Holger Heitsch

17 papers Journal 15
YearRankTypeTitle / Venue / Authors
2025 J jnl
Optimizing the economic dispatch of weakly-connected mini-grids under uncertainty using joint chance constraints.
Ann. Oper. Res.
Nesrine Ouanes, Tatiana González Grandón, Holger Heitsch, René Henrion
2022 J jnl
On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints.
J. Glob. Optim.
Holger Heitsch, René Henrion, Thomas Kleinert, Martin Schmidt
2022 J jnl
On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints.
Math. Methods Oper. Res.
Holger Berthold, Holger Heitsch, René Henrion, Jan Schwientek
2021 J jnl
An enumerative formula for the spherical cap discrepancy.
J. Comput. Appl. Math.
Holger Heitsch, René Henrion
2020 J jnl
An enumerative formula for the spherical cap discrepancy.
CoRR
Holger Heitsch, René Henrion
2020 J jnl
Optimal Neumann Boundary Control of a Vibrating String with Uncertain Initial Data and Probabilistic Terminal Constraints.
SIAM J. Control. Optim.
M. Hassan Farshbaf-Shaker, Martin Gugat, Holger Heitsch, René Henrion
2020 J jnl
Solving joint chance constrained problems using regularization and Benders' decomposition.
Ann. Oper. Res.
Lukás Adam, Martin Branda, Holger Heitsch, René Henrion
2017 J jnl
A joint model of probabilistic/robust constraints for gas transport management in stationary networks.
Comput. Manag. Sci.
Tatiana González Grandón, Holger Heitsch, René Henrion
2016 J jnl
Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
Comput. Optim. Appl.
Holger Heitsch, Hernan Leövey, Werner Römisch
2016 J jnl
On the quantification of nomination feasibility in stationary gas networks with random load.
Math. Methods Oper. Res.
Claudia Gotzes, Holger Heitsch, René Henrion, Rüdiger Schultz
2015 — ch.
Chapter 13: Empirical observations and statistical analysis of gas demand data.
Evaluating Gas Network Capacities
Holger Heitsch, René Henrion, Hernan Leövey, Radoslava Mirkov, Andris Möller, Werner Römisch, Isabel Wegner-Specht
2015 — ch.
Chapter 14: Methods for verifying booked capacities.
Evaluating Gas Network Capacities
Christine Hayn, Holger Heitsch, René Henrion, Hernan Leövey, Andris Möller, Werner Römisch, Benjamin Hiller
2009 J jnl
Scenario tree modeling for multistage stochastic programs.
Math. Program.
Holger Heitsch, Werner Römisch
2009 J jnl
Scenario tree reduction for multistage stochastic programs.
Comput. Manag. Sci.
Holger Heitsch, Werner Römisch
2007 J jnl
A note on scenario reduction for two-stage stochastic programs.
Oper. Res. Lett.
Holger Heitsch, Werner Römisch
2006 J jnl
Stability of Multistage Stochastic Programs.
SIAM J. Optim.
Holger Heitsch, Werner Römisch, Cyrille Strugarek
2003 J jnl
Scenario Reduction Algorithms in Stochastic Programming.
Comput. Optim. Appl.
Holger Heitsch, Werner Römisch