Georg Ch. Pflug
Orcid: 0000-0001-8215-3550
According to our database1,
Georg Ch. Pflug
authored at least 77 papers
between 1979 and 2023.
Collaborative distances:
Collaborative distances:
Timeline
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Online presence:
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on zbmath.org
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on orcid.org
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on id.loc.gov
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on d-nb.info
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Bibliography
2023
Quantification of Loss of Access to Critical Services during Floods in Greater Jakarta: Integrating Social, Geospatial, and Network Perspectives.
Remote. Sens., November, 2023
Multistage stochastic decision problems: Approximation by recursive structures and ambiguity modeling.
Eur. J. Oper. Res., 2023
2022
2021
Post-disaster recovery in industrial sectors: A Markov process analysis of multiple lifeline disruptions.
Reliab. Eng. Syst. Saf., 2021
2020
ScenTrees.jl: A Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Programming.
J. Open Source Softw., 2020
Int. J. Bio Inspired Comput., 2020
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties.
Eur. J. Oper. Res., 2020
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
2019
Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs.
SIAM J. Optim., 2019
SIAM J. Optim., 2019
Incorporating statistical model error into the calculation of acceptability prices of contingent claims.
Math. Program., 2019
2018
Emerging and innovative OR applications: a special issue in honor of Walter J. Gutjahr.
Central Eur. J. Oper. Res., 2018
2016
From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties.
SIAM J. Optim., 2016
Math. Oper. Res., 2016
Eur. J. Oper. Res., 2016
Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence.
Central Eur. J. Oper. Res., 2016
2015
Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices.
Proceedings of the Operations Research Proceedings 2015, 2015
2014
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
Comput. Manag. Sci., 2014
Stochastic vs deterministic programming in water management: the value of flexibility.
Ann. Oper. Res., 2014
2012
2010
ACM Trans. Model. Comput. Simul., 2010
2009
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009
SIAM J. Optim., 2009
Comput. Manag. Sci., 2009
Ann. Oper. Res., 2009
2008
Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices.
Proceedings of the Computational Science, 2008
2007
Financial scenario generation for stochastic multi-stage decision processes as facility location problems.
Ann. Oper. Res., 2007
2006
2005
Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design.
SIAM J. Optim., 2005
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets.
Proceedings of the System Modeling and Optimization, 2005
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
2003
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
2002
Proceedings of the Computational Science - ICCS 2002, 2002
2001
Scenario tree generation for multiperiod financial optimization by optimal discretization.
Math. Program., 2001
Proceedings of the Digital Image Analysis - Selected Techniques and Applications, 2001
2000
Parallel Comput., 2000
Ann. Oper. Res., 2000
1999
Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound.
Eur. J. Oper. Res., 1999
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
1996
1995
Ann. Math. Artif. Intell., 1995
1992
RAIRO Theor. Informatics Appl., 1992
Gradient estimates for the performance of markov chains and discrete event processes.
Ann. Oper. Res., 1992
1990
1989
1988
Proceedings of the Austrographics '88, 1988
1987
1986
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
1984
1979
Z. Oper. Research, 1979