Gerd Infanger Professor (Consulting) Management Science and Engineering Office: Terman 324 | Fax: 650-723-1614 Email: infanger @ stanford.edu

Book:

G. Infanger (1994): Planning Under Uncertainty--Solving Large-Scale Stochastic Linear Programs, The Scientific Press Series, Boyd & Fraser.

Publications:

• G. Infanger (2000): Managing Risk using Multi-Stage Stochastic Optimization, The Institute for Quantitative Research in Finance (``the Q-Group''), INQUIRE--United Kingdom, and INQUIRE--Europe, Proceedings of the Autumn 2000 Joint Conference.
• G.B. Dantzig and G. Infanger (1997): Stochastic Intelligent Control and Optimization under Uncertainty with Application to Hydro-Power Systems, European Journal of Operations Research, pp. 396-407.
• G. Infanger and D. Morton (1996): Cut Sharing for Multistage Stochastic Linear Programs with Interstage Dependency , Mathematical Programming, 75, pp. 241-256.
• G.B. Dantzig and G. Infanger (1994): Modeling under Uncertainty, in: T.A. Kuczmovski, J.P. Weyant (Eds.): Handbook of Energy-Economic Modeling, Pergamon.
• G.B. Dantzig and G. Infanger (1994): Planning under Uncertainty, SIAG/OPT News and Views, No. 3, pp. 3-10.
• G.B. Dantzig and G. Infanger (1992): Approaches to Stochastic Programming with Applications to Electric Power Systems, in: K. Frauendorfer, H. Glavitsch, R. Bacher (Eds.): Optimization in Planning and Operation of Electric Power Systems, Lecture Notes of the SVOR/ASRO Tutorial, Thun, Switzerland, Physica Verlag, pp. 125-138.
• G.B. Dantzig and G. Infanger (1993): Multi-Stage Stochastic Linear Programs for Portfolio Optimization, Annals of Operations Research, Vol. 45, pp. 59-76.
• G.B. Dantzig and G. Infanger (1991): Multi-Stage Stochastic Linear Programs for Portfolio Optimization, Proceedings of the Third RAMP (Research Association of Mathematical Programming) Symposium, Tokyo, November 1991, pp. 63-83.
• G.B. Dantzig and G. Infanger (1992): Large-Scale Stochastic Linear Programs: Importance Sampling and Benders Decomposition, in: C. Brezinski, U. Kulisch (Eds.): Computational and Applied Mathematics I--Algorithms and Theory, Proceedings of the 13th IMACS World Congress, Dublin, Ireland, July 1991, North Holland, pp. 111-120.
• G. Infanger (1993): Monte Carlo (Importance) Sampling within a Benders Decomposition Algorithm for Stochastic Linear Programs, in: T. A. Ciriani and R.C. Leachman (Eds.): Optimization in Industry, John Wiley & Sons, pp. 37-61.
• G. Infanger (1992): Monte Carlo (Importance) Sampling within a Benders Decomposition Algorithm for Stochastic Linear Programs, Annals of Operations Research, Vol. 39, pp. 41-67.
• P. Harhammer, G. Infanger (1990): Energy Operation Planning, Proceedings of The Tenth Power Systems Computation Conference, Graz, Austria, pp. 631-637.
• W. Labys, T. Kuczmovski, G. Infanger (1994): Special Programming Models, in: T.A. Kuczmowski, J.P. Weyant (Eds.): Handbook of Energy-Economic Modeling, Pergamon.
• W. Labys, T. Kuczmovski, G. Infanger (1990): Special Programming Models, Energy, The International Journal, July-August 1990, Vol. 15, No. 7/8, pp. 607-617.
• R. Entriken, G. Infanger (1990): Decomposition and Importance Sampling for Stochastic Linear Programming Models, Energy, The International Journal, July-August 1990, Vol. 15, No. 7/8, pp. 645-659.
• P. Jansen, K. Friedrich, G. Infanger, H. Brötzenberger (1990): Strategies of District Heating and Gas Supply in Communities. Aspects of Multiple Objectives Especially the Environment, District Heating, Fernwärme International, Chauffage urbain, Vol. 19, 2/90, pp. 94-101.
• P. Jansen, K. Friedrich, G. Infanger, H. Brötzenberger (1989): Strategies of District Heating and Gas Supply in Communities. Aspects of Multiple Objectives Especially the Environment, Proceedings of the 14th World Energy Conference, Montreal, September 1989, Chapter 3.5.9.
• P. Harhammer, G. Infanger (1989): Decision Support System--Operation Planning, International Journal of Electrical Power and Energy Systems, Vol. 11, No.3, pp. 155-160.
• G. Infanger, F. Wirl (1988): Impacts of a Nuclear Power Moratorium in the FRG, Methods of Operations Research 58, pp. 543-554.
• F. Wirl, G. Infanger, E. Unterwurzacher (1987): Planning of Production under Environmental Constraints, Engineering Costs and Production Economics 12, pp. 299-305.
• F. Wirl, G. Infanger (1985): The Prospects of Energy Conservation: A Different Approach to the Fuel Demand for Space Heating, Empirica 2, pp. 227-245.

• G Infanger (1999): GAMS/DECIS User's Guide, Gams Development Corporation, 1217 Potomac Street, NW, Washington, DC 20007.
• G. Infanger (1999): Managing Risk using Multi-Stage Stochastic Optimization, Report SOL 99-2, Dept of Engineering-Economic Systems and Operations Research, Stanford University, CA.
• G. Infanger (1997): DECIS User's Guide (Preliminary), Dr. Gerd Infanger, 1590 Escondido Way, Belmont, CA 94002.
• G.B. Dantzig and G. Infanger (1995): A Probabilistic Lower Bound for Two-Stage Stochastic Programs, Report SOL 95-6, Dept of Operations Research, Stanford University, CA.
• G. Infanger (1995): Scheduling Using Relaxation and Decomposition, Report SOL 95-2, Dept of Operations Research, Stanford University, CA.
• G. Infanger and D. Morton (1994): Inter-stage Dependency in Multistage Stochastic Linear Programming, Report SOL 94-2, Dept of Operations Research, Stanford University, CA.
• G.B. Dantzig and G. Infanger (1994): Stochastic Intelligent Control--Optimization under Uncertainty for the Control of Hydro-Power Systems, Report SOL 94-1, Dept of Operations Research, Stanford University, CA.
• G. Infanger (1993): Decomposition and (Importance) Sampling Techniques for Multi-Stage Stochastic Linear Programs, Report SOL 93-7, Dept of Operations Research, Stanford University, CA.
• G. Infanger (1992): Planning under Uncertainty--Solving Large-Scale Stochastic Linear Programs, Report SOL 92-8, Dept of Operations Research, Stanford University, CA.
• M. Avriel, G.B. Dantzig and G. Infanger (1992): The DIA Equity Portfolio Optimizer, User's Manual, DIA Associates, 821 Tolman Drive, Stanford, CA 94305.
• G.B. Dantzig and G. Infanger (1991): Multi-Stage Stochastic Linear Programs for Portfolio Optimization, Report SOL 91-11, Dept of Operations Research, Stanford University, CA.
• G.B. Dantzig, J.K. Ho and G. Infanger (1991): Solving Stochastic Linear Programs on a Hypercube Multicomputer, Report SOL 91-10, Dept of Operations Research, Stanford University, CA.
• G. Infanger (1991): Monte Carlo (Importance) Sampling within a Benders Decomposition Algorithm for Stochastic Linear Programs, Extended Version: Including Large-Scale Results, Report SOL 91-6, Dept of Operations Research, Stanford University, CA.
• G.B. Dantzig and G. Infanger (1991): Large-Scale Stochastic Linear Programs: Importance Sampling and Benders Decomposition, Report SOL 91-4, Dept of Operations Research, Stanford University, CA.
• R. Entriken, G. Infanger (1990): Decomposition and Importance Sampling for Stochastic Linear Models, Report, IBM Thomas J. Watson Research Center, Yorktown Heights, New York.
• G. Infanger (1990): Monte Carlo (Importance) Sampling within a Benders, Decomposition Algorithm for Stochastic Linear Programs, Report SOL 89-13R, Dept of Operations Research, Stanford University, CA.
• G. Infanger (1989): Monte Carlo (Importance) Sampling within a Benders, Decomposition Algorithm for Stochastic Linear Programs, Report SOL 89-13, Dept of Operations Research, Stanford University, CA.
• P. Jansen, G. Infanger, F. Wirl (1989): Energiesysteme aus der Sicht verschiedener Ziele, Institut für Energiewirtschaft, Vienna University of Technology, Austria.
• G. Infanger (1989): Ein Modell zur Ausbauplanung von Elektrizitäts und Fernwärmeversorgungssystemen auf Basis zeitvariabler Lastsituationen, Institut für Energiewirtschaft, Vienna University of Technology, Austria.
• G. Infanger (1988): ``Abschlu bericht: Betriebsplanungs und Ausbauplanungsmodell STEWEAG", Internal Report IBM APDC Austria, Vienna.
• G. Infanger (1986): ``Investitionsstrategien der Endverbraucher zur Minimierung der Heizkosten von Gebäuden'' (Dissertation), Report, Institut für Energiewirtschaft, Vienna University of Technology, Austria.
• P. Jansen, G. Infanger, F. Wirl (1984): Analyse von Ökonomischen und Administrativen Rückwirkungen des Energiesparens, Technical Report, Institut für Energiewirtschaft, Vienna University of Technology, Austria.