René Henrion

55 papers Misc 1Journal 47Unranked 4
YearRankTypeTitle / Venue / Authors
2025 J jnl
New Trends in Optimization, Control, and Their Applications: Guest Editorial.
J. Optim. Theory Appl.
Heinz Bauschke, Giovanni Colombo, René Henrion, Dao Nguyen
2025 J jnl
Numerical Solution of an Optimal Control Problem with Probabilistic and Almost Sure State Constraints.
J. Optim. Theory Appl.
Caroline Geiersbach, René Henrion, Pedro Pérez-Aros
2025 J jnl
Optimal Control under Uncertainty with Joint Chance State Constraints: Almost-Everywhere Bounds, Variance Reduction, and Application to (Bi)linear Elliptic PDEs.
SIAM/ASA J. Uncertain. Quantification
René Henrion, Georg Stadler, Florian Wechsung
2025 J jnl
Optimality Conditions in Control Problems with Random State Constraints in Probabilistic or Almost Sure Form.
Math. Oper. Res.
Caroline Geiersbach, René Henrion
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
2024 J jnl
Optimal control under uncertainty with joint chance state constraints: almost-everywhere bounds, variance reduction, and application to (bi-)linear elliptic PDEs.
CoRR
René Henrion, Georg Stadler, Florian Wechsung
2022 J jnl
An agricultural investment problem subject to probabilistic constraints.
Comput. Manag. Sci.
Kawtar El Karfi, René Henrion, Driss Mentagui
2022 J jnl
Dynamic probabilistic constraints under continuous random distributions.
Math. Program.
Tatiana González Grandón, René Henrion, Pedro Pérez-Aros
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
2022 J jnl
Problem-based optimal scenario generation and reduction in stochastic programming.
Math. Program.
René Henrion, Werner Römisch
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
2019 J jnl
Boris S. Mordukhovich: Variational analysis and applications - Springer, Cham, 2018, 622 pp.
Optim. Lett.
René Henrion
2019 J jnl
Subdifferential characterization of probability functions under Gaussian distribution.
Math. Program.
Abderrahim Hantoute, René Henrion, Pedro Pérez-Aros
2018 J jnl
On M-stationarity conditions in MPECs and the associated qualification conditions.
Math. Program.
Lukás Adam, René Henrion, Jirí V. Outrata
2017 J jnl
(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution.
SIAM/ASA J. Uncertain. Quantification
Wim van Ackooij, 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
2017 J jnl
Joint dynamic probabilistic constraints with projected linear decision rules.
Optim. Methods Softw.
Vincent Guigues, René Henrion
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
2016 J jnl
Outer Limit of Subdifferentials and Calmness Moduli in Linear and Nonlinear Programming.
J. Optim. Theory Appl.
María J. Cánovas, René Henrion, Marco A. López, Juan Parra
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
2015 J jnl
Probabilistic constraints via SQP solver: application to a renewable energy management problem.
Comput. Manag. Sci.
Ingo Bremer, René Henrion, Andris Möller
2014 J jnl
Conditioning of linear-quadratic two-stage stochastic optimization problems.
Math. Program.
Konstantin Emich, René Henrion, Werner Römisch
2014 J jnl
Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions.
SIAM J. Optim.
Wim van Ackooij, René Henrion
2013 J jnl
Some Remarks on Stability of Generalized Equations.
J. Optim. Theory Appl.
René Henrion, Alexander Y. Kruger, Jirí V. Outrata
2013 Misc conf
Task assignment, sequencing and path-planning in robotic welding cells.
MMAR
Chantal Landry, René Henrion, Dietmar Hömberg, Martin Skutella, Wolfgang Welz
2012 J jnl
A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution.
Math. Oper. Res.
René Henrion, Andris Möller
2012 J jnl
On regular coderivatives in parametric equilibria with non-unique multipliers.
Math. Program.
René Henrion, Jirí V. Outrata, Thomas M. Surowiec
2011 — conf
A Critical Note on Empirical (Sample Average, Monte Carlo) Approximation of Solutions to Chance Constrained Programs.
System Modelling and Optimization
René Henrion
2011 — conf
About error bounds in metric spaces.
OR
Marian J. Fabian, René Henrion, Alexander Y. Kruger, Jirí V. Outrata
2011 J jnl
On joint probabilistic constraints with Gaussian coefficient matrix.
Oper. Res. Lett.
Wim van Ackooij, René Henrion, Andris Möller, Riadh Zorgati
2011 — conf
Path-Planning with Collision Avoidance in Automotive Industry.
System Modelling and Optimization
Chantal Landry, Matthias Gerdts, René Henrion, Dietmar Hömberg
2010 J jnl
A Note on the Relation Between Strong and M-Stationarity for a Class of Mathematical Programs with Equilibrium Constraints.
Kybernetika
René Henrion, Jirí V. Outrata, Thomas M. Surowiec
2010 J jnl
A model for dynamic chance constraints in hydro power reservoir management.
Eur. J. Oper. Res.
L. Andrieu, René Henrion, Werner Römisch
2010 J jnl
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions.
Ann. Oper. Res.
René Henrion, Werner Römisch
2010 J jnl
On probabilistic constraints induced by rectangular sets and multivariate normal distributions.
Math. Methods Oper. Res.
Wim van Ackooij, René Henrion, Andris Möller, Riadh Zorgati
2010 J jnl
Second-Order Analysis of Polyhedral Systems in Finite and Infinite Dimensions with Applications to Robust Stability of Variational Inequalities.
SIAM J. Optim.
René Henrion, Boris S. Mordukhovich, Nguyen Mau Nam
2009 J jnl
Scenario reduction in stochastic programming with respect to discrepancy distances.
Comput. Optim. Appl.
René Henrion, Christian Küchler, Werner Römisch
2008 J jnl
Convexity of chance constraints with independent random variables.
Comput. Optim. Appl.
René Henrion, Cyrille Strugarek
2007 J jnl
Book review.
Oper. Res. Lett.
René Henrion
2007 J jnl
Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints.
SIAM J. Optim.
Darinka Dentcheva, René Henrion, Andrzej Ruszczynski
2006 J jnl
Distance to Uncontrollability for Convex Processes.
SIAM J. Control. Optim.
Adrian S. Lewis, René Henrion, Alberto Seeger
2005 J jnl
Book Review.
Math. Methods Oper. Res.
René Henrion
2005 J jnl
Calmness of constraint systems with applications.
Math. Program.
René Henrion, Jirí V. Outrata
2005 — conf
Properties and Calculation of Singular Normal Distributions.
Algorithms for Optimization with Incomplete Information
René Henrion, Tamás Szántai
2004 J jnl
Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints.
Math. Program.
René Henrion, Werner Römisch
2002 J jnl
On the Calmness of a Class of Multifunctions.
SIAM J. Optim.
René Henrion, Abderrahim Jourani, Jirí V. Outrata
2002 J jnl
Subdifferential Conditions for Calmness of Convex Constraints.
SIAM J. Optim.
René Henrion, Abderrahim Jourani
1999 J jnl
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints.
Math. Program.
René Henrion, Werner Römisch
1995 J jnl
Topological characterization of the approximate subdifferential in the finite-dimensional case.
Math. Methods Oper. Res.
René Henrion
1989 — —
Strukturuntersuchungen zum parametrischen Teilproblem in semi-infiniten Optimierungsaufgaben.
René Henrion