Werner Römisch

49 papers Journal 43Unranked 2
YearRankTypeTitle / Venue / Authors
2024 J jnl
Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty.
Numerische Mathematik
Werner Römisch, Thomas M. Surowiec
2022 J jnl
Problem-based optimal scenario generation and reduction in stochastic programming.
Math. Program.
René Henrion, Werner Römisch
2021 J jnl
Asymptotic Properties of Monte Carlo Methods in Elliptic PDE-Constrained Optimization under Uncertainty.
CoRR
Werner Römisch, Thomas M. Surowiec
2021 J jnl
On quantitative stability in infinite-dimensional optimization under uncertainty.
Optim. Lett.
M. Hoffhues, Werner Römisch, Thomas M. Surowiec
2021 J jnl
Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs.
Math. Program.
Hernan Leövey, Werner Römisch
2016 J jnl
Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
Comput. Optim. Appl.
Holger Heitsch, Hernan Leövey, Werner Römisch
2016 — book
Mathematical Analysis and the Mathematics of Computation
Werner Römisch, Thomas Zeugmann
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
Quasi-Monte Carlo methods for linear two-stage stochastic programming problems.
Math. Program.
Hernan Leövey, Werner Römisch
2014 J jnl
Conditioning of linear-quadratic two-stage stochastic optimization problems.
Math. Program.
Konstantin Emich, René Henrion, Werner Römisch
2014 J jnl
Quantitative Stability Analysis of Stochastic Generalized Equations.
SIAM J. Optim.
Yongchao Liu, Werner Römisch, Huifu Xu
2013 J jnl
Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models.
SIAM J. Optim.
Darinka Dentcheva, Werner Römisch
2012 J jnl
SDDP for multistage stochastic linear programs based on spectral risk measures.
Oper. Res. Lett.
Vincent Guigues, Werner Römisch
2012 J jnl
Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures.
SIAM J. Optim.
Vincent Guigues, Werner Römisch
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
2009 — conf
Scenario Reduction Techniques in Stochastic Programming.
SAGA
Werner Römisch
2009 J jnl
Scenario reduction in stochastic programming with respect to discrepancy distances.
Comput. Optim. Appl.
René Henrion, Christian Küchler, Werner Römisch
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
2008 J jnl
Airline network revenue management by multistage stochastic programming.
Comput. Manag. Sci.
Andris Möller, Werner Römisch, Klaus Weber
2008 J jnl
Quantitative stability of fully random mixed-integer two-stage stochastic programs.
Optim. Lett.
Werner Römisch, Stefan Vigerske
2007 J jnl
A note on scenario reduction for two-stage stochastic programs.
Oper. Res. Lett.
Holger Heitsch, Werner Römisch
2007 J jnl
Stability of epsilon-approximate Solutions to Convex Stochastic Programs.
SIAM J. Optim.
Werner Römisch, Roger J.-B. Wets
2007 J jnl
Stochastic Integer Programming: Limit Theorems and Confidence Intervals.
Math. Oper. Res.
Andreas Eichhorn, Werner Römisch
2006 J jnl
Preface.
Ann. Oper. Res.
Werner Römisch, Rüdiger Schultz
2006 J jnl
Stability of Multistage Stochastic Programs.
SIAM J. Optim.
Holger Heitsch, Werner Römisch, Cyrille Strugarek
2006 J jnl
Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise.
SIAM J. Sci. Comput.
Werner Römisch, Renate Winkler
2005 — ch.
30. Stochastic Unit Commitment in Hydrothermal Power Production Planning.
Applications of Stochastic Programming
Nicole Gröwe-Kuska, Werner Römisch
2005 — conf
Polyhedral Risk Measures and Lagrangian Relaxation in Electricity Portfolio Optimization.
Algorithms for Optimization with Incomplete Information
Andreas Eichhorn, Werner Römisch, Isabel Wegner
2005 J jnl
Polyhedral Risk Measures in Stochastic Programming.
SIAM J. Optim.
Andreas Eichhorn, Werner Römisch
2004 J jnl
Duality gaps in nonconvex stochastic optimization.
Math. Program.
Darinka Dentcheva, Werner Römisch
2004 J jnl
Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints.
Math. Program.
René Henrion, Werner Römisch
2003 J jnl
Scenario Reduction Algorithms in Stochastic Programming.
Comput. Optim. Appl.
Holger Heitsch, Werner Römisch
2003 J jnl
Scenario reduction in stochastic programming.
Math. Program.
Jitka Dupacová, Nicole Gröwe-Kuska, Werner Römisch
2002 J jnl
Quantitative Stability in Stochastic Programming: The Method of Probability Metrics.
Math. Oper. Res.
Svetlozar T. Rachev, Werner Römisch
2000 J jnl
Differential Stability of Two-Stage Stochastic Programs.
SIAM J. Optim.
Darinka Dentcheva, Werner Römisch
2000 J jnl
Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty.
Ann. Oper. Res.
Matthias P. Nowak, Werner Römisch
2000 J jnl
Unit commitment in power generation - a basic model and some extensions.
Ann. Oper. Res.
Ralf Gollmer, Matthias P. Nowak, Werner Römisch, Rüdiger Schultz
1999 J jnl
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints.
Math. Program.
René Henrion, Werner Römisch
1996 J jnl
Lipschitz Stability for Stochastic Programs with Complete Recourse.
SIAM J. Optim.
Werner Römisch, Rüdiger Schultz
1995 J jnl
A simple recourse model for power dispatch under uncertain demand.
Ann. Oper. Res.
Nicole Gröwe, Werner Römisch, Rüdiger Schultz
1995 J jnl
Numerical Solution of Stochastic Differential Equations (Peter E. Kloeden and Eckhard Platen).
SIAM Rev.
Matthias Gelbrich, Werner Römisch
1995 J jnl
Stability in multistage stochastic programming.
Ann. Oper. Res.
Olga Fiedler, Werner Römisch
1993 J jnl
Stability of Solutions for Stochastic Programs with Complete Recourse.
Math. Oper. Res.
Werner Römisch, Rüdiger Schultz
1992 J jnl
Some applications of mathematical programming techniques in optimal power dispatch.
Computing
J. Guddat, Werner Römisch, Rüdiger Schultz
1991 J jnl
Distribution sensitivity in stochastic programming.
Math. Program.
Werner Römisch, Rüdiger Schultz
1991 J jnl
Stability analysis for stochastic programs.
Ann. Oper. Res.
Werner Römisch, Rüdiger Schultz