Holger Heitsch

According to our database, Holger Heitsch authored at least 15 papers between 2003 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints.

Holger Berthold, Holger Heitsch, René Henrion, Jan Schwientek

Math. Methods Oper. Res., 2022

On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints.

Holger Heitsch, René Henrion, Thomas Kleinert, Martin Schmidt

J. Glob. Optim., 2022

2021

An enumerative formula for the spherical cap discrepancy.

Holger Heitsch, René Henrion

J. Comput. Appl. Math., 2021

2020

Optimal Neumann Boundary Control of a Vibrating String with Uncertain Initial Data and Probabilistic Terminal Constraints.

M. Hassan Farshbaf-Shaker, Martin Gugat, Holger Heitsch, René Henrion

SIAM J. Control. Optim., 2020

Solving joint chance constrained problems using regularization and Benders' decomposition.

Lukás Adam, Martin Branda, Holger Heitsch, René Henrion

Ann. Oper. Res., 2020

2017

A joint model of probabilistic/robust constraints for gas transport management in stationary networks.

Tatiana González Grandón, Holger Heitsch, René Henrion

Comput. Manag. Sci., 2017

2016

On the quantification of nomination feasibility in stationary gas networks with random load.

Claudia Gotzes, Holger Heitsch, René Henrion, Rüdiger Schultz

Math. Methods Oper. Res., 2016

Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?

Holger Heitsch, Hernan Leövey, Werner Römisch

Comput. Optim. Appl., 2016

2015

Chapter 13: Empirical observations and statistical analysis of gas demand data.

Holger Heitsch, René Henrion, Hernan Leövey, Radoslava Mirkov, Andris Möller, Werner Römisch, Isabel Wegner-Specht

Proceedings of the Evaluating Gas Network Capacities, 2015

Chapter 14: Methods for verifying booked capacities.

Christine Hayn, Holger Heitsch, René Henrion, Hernan Leövey, Andris Möller, Werner Römisch, Benjamin Hiller

Proceedings of the Evaluating Gas Network Capacities, 2015

2009

Scenario tree modeling for multistage stochastic programs.

Holger Heitsch, Werner Römisch

Math. Program., 2009

Scenario tree reduction for multistage stochastic programs.

Holger Heitsch, Werner Römisch

Comput. Manag. Sci., 2009

2007

A note on scenario reduction for two-stage stochastic programs.

Holger Heitsch, Werner Römisch

Oper. Res. Lett., 2007

2006

Stability of Multistage Stochastic Programs.

Holger Heitsch, Werner Römisch, Cyrille Strugarek

SIAM J. Optim., 2006

2003

Scenario Reduction Algorithms in Stochastic Programming.

Holger Heitsch, Werner Römisch

Comput. Optim. Appl., 2003