![](https://dblp1.uni-trier.de/img/logo.ua.320x120.png)
![](https://dblp1.uni-trier.de/img/dropdown.dark.16x16.png)
![](https://dblp1.uni-trier.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp1.uni-trier.de/img/search.dark.16x16.png)
![search dblp](https://dblp1.uni-trier.de/img/search.dark.16x16.png)
default search action
Birgit Rudloff
Person information
- affiliation: Wirtschaftsuniversität Wien, Austria
Refine list
![note](https://dblp1.uni-trier.de/img/note-mark.dark.12x12.png)
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2023
- [j14]Andrea Wagner, Firdevs Ulus
, Birgit Rudloff
, Gabriela Kovácová
, Niklas Hey:
Algorithms to Solve Unbounded Convex Vector Optimization Problems. SIAM J. Optim. 33(4): 2598-2624 (2023) - 2022
- [j13]Gabriela Kovácová
, Birgit Rudloff
:
Convex projection and convex multi-objective optimization. J. Glob. Optim. 83(2): 301-327 (2022) - [j12]Zachary Feinstein
, Birgit Rudloff
, Jianfeng Zhang
:
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums. Math. Oper. Res. 47(1): 616-642 (2022) - [j11]Zachary Feinstein
, Birgit Rudloff
:
Scalar Multivariate Risk Measures with a Single Eligible Asset. Math. Oper. Res. 47(2): 899-922 (2022) - 2021
- [j10]Gabriela Kovácová
, Birgit Rudloff
:
Time Consistency of the Mean-Risk Problem. Oper. Res. 69(4): 1100-1117 (2021)
2010 – 2019
- 2018
- [j9]Zachary Feinstein
, Weijie Pang
, Birgit Rudloff
, Eric Schaanning
, Stephan Sturm
, Mackenzie Wildman
:
Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities. SIAM J. Financial Math. 9(4): 1286-1325 (2018) - 2017
- [j8]Zachary Feinstein
, Birgit Rudloff
:
A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle. J. Glob. Optim. 68(1): 47-69 (2017) - [j7]Birgit Rudloff
, Firdevs Ulus
, Robert J. Vanderbei:
A parametric simplex algorithm for linear vector optimization problems. Math. Program. 163(1-2): 213-242 (2017) - [j6]Zachary Feinstein
, Birgit Rudloff
, Stefan Weber
:
Measures of Systemic Risk. SIAM J. Financial Math. 8(1): 672-708 (2017) - 2015
- [j5]Andreas Löhne, Birgit Rudloff
:
On the dual of the solvency cone. Discret. Appl. Math. 186: 176-185 (2015) - [j4]Zachary Feinstein
, Birgit Rudloff
:
Multi-portfolio time consistency for set-valued convex and coherent risk measures. Finance Stochastics 19(1): 67-107 (2015) - 2014
- [j3]Birgit Rudloff, Alexandre Street
, Davi Michel Valladão:
Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences. Eur. J. Oper. Res. 234(3): 743-750 (2014) - [j2]Andreas H. Hamel, Andreas Löhne, Birgit Rudloff:
Benson type algorithms for linear vector optimization and applications. J. Glob. Optim. 59(4): 811-836 (2014) - [j1]Andreas Löhne, Birgit Rudloff, Firdevs Ulus
:
Primal and dual approximation algorithms for convex vector optimization problems. J. Glob. Optim. 60(4): 713-736 (2014)
Coauthor Index
![](https://dblp1.uni-trier.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-04-24 23:16 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint