A simple procedure for optimal load dispatch using parametric programming. - P. Kleinmann; Rüdiger Schultz (ZOR Methods Model. Oper. Res., 1990)

Stability analysis for stochastic programs. - Werner Römisch; Rüdiger Schultz (Ann. Oper. Res., 1991)

Distribution sensitivity in stochastic programming. - Werner Römisch; Rüdiger Schultz (Math. Program., 1991)

Some applications of mathematical programming techniques in optimal power dispatch. - J. Guddat; Werner Römisch; Rüdiger Schultz (Computing, 1992)

Stability of Solutions for Stochastic Programs with Complete Recourse. - Werner Römisch; Rüdiger Schultz (Math. Oper. Res., 1993)

Continuity Properties of Expectation Functions in Stochastic Integer Programming. - Rüdiger Schultz (Math. Oper. Res., 1993)

A simple recourse model for power dispatch under uncertain demand. - Nicole Gröwe; Werner Römisch; Rüdiger Schultz (Ann. Oper. Res., 1995)

On structure and stability in stochastic programs with random technology matrix and complete integer recourse. - Rüdiger Schultz (Math. Program., 1995)

Lipschitz Stability for Stochastic Programs with Complete Recourse. - Werner Römisch; Rüdiger Schultz (SIAM J. Optim., 1996)

Rates of Convergence in Stochastic Programs with Complete Integer Recourse. - Rüdiger Schultz (SIAM J. Optim., 1996)

On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse. - Georg Ch. Pflug; Andrzej Ruszczynski; Rüdiger Schultz (Math. Methods Oper. Res., 1998)

On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions. - Georg Ch. Pflug; Andrzej Ruszczynski; Rüdiger Schultz (Math. Oper. Res., 1998)

Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions. - Rüdiger Schultz; Leen Stougie; Maarten H. van der Vlerk (Math. Program., 1998)

Dual decomposition in stochastic integer programming. - Claus C. Carøe; Rüdiger Schultz (Oper. Res. Lett., 1999)

Unit commitment in power generation - a basic model and some extensions. - Ralf Gollmer; Matthias P. Nowak; Werner Römisch; Rüdiger Schultz (Ann. Oper. Res., 2000)

Some Aspects of Stability in Stochastic Programming. - Rüdiger Schultz (Ann. Oper. Res., 2000)

Mixed-Integer Value Functions in Stochastic Programming. - Rüdiger Schultz (Combinatorial Optimization, 2001)

Probability Objectives in Stochastic Programs with Recourse. - Rüdiger Schultz (System Modelling and Optimization, 2001)

Preface. - Michael Jünger; Rüdiger Schultz; Robert Weismantel (Math. Methods Oper. Res., 2002)

Applied Stochastic Integer Programming: Scheduling in the Processing Industries. - Guido Sand; Sebastian Engell; Andreas Märkert; Rüdiger Schultz (HPSC, 2003)

Applying the Minimum Risk Criterion in Stochastic Recourse Programs. - Morten Riis; Rüdiger Schultz (Comput. Optim. Appl., 2003)

Decomposition of test sets in stochastic integer programming. - Raymond Hemmecke; Rüdiger Schultz (Math. Program., 2003)

Stochastic programming with integer variables. - Rüdiger Schultz (Math. Program., 2003)

Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse. - Rüdiger Schultz; Stephan Tiedemann (SIAM J. Optim., 2003)

05031 Abstracts Collection - Algorithms for Optimization with Incomplete Information. - Susanne Albers; Rolf H. Möhring; Georg Ch. Pflug; Rüdiger Schultz (Algorithms for Optimization with Incomplete Information, 2005)

05031 Summary– Algorithms for Optimization with Incomplete Information. - Susanne Albers; Rolf H. Möhring; Georg Ch. Pflug; Rüdiger Schultz (Algorithms for Optimization with Incomplete Information, 2005)

On deviation measures in stochastic integer programming. - Andreas Märkert; Rüdiger Schultz (Oper. Res. Lett., 2005)

Preface. - Werner Römisch; Rüdiger Schultz (Ann. Oper. Res., 2006)

Unit commitment in electricity pool markets. - Andy Philpott; Rüdiger Schultz (Math. Program., 2006)

Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse. - Rüdiger Schultz; Stephan Tiedemann (Math. Program., 2006)

Stochastic programs with dominance contraints induced by mixed-integer linear recourse. - Ralf Gollmer; Uwe Gotzes; Frederike Neise; Rüdiger Schultz (CTW, 2007)

Two-Stage Stochastic Programs with Mixed Probabilities. - Paul Bosch; Alejandro Jofré; Rüdiger Schultz (SIAM J. Optim., 2007)

Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse. - Ralf Gollmer; Frederike Neise; Rüdiger Schultz (SIAM J. Optim., 2008)

Decomposition Methods for Stochastic Integer Programs with Dominance Constraints. - Rüdiger Schultz (CTW, 2009)

Risk aversion for an electricity retailer with second-order stochastic dominance constraints. - Miguel Carrión; Uwe Gotzes; Rüdiger Schultz (Comput. Manag. Sci., 2009)

Preface on CTW 2006. - Ulrich Faigle; Rainer Schrader; Rüdiger Schultz (Math. Methods Oper. Res., 2009)

Risk neutral and risk averse power optimization in electricity networks with dispersed generation. - Sebastian Kuhn; Rüdiger Schultz (Math. Methods Oper. Res., 2009)

Shape Optimization Under Uncertainty—A Stochastic Programming Perspective. - Sergio Conti; Harald Held; Martin Pach; Martin Rumpf; Rüdiger Schultz (SIAM J. Optim., 2009)

Stochastic Integer Programming: Continuity, Stability, Rates of Convergence. - Rüdiger Schultz (Encyclopedia of Optimization, 2009)

An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse. - Dimitri Drapkin; Rüdiger Schultz (Discret. Appl. Math., 2010)

A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse. - Ralf Gollmer; Uwe Gotzes; Rüdiger Schultz (Math. Program., 2011)

Risk Averse Shape Optimization. - Sergio Conti; Harald Held; Martin Pach; Martin Rumpf; Rüdiger Schultz (SIAM J. Control. Optim., 2011)

On Shape Optimization with Stochastic Loadings. - Pradeep Atwal; Sergio Conti; Benedict Geihe; Martin Pach; Martin Rumpf; Rüdiger Schultz (Constrained Optimization and Optimal Control for Partial Differential Equations, 2012)

Risk averse elastic shape optimization with parametrized fine scale geometry. - Benedict Geihe; Martin Lenz; Martin Rumpf; Rüdiger Schultz (Math. Program., 2013)

Chapter 8: The reduced NLP heuristic. - Ralf Gollmer; Rüdiger Schultz; Claudia Stangl (Evaluating Gas Network Capacities, 2015)

Computations in stochastic programming. - Rüdiger Schultz (Comput. Manag. Sci., 2015)

Editorial, Volume 12, Issue 4, 2015. - Rüdiger Schultz (Comput. Manag. Sci., 2015)

Validation of nominations in gas network optimization: models, methods, and solutions. - Marc E. Pfetsch; Armin Fügenschuh; Björn Geißler; Nina Geißler; Ralf Gollmer; Benjamin Hiller; Jesco Humpola; Thorsten Koch; Thomas Lehmann 003; Alexander Martin 001; Antonio Morsi; Jessica Rövekamp; et al. (Optim. Methods Softw., 2015)

Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints. - Matthias Claus; Rüdiger Schultz (SIAM J. Optim., 2015)

On the quantification of nomination feasibility in stationary gas networks with random load. - Claudia Gotzes; Holger Heitsch; René Henrion; Rüdiger Schultz (Math. Methods Oper. Res., 2016)

Quantitative solutions for future energy systems and markets. - Johann L. Hurink; Rüdiger Schultz; David Wozabal (OR Spectr., 2016)

A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound. - Ward Romeijnders; Rüdiger Schultz; Maarten H. van der Vlerk; Willem K. Klein Haneveld (SIAM J. Optim., 2016)

Unit commitment under uncertainty in AC transmission systems via risk averse semidefinite stochastic Programs. - Rüdiger Schultz; Tobias Wollenberg (RAIRO Oper. Res., 2017)

Weak Continuity of Risk Functionals with Applications to Stochastic Programming. - Matthias Claus; Volker Krätschmer; Rüdiger Schultz (SIAM J. Optim., 2017)

Strong convexity in risk-averse stochastic programs with complete recourse. - Matthias Claus; Rüdiger Schultz; Kai Spürkel (Comput. Manag. Sci., 2018)

The stochastic programming heritage of Maarten van der Vlerk. - David P. Morton; Ward Romeijnders; Rüdiger Schultz; Leen Stougie (Comput. Manag. Sci., 2018)

Stochastic Dominance Constraints in Elastic Shape Optimization. - Sergio Conti; Martin Rumpf; Rüdiger Schultz; Sascha Tölkes (SIAM J. Control. Optim., 2018)

Boundary Feedback Stabilization of the Isothermal Euler Equations with Uncertain Boundary Data. - Martin Gugat; Rüdiger Schultz (SIAM J. Control. Optim., 2018)

Convexity and starshapedness of feasible sets in stationary flow networks. - Martin Gugat; Rüdiger Schultz; Michael Schuster (Networks Heterog. Media, 2020)

Recent advances in applied optimization under uncertainty. - Stein-Erik Fleten; Rüdiger Schultz (Comput. Manag. Sci., 2021)

A pessimistic bilevel stochastic problem for elastic shape optimization. - Johanna Burtscheidt; Matthias Claus; Sergio Conti; Martin Rumpf; Josua Sassen; Rüdiger Schultz (Math. Program., 2023)