Georg Pflug
Emeritus Research Scholar
Systemic Risk and Resilience Research Group
Advancing Systems Analysis Program
Publications
Gutjahr, W. & Pflug, G.C. (1996). Simulated annealing for noisy cost functions. Journal of Global Optimization 1-13.
Pflug, G.C. (1996). Simulation and sensitivity estimation. In: Optimization of Stochastic Models. pp. 211-279 USA: Springer Verlag. 10.1007/978-1-4613-1449-3_4.
Pflug, G.C. (1996). Stochastic approximation. In: Optimization of Stochastic Models. pp. 281-322 USA: Springer Verlag. ISBN 978-1-4613-1449-3 10.1007/978-1-4613-1449-3_5.
Pflug, G.C. , Ruszczynski, A., & Schultz, R. (1995). On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-003
Pflug, G.C. (1995). Asymptotic stochastic programs. Mathematics of Operations Research 20 (4) 769-789.