Scenario Reduction Algorithms in Stochastic Programming. - Holger Heitsch; Werner Römisch (Comput. Optim. Appl., 2003)

Stability of Multistage Stochastic Programs. - Holger Heitsch; Werner Römisch; Cyrille Strugarek (SIAM J. Optim., 2006)

A note on scenario reduction for two-stage stochastic programs. - Holger Heitsch; Werner Römisch (Oper. Res. Lett., 2007)

Scenario tree reduction for multistage stochastic programs. - Holger Heitsch; Werner Römisch (Comput. Manag. Sci., 2009)

Scenario tree modeling for multistage stochastic programs. - Holger Heitsch; Werner Römisch (Math. Program., 2009)

Chapter 14: Methods for verifying booked capacities. - Christine Hayn; Holger Heitsch; René Henrion; Hernan Leövey; Andris Möller; Werner Römisch; Benjamin Hiller (Evaluating Gas Network Capacities, 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 (Evaluating Gas Network Capacities, 2015)

Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? - Holger Heitsch; Hernan Leövey; Werner Römisch (Comput. Optim. Appl., 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)

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)

Solving joint chance constrained problems using regularization and Benders' decomposition. - Lukás Adam; Martin Branda; Holger Heitsch; René Henrion (Ann. Oper. Res., 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)

An enumerative formula for the spherical cap discrepancy. - Holger Heitsch; René Henrion (J. Comput. Appl. Math., 2021)

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 003 (J. Glob. Optim., 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)

Optimizing the economic dispatch of weakly-connected mini-grids under uncertainty using joint chance constraints. - Nesrine Ouanes; Tatiana González Grandón; Holger Heitsch; René Henrion (Ann. Oper. Res., 2025)