Holger Heitsch

Publication Activity (10 Years)

Years Active: 2003-2022
Publications (10 Years): 9

Top Topics

Chance Constrained

Spherical Harmonics

Top Venues

Math. Methods Oper. Res.

Ann. Oper. Res.

J. Comput. Appl. Math.

Publications

Holger Berthold, Holger Heitsch, René Henrion, Jan Schwientek
On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints. Math. Methods Oper. Res. 96 (1) (2022)
Holger Heitsch, René Henrion, Thomas Kleinert, Martin Schmidt
On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints. J. Glob. Optim. 84 (3) (2022)
Holger Heitsch, René Henrion
An enumerative formula for the spherical cap discrepancy. J. Comput. Appl. Math. 390 (2021)
M. Hassan Farshbaf-Shaker, Martin Gugat, Holger Heitsch, René Henrion
Optimal Neumann Boundary Control of a Vibrating String with Uncertain Initial Data and Probabilistic Terminal Constraints. SIAM J. Control. Optim. 58 (4) (2020)
Holger Heitsch, René Henrion
An enumerative formula for the spherical cap discrepancy. CoRR (2020)
Lukás Adam, Martin Branda, Holger Heitsch, René Henrion
Solving joint chance constrained problems using regularization and Benders' decomposition. Ann. Oper. Res. 292 (2) (2020)
T. González Grandón, Holger Heitsch, René Henrion
A joint model of probabilistic/robust constraints for gas transport management in stationary networks. Comput. Manag. Sci. 14 (3) (2017)
Claudia Gotzes, Holger Heitsch, René Henrion, Rüdiger Schultz
On the quantification of nomination feasibility in stationary gas networks with random load. Math. Methods Oper. Res. 84 (2) (2016)
Holger Heitsch, Hernan Leövey, Werner Römisch
Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? Comput. Optim. Appl. 65 (3) (2016)
Holger Heitsch, Werner Römisch
Scenario tree modeling for multistage stochastic programs. Math. Program. 118 (2) (2009)
Holger Heitsch, Werner Römisch
Scenario tree reduction for multistage stochastic programs. Comput. Manag. Sci. 6 (2) (2009)
Holger Heitsch, Werner Römisch
A note on scenario reduction for two-stage stochastic programs. Oper. Res. Lett. 35 (6) (2007)
Holger Heitsch, Werner Römisch, Cyrille Strugarek
Stability of Multistage Stochastic Programs. SIAM J. Optim. 17 (2) (2006)
Holger Heitsch, Werner Römisch
Scenario Reduction Algorithms in Stochastic Programming. Comput. Optim. Appl. 24 (2-3) (2003)