Werner Römisch

Publication Activity (10 Years)

Years Active: 1991-2022
Publications (10 Years): 5

Top Topics

Integer Program

Monte Carlo Methods

Stochastic Programming

Multistage Stochastic

Top Venues

Oper. Res. Lett.

Publications

René Henrion, Werner Römisch
Problem-based optimal scenario generation and reduction in stochastic programming. Math. Program. 191 (1) (2022)
Werner Römisch, Thomas M. Surowiec
Asymptotic Properties of Monte Carlo Methods in Elliptic PDE-Constrained Optimization under Uncertainty. CoRR (2021)
M. Hoffhues, Werner Römisch, Thomas M. Surowiec
On quantitative stability in infinite-dimensional optimization under uncertainty. Optim. Lett. 15 (8) (2021)
Hernan Leövey, Werner Römisch
Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs. Math. Program. 190 (1) (2021)
Holger Heitsch, Hernan Leövey, Werner Römisch
Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? Comput. Optim. Appl. 65 (3) (2016)
Hernan Leövey, Werner Römisch
Quasi-Monte Carlo methods for linear two-stage stochastic programming problems. Math. Program. 151 (1) (2015)
Konstantin Emich, René Henrion, Werner Römisch
Conditioning of linear-quadratic two-stage stochastic optimization problems. Math. Program. 148 (1-2) (2014)
Yongchao Liu, Werner Römisch, Huifu Xu
Quantitative Stability Analysis of Stochastic Generalized Equations. SIAM J. Optim. 24 (1) (2014)
Darinka Dentcheva, Werner Römisch
Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models. SIAM J. Optim. 23 (3) (2013)
Vincent Guigues, Werner Römisch
Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures. SIAM J. Optim. 22 (2) (2012)
Vincent Guigues, Werner Römisch
SDDP for multistage stochastic linear programs based on spectral risk measures. Oper. Res. Lett. 40 (5) (2012)
René Henrion, Werner Römisch
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions. Ann. Oper. Res. 177 (1) (2010)
L. Andrieu, René Henrion, Werner Römisch
A model for dynamic chance constraints in hydro power reservoir management. Eur. J. Oper. Res. 207 (2) (2010)
René Henrion, Christian Küchler, Werner Römisch
Scenario reduction in stochastic programming with respect to discrepancy distances. Comput. Optim. Appl. 43 (1) (2009)
Werner Römisch
Scenario Reduction Techniques in Stochastic Programming. SAGA (2009)
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)
Andris Möller, Werner Römisch, Klaus Weber
Airline network revenue management by multistage stochastic programming. Comput. Manag. Sci. 5 (4) (2008)
Werner Römisch, Stefan Vigerske
Quantitative stability of fully random mixed-integer two-stage stochastic programs. Optim. Lett. 2 (3) (2008)
Holger Heitsch, Werner Römisch
A note on scenario reduction for two-stage stochastic programs. Oper. Res. Lett. 35 (6) (2007)
Werner Römisch, Roger J.-B. Wets
Stability of epsilon-approximate Solutions to Convex Stochastic Programs. SIAM J. Optim. 18 (3) (2007)
Andreas Eichhorn, Werner Römisch
Stochastic Integer Programming: Limit Theorems and Confidence Intervals. Math. Oper. Res. 32 (1) (2007)
Holger Heitsch, Werner Römisch, Cyrille Strugarek
Stability of Multistage Stochastic Programs. SIAM J. Optim. 17 (2) (2006)
Werner Römisch, Renate Winkler
Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise. SIAM J. Sci. Comput. 28 (2) (2006)
Werner Römisch, Rüdiger Schultz
Preface. Ann. Oper. Res. 142 (1) (2006)
Andreas Eichhorn, Werner Römisch, Isabel Wegner
Polyhedral Risk Measures and Lagrangian Relaxation in Electricity Portfolio Optimization. Algorithms for Optimization with Incomplete Information (2005)
Andreas Eichhorn, Werner Römisch
Polyhedral Risk Measures in Stochastic Programming. SIAM J. Optim. 16 (1) (2005)
Darinka Dentcheva, Werner Römisch
Duality gaps in nonconvex stochastic optimization. Math. Program. 101 (3) (2004)
René Henrion, Werner Römisch
Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints. Math. Program. 100 (3) (2004)
Jitka Dupacová, Nicole Gröwe-Kuska, Werner Römisch
Scenario reduction in stochastic programming. Math. Program. 95 (3) (2003)
Holger Heitsch, Werner Römisch
Scenario Reduction Algorithms in Stochastic Programming. Comput. Optim. Appl. 24 (2-3) (2003)
Svetlozar T. Rachev, Werner Römisch
Quantitative Stability in Stochastic Programming: The Method of Probability Metrics. Math. Oper. Res. 27 (4) (2002)
Matthias P. Nowak, Werner Römisch
Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty. Ann. Oper. Res. 100 (1-4) (2000)
Ralf Gollmer, Matthias P. Nowak, Werner Römisch, Rüdiger Schultz
Unit commitment in power generation - a basic model and some extensions. Ann. Oper. Res. 96 (1-4) (2000)
Darinka Dentcheva, Werner Römisch
Differential Stability of Two-Stage Stochastic Programs. SIAM J. Optim. 11 (1) (2000)
René Henrion, Werner Römisch
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints. Math. Program. 84 (1) (1999)
Werner Römisch, Rüdiger Schultz
Lipschitz Stability for Stochastic Programs with Complete Recourse. SIAM J. Optim. 6 (2) (1996)
Matthias Gelbrich, Werner Römisch
Numerical Solution of Stochastic Differential Equations (Peter E. Kloeden and Eckhard Platen). SIAM Rev. 37 (2) (1995)
Olga Fiedler, Werner Römisch
Stability in multistage stochastic programming. Ann. Oper. Res. 56 (1) (1995)
Nicole Gröwe, Werner Römisch, Rüdiger Schultz
A simple recourse model for power dispatch under uncertain demand. Ann. Oper. Res. 59 (1) (1995)
Werner Römisch, Rüdiger Schultz
Stability of Solutions for Stochastic Programs with Complete Recourse. Math. Oper. Res. 18 (3) (1993)
J. Guddat, Werner Römisch, Rüdiger Schultz
Some applications of mathematical programming techniques in optimal power dispatch. Computing 49 (3) (1992)
Werner Römisch, Rüdiger Schultz
Distribution sensitivity in stochastic programming. Math. Program. 50 (1991)
Werner Römisch, Rüdiger Schultz
Stability analysis for stochastic programs. Ann. Oper. Res. 30 (1) (1991)