Dr. Christian Füllner

  • Blücherstr. 17, Geb. 09.21

Office hours

  • By appointment

Research interests

  • Stochastic Optimization
  • Modeling and Optimization of Problems in the Energy Sector
  • Deterministic Global Optimization

Publications

Journal papers

 

Preprints

Book chapters

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

 

Dissertation

Presentations

  • INFORMS Annual Meeting, Seattle (USA), 2024
    Stochastic dual dynamic programming for log-linear autoregressive uncertainty
     
  • European Conference on Stochastic Optimization - Computational Management Science, Stockholm (Sweden), 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 (Germany), 2022
    A new framework to generate Lagrangian cuts in multistage stochastic mixed-integer programming
     
  • European Conference on Stochastic Optimization - Computational Management Science, Venice (Italy), 2022
    A new framework to generate Lagrangian cuts in multistage stochastic mixed-integer programming
     
  • International Conference on Operations Research (OR 2021), Bern (Switzerland), 2021
    Non-convex nested Benders decomposition
     
  • 31st European Conference on Operational Research, Athen (Greece), 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 (Norway), 2019
    Cut-sharing in stochastic dual dynamic programming
     
  • IFIP TC 7 Coference on System Modelling and Optimization, Essen (Germany), 2018
    Cut-sharing in stochastic dual dynamic programming
     
  • 23rd International Symposium on Mathematical Programming, Bordeaux (France), 2018
    Convergent upper bounds in global minimization with nonlinear equality constraints

Curriculum vitae (short version)

08/24 -  PostDoc at the Institute of Operations Research (IOR), Chair of Stochastic Optimization
10/21 - 12/21 Research Visit at Georgia Institute of Technology, Atlanta, USA
09/17 - 06/24 PhD Student at the Institute of Operations Research (IOR), Chair of Stochastic Optimization
09/17 - 02/24 Research Associate at the Institute of Operations Research (IOR), Chair of Stochastic Optimization
10/14 - 07/17

Industrial Engineering and Management at the Karlsruhe Institute of Technology (KIT), Degree: M.Sc., (with distinction)

Master's thesis: "Deterministic Upper Bounds in Global Minimization with Nonlinear Equality Constraints", Supervisor: Prof. Dr. Oliver Stein
10/11 - 10/14 Industrial Engineering and Management at the Karlsruhe Institute of Technology (KIT), Degree: B.Sc.

 

Current teaching
title type semester