Birgit Rudloff

According to our database, Birgit Rudloff authored at least 16 papers between 2014 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2024

Deep learning the efficient frontier of convex vector optimization problems.

Zachary Feinstein, Birgit Rudloff

J. Glob. Optim., October, 2024

Technical Note - Characterizing and Computing the Set of Nash Equilibria via Vector Optimization.

Zachary Feinstein, Birgit Rudloff

Oper. Res., 2024

2023

Algorithms to Solve Unbounded Convex Vector Optimization Problems.

Andrea Wagner, Firdevs Ulus, Birgit Rudloff, Gabriela Kovácová, Niklas Hey

SIAM J. Optim., December, 2023

2022

Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums.

Zachary Feinstein, Birgit Rudloff, Jianfeng Zhang

Math. Oper. Res., 2022

Scalar Multivariate Risk Measures with a Single Eligible Asset.

Zachary Feinstein, Birgit Rudloff

Math. Oper. Res., 2022

Convex projection and convex multi-objective optimization.

Gabriela Kovácová, Birgit Rudloff

J. Glob. Optim., 2022

2021

Time Consistency of the Mean-Risk Problem.

Gabriela Kovácová, Birgit Rudloff

Oper. Res., 2021

2018

Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities.

Zachary Feinstein, Weijie Pang, Birgit Rudloff, Eric Schaanning, Stephan Sturm, Mackenzie Wildman

SIAM J. Financial Math., 2018

2017

Measures of Systemic Risk.

Zachary Feinstein, Birgit Rudloff, Stefan Weber

SIAM J. Financial Math., 2017

A parametric simplex algorithm for linear vector optimization problems.

Birgit Rudloff, Firdevs Ulus, Robert J. Vanderbei

Math. Program., 2017

A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle.

Zachary Feinstein, Birgit Rudloff

J. Glob. Optim., 2017

2015

Multi-portfolio time consistency for set-valued convex and coherent risk measures.

Zachary Feinstein, Birgit Rudloff

Finance Stochastics, 2015

On the dual of the solvency cone.

Andreas Löhne, Birgit Rudloff

Discret. Appl. Math., 2015

2014

Primal and dual approximation algorithms for convex vector optimization problems.

Andreas Löhne, Birgit Rudloff, Firdevs Ulus

J. Glob. Optim., 2014

Benson type algorithms for linear vector optimization and applications.

Andreas H. Hamel, Andreas Löhne, Birgit Rudloff

J. Glob. Optim., 2014

Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences.

Birgit Rudloff, Alexandre Street, Davi Michel Valladão

Eur. J. Oper. Res., 2014