• Nach Vereinbarung

• Stochastische Optimierung
• Modellierung und Optimierung von Energieproblemen
• Deterministische globale Optimierung

​​​​​​Journal papers

• Peter Kirst and Christian Füllner
  On the use of restriction of the right-hand side in spatial branch-and-bound algorithms to ensure termination
  Computational Optimization and Applications, 90: 691-720, 2025.

• Christian Füllner und Steffen Rebennack
  Stochastic Dual Dynamic Programming And Its Variants,
  SIAM Review, akzeptiert, 2024

• Christian Füllner, Peter Kirst, Hendrik Otto und Steffen Rebennack
  Feasibility verification and upper bound computation in global minimization using approximate active index sets
  INFORMS Journal on Computing, 36(6): 1737-1756, 2024

• Christian Füllner und Steffen Rebennack
  Non-convex Nested Benders Decomposition
  Mathematical Programming, 196: 987-1024, 2022
    Open Access

• Christian Füllner, Peter Kirst und Oliver Stein

  Convergent upper bounds in global minimization with nonlinear equality constraints
  Mathematical Programming, 187(1): 617-651, 2021
    Open Access

Preprints

• Christian Füllner, X. Andy Sun und Steffen Rebennack
  A new framework to generate Lagrangian cuts in multistage stochastic mixed-integer programming, 2024

• Christian Füllner, X. Andy Sun und Steffen Rebennack
  On Lipschitz regularization and Lagrangian cuts in multistage stochastic mixed-integer linear programming, 2024

Book chapters

• Christian Füllner, Shixuan Zhang, Steffen Rebennack und Xu Andy Sun
  Stochastic Dual Dynamic Integer Programming (SDDiP)
  in "Encyclopedia of Optimization", edited by Panos M. Pardalos and Oleg A. Prokopyev, Springer

• Christian Füllner und Steffen Rebennack
  Stochastic Dual Dynamic Programming (SDDP),
  in "Encyclopedia of Optimization", edited by Panos M. Pardalos und Oleg A. Prokopyev, Springer

Dissertation

• Christian Füllner, On approximating non-convex value functions in stochastic dual dynamic programming and related decomposition methods, Karlsruher Institut für Technologie, 2024

• INFORMS Annual Meeting, Seattle (USA), 2024
  Stochastic dual dynamic programming for log-linear autoregressive uncertainty
   
• European Conference on Stochastic Optimization - Computational Management Science, Stockholm (Schweden), 2024
  Nonlinear cut-sharing in SDDP for log-linear autoregressive uncertainty
   
• XVI International Conference on Stochastic Programming, Davis (USA), 2023
  Recent advances for Lagrangian cuts in multistage stochastic mixed-integer programming
   
• International Conference on Operations Research (OR 2022), Karlsruhe (Deutschland), 2022
  A new framework to generate Lagrangian cuts in multistage stochastic mixed-integer programming
   
• European Conference on Stochastic Optimization - Computational Management Science, Venedig (Italien), 2022
  A new framework to generate Lagrangian cuts in multistage stochastic mixed-integer programming
   
• International Conference on Operations Research (OR 2021), Bern (Schweiz), 2021
  Non-convex nested Benders decomposition
   
• 31st European Conference on Operational Research, Athen (Griechenland), 2021
  Non-convex nested Benders decomposition
   
• Uncertainty Workshop 2019, St. Martin (Germany), 2019
  Cut-sharing in stochastic dual dynamic programming
   
• XV International Conference on Stochastic Programming, Trondheim (Norwegen), 2019
  Cut-sharing in stochastic dual dynamic programming
   
• IFIP TC 7 Coference on System Modelling and Optimization, Essen (Deutschland), 2018
  Cut-sharing in stochastic dual dynamic programming
   
• 23rd International Symposium on Mathematical Programming, Bordeaux (Frankreich), 2018
  Convergent upper bounds in global minimization with nonlinear equality constraints