René Henrion

According to our database, René Henrion authored at least 47 papers between 1989 and 2022.

Collaborative distances:

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

2022

Problem-based optimal scenario generation and reduction in stochastic programming.

René Henrion, Werner Römisch

Math. Program., 2022

Dynamic probabilistic constraints under continuous random distributions.

Tatiana González Grandón, René Henrion, Pedro Pérez-Aros

Math. Program., 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

An agricultural investment problem subject to probabilistic constraints.

Kawtar El Karfi, René Henrion, Driss Mentagui

Comput. Manag. Sci., 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

2019

Boris S. Mordukhovich: Variational analysis and applications - Springer, Cham, 2018, 622 pp.

René Henrion

Optim. Lett., 2019

Subdifferential characterization of probability functions under Gaussian distribution.

Abderrahim Hantoute, René Henrion, Pedro Pérez-Aros

Math. Program., 2019

2018

On M-stationarity conditions in MPECs and the associated qualification conditions.

Lukás Adam, René Henrion, Jirí V. Outrata

Math. Program., 2018

2017

Joint dynamic probabilistic constraints with projected linear decision rules.

Vincent Guigues, René Henrion

Optim. Methods Softw., 2017

(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution.

Wim van Ackooij, René Henrion

SIAM/ASA J. Uncertain. Quantification, 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

Outer Limit of Subdifferentials and Calmness Moduli in Linear and Nonlinear Programming.

María J. Cánovas, René Henrion, Marco A. López, Juan Parra

J. Optim. Theory Appl., 2016

2015

Probabilistic constraints via SQP solver: application to a renewable energy management problem.

Ingo Bremer, René Henrion, Andris Möller

Comput. Manag. Sci., 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

2014

Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions.

Wim van Ackooij, René Henrion

SIAM J. Optim., 2014

Conditioning of linear-quadratic two-stage stochastic optimization problems.

Konstantin Emich, René Henrion, Werner Römisch

Math. Program., 2014

2013

Some Remarks on Stability of Generalized Equations.

René Henrion, Alexander Y. Kruger, Jirí V. Outrata

J. Optim. Theory Appl., 2013

Task assignment, sequencing and path-planning in robotic welding cells.

Chantal Landry, René Henrion, Dietmar Hömberg, Martin Skutella, Wolfgang Welz

Proceedings of the 18th International Conference on Methods & Models in Automation & Robotics, 2013

2012

On regular coderivatives in parametric equilibria with non-unique multipliers.

René Henrion, Jirí V. Outrata, Thomas M. Surowiec

Math. Program., 2012

A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution.

René Henrion, Andris Möller

Math. Oper. Res., 2012

2011

On joint probabilistic constraints with Gaussian coefficient matrix.

Wim van Ackooij, René Henrion, Andris Möller, Riadh Zorgati

Oper. Res. Lett., 2011

About error bounds in metric spaces.

Marian J. Fabian, René Henrion, Alexander Y. Kruger, Jirí V. Outrata

Proceedings of the Operations Research Proceedings 2011, Selected Papers of the International Conference on Operations Research (OR 2011), August 30, 2011

Path-Planning with Collision Avoidance in Automotive Industry.

Chantal Landry, Matthias Gerdts, René Henrion, Dietmar Hömberg

Proceedings of the System Modeling and Optimization, 2011

A Critical Note on Empirical (Sample Average, Monte Carlo) Approximation of Solutions to Chance Constrained Programs.

René Henrion

Proceedings of the System Modeling and Optimization, 2011

2010

Second-Order Analysis of Polyhedral Systems in Finite and Infinite Dimensions with Applications to Robust Stability of Variational Inequalities.

René Henrion, Boris S. Mordukhovich, Nguyen Mau Nam

SIAM J. Optim., 2010

On probabilistic constraints induced by rectangular sets and multivariate normal distributions.

Wim van Ackooij, René Henrion, Andris Möller, Riadh Zorgati

Math. Methods Oper. Res., 2010

A Note on the Relation Between Strong and M-Stationarity for a Class of Mathematical Programs with Equilibrium Constraints.

René Henrion, Jirí V. Outrata, Thomas M. Surowiec

Kybernetika, 2010

A model for dynamic chance constraints in hydro power reservoir management.

L. Andrieu, René Henrion, Werner Römisch

Eur. J. Oper. Res., 2010

Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions.

René Henrion, Werner Römisch

Ann. Oper. Res., 2010

2009

Scenario reduction in stochastic programming with respect to discrepancy distances.

René Henrion, Christian Küchler, Werner Römisch

Comput. Optim. Appl., 2009

2008

Convexity of chance constraints with independent random variables.

René Henrion, Cyrille Strugarek

Comput. Optim. Appl., 2008

2007

Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints.

Darinka Dentcheva, René Henrion, Andrzej Ruszczynski

SIAM J. Optim., 2007

Book review.

René Henrion

Oper. Res. Lett., 2007

2006

Distance to Uncontrollability for Convex Processes.

Adrian S. Lewis, René Henrion, Alberto Seeger

SIAM J. Control. Optim., 2006

2005

Calmness of constraint systems with applications.

René Henrion, Jirí V. Outrata

Math. Program., 2005

Properties and Calculation of Singular Normal Distributions.

René Henrion, Tamás Szántai

Proceedings of the Algorithms for Optimization with Incomplete Information, 2005

2004

Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints.

René Henrion, Werner Römisch

Math. Program., 2004

2002

On the Calmness of a Class of Multifunctions.

René Henrion, Abderrahim Jourani, Jirí V. Outrata

SIAM J. Optim., 2002

Subdifferential Conditions for Calmness of Convex Constraints.

René Henrion, Abderrahim Jourani

SIAM J. Optim., 2002

1999

Metric regularity and quantitative stability in stochastic programs with probabilistic constraints.

René Henrion, Werner Römisch

Math. Program., 1999

1995

Topological characterization of the approximate subdifferential in the finite-dimensional case.

René Henrion

Math. Methods Oper. Res., 1995

1989

Strukturuntersuchungen zum parametrischen Teilproblem in semi-infiniten Optimierungsaufgaben.

René Henrion

PhD thesis, 1989