Werner Römisch

According to our database, Werner Römisch authored at least 48 papers between 1991 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

2021

On quantitative stability in infinite-dimensional optimization under uncertainty.

M. Hoffhues, Werner Römisch, Thomas M. Surowiec

Optim. Lett., 2021

Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs.

Hernan Leövey, Werner Römisch

Math. Program., 2021

Asymptotic Properties of Monte Carlo Methods in Elliptic PDE-Constrained Optimization under Uncertainty.

Werner Römisch, Thomas M. Surowiec

CoRR, 2021

2016

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

Holger Heitsch, Hernan Leövey, Werner Römisch

Comput. Optim. Appl., 2016

Mathematical Analysis and the Mathematics of Computation

Werner Römisch, Thomas Zeugmann

Springer, ISBN: 978-3-319-42755-3, 2016

2015

Quasi-Monte Carlo methods for linear two-stage stochastic programming problems.

Hernan Leövey, Werner Römisch

Math. Program., 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

Quantitative Stability Analysis of Stochastic Generalized Equations.

Yongchao Liu, Werner Römisch, Huifu Xu

SIAM J. Optim., 2014

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

Konstantin Emich, René Henrion, Werner Römisch

Math. Program., 2014

2013

Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models.

Darinka Dentcheva, Werner Römisch

SIAM J. Optim., 2013

2012

Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures.

Vincent Guigues, Werner Römisch

SIAM J. Optim., 2012

SDDP for multistage stochastic linear programs based on spectral risk measures.

Vincent Guigues, Werner Römisch

Oper. Res. Lett., 2012

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 tree modeling for multistage stochastic programs.

Holger Heitsch, Werner Römisch

Math. Program., 2009

Scenario reduction in stochastic programming with respect to discrepancy distances.

René Henrion, Christian Küchler, Werner Römisch

Comput. Optim. Appl., 2009

Scenario tree reduction for multistage stochastic programs.

Holger Heitsch, Werner Römisch

Comput. Manag. Sci., 2009

Scenario Reduction Techniques in Stochastic Programming.

Werner Römisch

Proceedings of the Stochastic Algorithms: Foundations and Applications, 2009

2008

Quantitative stability of fully random mixed-integer two-stage stochastic programs.

Werner Römisch, Stefan Vigerske

Optim. Lett., 2008

Airline network revenue management by multistage stochastic programming.

Andris Möller, Werner Römisch, Klaus Weber

Comput. Manag. Sci., 2008

2007

Stability of epsilon-approximate Solutions to Convex Stochastic Programs.

Werner Römisch, Roger J.-B. Wets

SIAM J. Optim., 2007

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

Holger Heitsch, Werner Römisch

Oper. Res. Lett., 2007

Stochastic Integer Programming: Limit Theorems and Confidence Intervals.

Andreas Eichhorn, Werner Römisch

Math. Oper. Res., 2007

2006

Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise.

Werner Römisch, Renate Winkler

SIAM J. Sci. Comput., 2006

Stability of Multistage Stochastic Programs.

Holger Heitsch, Werner Römisch, Cyrille Strugarek

SIAM J. Optim., 2006

Preface.

Werner Römisch, Rüdiger Schultz

Ann. Oper. Res., 2006

2005

Polyhedral Risk Measures in Stochastic Programming.

Andreas Eichhorn, Werner Römisch

SIAM J. Optim., 2005

Polyhedral Risk Measures and Lagrangian Relaxation in Electricity Portfolio Optimization.

Andreas Eichhorn, Werner Römisch, Isabel Wegner

Proceedings of the Algorithms for Optimization with Incomplete Information, 2005

30. Stochastic Unit Commitment in Hydrothermal Power Production Planning.

Nicole Gröwe-Kuska, Werner Römisch

Proceedings of the Applications of Stochastic Programming, 2005

2004

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

René Henrion, Werner Römisch

Math. Program., 2004

Duality gaps in nonconvex stochastic optimization.

Darinka Dentcheva, Werner Römisch

Math. Program., 2004

2003

Scenario reduction in stochastic programming.

Jitka Dupacová, Nicole Gröwe-Kuska, Werner Römisch

Math. Program., 2003

Scenario Reduction Algorithms in Stochastic Programming.

Holger Heitsch, Werner Römisch

Comput. Optim. Appl., 2003

2002

Quantitative Stability in Stochastic Programming: The Method of Probability Metrics.

Svetlozar T. Rachev, Werner Römisch

Math. Oper. Res., 2002

2000

Differential Stability of Two-Stage Stochastic Programs.

Darinka Dentcheva, Werner Römisch

SIAM J. Optim., 2000

Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty.

Matthias P. Nowak, Werner Römisch

Ann. Oper. Res., 2000

Unit commitment in power generation - a basic model and some extensions.

Ralf Gollmer, Matthias P. Nowak, Werner Römisch, Rüdiger Schultz

Ann. Oper. Res., 2000

1999

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

René Henrion, Werner Römisch

Math. Program., 1999

1996

Lipschitz Stability for Stochastic Programs with Complete Recourse.

Werner Römisch, Rüdiger Schultz

SIAM J. Optim., 1996

1995

Numerical Solution of Stochastic Differential Equations (Peter E. Kloeden and Eckhard Platen).

Matthias Gelbrich, Werner Römisch

SIAM Rev., 1995

A simple recourse model for power dispatch under uncertain demand.

Nicole Gröwe, Werner Römisch, Rüdiger Schultz

Ann. Oper. Res., 1995

Stability in multistage stochastic programming.

Olga Fiedler, Werner Römisch

Ann. Oper. Res., 1995

1993

Stability of Solutions for Stochastic Programs with Complete Recourse.

Werner Römisch, Rüdiger Schultz

Math. Oper. Res., 1993

1992

Some applications of mathematical programming techniques in optimal power dispatch.

J. Guddat, Werner Römisch, Rüdiger Schultz

Computing, 1992

1991

Distribution sensitivity in stochastic programming.

Werner Römisch, Rüdiger Schultz

Math. Program., 1991

Stability analysis for stochastic programs.

Werner Römisch, Rüdiger Schultz

Ann. Oper. Res., 1991