Research output per year
Research output per year
Personal profile
Curriculum Vitae
Associate Professor, WU, Institute for Statistics and Mathematics
2016 → 2017
Habilitation in Financial Mathematics, Vienna University of Economics and Business
2016
Assistant Professor, WU, Institute for Statistics and Mathematics
2015 → 2016
PhD, Martin-Luther Universität Wittenberg-Halle
2002 → 2006
Master in Financial Mathematics, Martin-Luther Universität Wittenberg-Halle
1996 → 2002
External positions
Assistant Professor, Academic Advising, ORFE, Princeton University
2006 → 2015
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Publications
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Approximations of unbounded convex projections and unbounded convex sets
Kováčová, G. & Rudloff, B., Apr 2025, In: Journal of Global Optimization. 91, 4, p. 787-805 19 p.Publication: Scientific journal › Journal article › peer-review
Open Access -
Set-valued intrinsic measure of systemic risk
Hlavinova, J., Rudloff, B. & Smirnow, A., 21 Apr 2025, (E-pub ahead of print) In: International Journal of Theoretical and Applied Finance. 2450025.Publication: Scientific journal › Journal article › peer-review
Open Access -
Approximating the Set of Nash Equilibria for Convex Games
Feinstein, Z., Hey, N. & Rudloff, B., 2024, (E-pub ahead of print) In: Operations Research.Publication: Scientific journal › Journal article › peer-review
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Deep learning the efficient frontier of convex vector optimization problems
Feinstein, Z. & Rudloff, B., Oct 2024, In: Journal of Global Optimization. 90, 2, p. 429-458 30 p.Publication: Scientific journal › Journal article › peer-review
Open Access -
Algorithms to solve unbounded convex vector optimization problems.
Wagner, A., Ulus, F., Rudloff, B., Kovacova, G. & Hey, N., 2023, In: SIAM Journal on Optimization. 33, 4, p. 2598-2624Publication: Scientific journal › Journal article › peer-review
Activities
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Conference 'Set Optimization for Applications', Bilkent University, Ankara
Rudloff, B. (Organiser)
2022Activity: Event participation/organisation › Organisation of conference/workshop/congress
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INFORMS (External organisation)
Rudloff, B. (Member)
2022Activity: Membership/function › Membership in Association/Society/Network
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Vienna University of Economics and Business (Organisational unit)
Rudloff, B. (Member)
2022Activity: Membership/function › Habilitation committee
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Vienna University of Economics and Business (Organisational unit)
Rudloff, B. (Member)
2022Activity: Membership/function › Appointment committee
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A Set-Valued Bellman Principle
Rudloff, B. (Speaker)
26 Oct 2021Activity: Talk or presentation › Science to science
Projects
- 2 Finished
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Vienna Graduate School on Computational Optimization
Rudloff, B. (PI - Project head) & Hey, N. (Researcher)
1/10/20 → 30/09/24
Project: Research funding
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Dynamic measures of systemic risk
Rudloff, B. (PI - Project head), Diem, C. (Researcher) & Johnson, K. (Researcher)
1/03/19 → 28/02/23
Project: Research funding
Prizes
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OeNB Research grant: Dynamic measures of systemic risk, PI, 170.000,- Euro
Rudloff, B. (Recipient), 2019
Prize
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