2 papers
math.OC2018
On Risk-Averse Stochastic Semidefinite Programs with Continuous Recourse
Matthias Claus, Rüdiger Schultz, Kai Spürkel +1
The vast majority of the literature on stochastic semidefinite programs (stochastic SDPs) with recourse is concerned with risk-neutral models. In this paper, we introduce mean-risk…
math.AP2017
Boundary feedback stabilization of the isothermal Euler-equations with uncertain boundary data
Martin Gugat, Rüdiger Schultz
In a gas transport system, the customer behavior is uncertain. Motivated by this situation, we consider a boundary stabilization problem for the flow through a gas pipeline, where…