidence sets for discrete stochastic optimization.
Ann. Oper. Res., 1995

Random Planar Shapes and Their Statistical Recognition.
Ann. Math. Artif. Intell., 1995

The limiting common distribution of two leaf heights in a random brinary tree.
RAIRO Theor. Informatics Appl., 1992

The asymptotic distribution of leaf heights in binary trees.
Graphs Comb., 1992

Gradient estimates for the performance of markov chains and discrete event processes.
Ann. Oper. Res., 1992

The entity - connection approach to modelling and simulation.
Simul., 1990

On-Line Optimization of Simulated Markovian Processes.
Math. Oper. Res., 1990

Sampling derivatives of probabilities.
Computing, 1989

Computeranimation für diskrete Ereignissimulation.
Proceedings of the Austrographics '88, 1988

Linear probing with a nonuniform address distribution.
J. ACM, 1987

Memory Conflicts in MIMD-Computers - A Performance Analysis.
Proceedings of the CONPAR 86: Conference on Algorithms and Hardware for Parallel Processing, 1986

Stochastische Modelle in der Informatik - mit einem Anhang über Simulation.
Leitfäden und Monographien der Informatik, Teubner, ISBN: 978-3-519-02259-6, 1986

Dynamic Memory Allocation - A Markovian Analysis.
Comput. J., 1984

Ein SIMULA-Modell zur Ereignissimulation von Stadtstraßennetzen.
Z. Oper. Research, 1979