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ORCIDWerner Römisch
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- affiliation: Humboldt University of Berlin, Germany
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2020 – today
- 2024
[j42]Werner Römisch, Thomas M. Surowiec:
Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty. Numerische Mathematik 156(5): 1887-1914 (2024)- 2022
- [j41]René Henrion, Werner Römisch
:
Problem-based optimal scenario generation and reduction in stochastic programming. Math. Program. 191(1): 183-205 (2022) - 2021
- [j40]Hernan Leövey, Werner Römisch:
Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs. Math. Program. 190(1): 361-392 (2021) - [j39]M. Hoffhues, Werner Römisch, Thomas M. Surowiec:
On quantitative stability in infinite-dimensional optimization under uncertainty. Optim. Lett. 15(8): 2733-2756 (2021) - [i2]Werner Römisch, Thomas M. Surowiec:
Asymptotic Properties of Monte Carlo Methods in Elliptic PDE-Constrained Optimization under Uncertainty. CoRR abs/2106.06347 (2021)
2010 – 2019
- 2016
- [b1]Werner Römisch, Thomas Zeugmann:
Mathematical Analysis and the Mathematics of Computation. Springer 2016, ISBN 978-3-319-42753-9, pp. 1-703 - [j38]Holger Heitsch, Hernan Leövey, Werner Römisch:
Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? Comput. Optim. Appl. 65(3): 567-603 (2016) - 2015
- [j37]Hernan Leövey, Werner Römisch:
Quasi-Monte Carlo methods for linear two-stage stochastic programming problems. Math. Program. 151(1): 315-345 (2015) - [p3]Holger Heitsch, René Henrion, Hernan Leövey, Radoslava Mirkov, Andris Möller, Werner Römisch, Isabel Wegner-Specht:
Chapter 13: Empirical observations and statistical analysis of gas demand data. Evaluating Gas Network Capacities 2015: 273-290 - [p2]Christine Hayn, Holger Heitsch, René Henrion, Hernan Leövey, Andris Möller, Werner Römisch, Benjamin Hiller:
Chapter 14: Methods for verifying booked capacities. Evaluating Gas Network Capacities 2015: 291-315 - 2014
- [j36]Konstantin Emich, René Henrion, Werner Römisch:
Conditioning of linear-quadratic two-stage stochastic optimization problems. Math. Program. 148(1-2): 201-221 (2014) - [j35]Yongchao Liu, Werner Römisch, Huifu Xu:
Quantitative Stability Analysis of Stochastic Generalized Equations. SIAM J. Optim. 24(1): 467-497 (2014) - 2013
- [j34]Darinka Dentcheva, Werner Römisch:
Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models. SIAM J. Optim. 23(3): 1672-1688 (2013) - 2012
- [j33]Vincent Guigues, Werner Römisch:
SDDP for multistage stochastic linear programs based on spectral risk measures. Oper. Res. Lett. 40(5): 313-318 (2012) - [j32]Vincent Guigues, Werner Römisch:
Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures. SIAM J. Optim. 22(2): 286-312 (2012) - 2010
- [j31]René Henrion, Werner Römisch:
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions. Ann. Oper. Res. 177(1): 115-125 (2010) - [j30]L. Andrieu, René Henrion, Werner Römisch:
A model for dynamic chance constraints in hydro power reservoir management. Eur. J. Oper. Res. 207(2): 579-589 (2010)
2000 – 2009
- 2009
- [j29]Holger Heitsch, Werner Römisch:
Scenario tree reduction for multistage stochastic programs. Comput. Manag. Sci. 6(2): 117-133 (2009) - [j28]René Henrion, Christian Küchler, Werner Römisch:
Scenario reduction in stochastic programming with respect to discrepancy distances. Comput. Optim. Appl. 43(1): 67-93 (2009) - [j27]Holger Heitsch, Werner Römisch:
Scenario tree modeling for multistage stochastic programs. Math. Program. 118(2): 371-406 (2009) - [c1]Werner Römisch:
Scenario Reduction Techniques in Stochastic Programming. SAGA 2009: 1-14 - 2008
- [j26]Andris Möller, Werner Römisch, Klaus Weber:
Airline network revenue management by multistage stochastic programming. Comput. Manag. Sci. 5(4): 355-377 (2008) - [j25]Werner Römisch, Stefan Vigerske:
Quantitative stability of fully random mixed-integer two-stage stochastic programs. Optim. Lett. 2(3): 377-388 (2008) - 2007
- [j24]Andreas Eichhorn, Werner Römisch:
Stochastic Integer Programming: Limit Theorems and Confidence Intervals. Math. Oper. Res. 32(1): 118-135 (2007) - [j23]Holger Heitsch, Werner Römisch:
A note on scenario reduction for two-stage stochastic programs. Oper. Res. Lett. 35(6): 731-738 (2007) - [j22]Werner Römisch, Roger J.-B. Wets:
Stability of epsilon-approximate Solutions to Convex Stochastic Programs. SIAM J. Optim. 18(3): 961-979 (2007) - 2006
- [j21]Werner Römisch, Rüdiger Schultz:
Preface. Ann. Oper. Res. 142(1): 17-18 (2006) - [j20]Holger Heitsch, Werner Römisch, Cyrille Strugarek:
Stability of Multistage Stochastic Programs. SIAM J. Optim. 17(2): 511-525 (2006) - [j19]Werner Römisch, Renate Winkler:
Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise. SIAM J. Sci. Comput. 28(2): 604-625 (2006) - 2005
- [j18]Andreas Eichhorn, Werner Römisch:
Polyhedral Risk Measures in Stochastic Programming. SIAM J. Optim. 16(1): 69-95 (2005) - [p1]Nicole Gröwe-Kuska, Werner Römisch:
30. Stochastic Unit Commitment in Hydrothermal Power Production Planning. Applications of Stochastic Programming 2005: 633-653 - [i1]Andreas Eichhorn, Werner Römisch, Isabel Wegner:
Polyhedral Risk Measures and Lagrangian Relaxation in Electricity Portfolio Optimization. Algorithms for Optimization with Incomplete Information 2005 - 2004
- [j17]René Henrion, Werner Römisch:
Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints. Math. Program. 100(3): 589-611 (2004) - [j16]Darinka Dentcheva, Werner Römisch:
Duality gaps in nonconvex stochastic optimization. Math. Program. 101(3): 515-535 (2004) - 2003
- [j15]Holger Heitsch, Werner Römisch:
Scenario Reduction Algorithms in Stochastic Programming. Comput. Optim. Appl. 24(2-3): 187-206 (2003) - [j14]Jitka Dupacová, Nicole Gröwe-Kuska, Werner Römisch:
Scenario reduction in stochastic programming. Math. Program. 95(3): 493-511 (2003) - 2002
- [j13]Svetlozar T. Rachev, Werner Römisch:
Quantitative Stability in Stochastic Programming: The Method of Probability Metrics. Math. Oper. Res. 27(4): 792-818 (2002) - 2000
- [j12]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): 167-189 (2000) - [j11]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): 251-272 (2000) - [j10]Darinka Dentcheva, Werner Römisch:
Differential Stability of Two-Stage Stochastic Programs. SIAM J. Optim. 11(1): 87-112 (2000)
1990 – 1999
- 1999
- [j9]René Henrion, Werner Römisch:
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints. Math. Program. 84(1): 55-88 (1999) - 1996
- [j8]Werner Römisch, Rüdiger Schultz:
Lipschitz Stability for Stochastic Programs with Complete Recourse. SIAM J. Optim. 6(2): 531-547 (1996) - 1995
- [j7]Olga Fiedler, Werner Römisch:
Stability in multistage stochastic programming. Ann. Oper. Res. 56(1): 79-93 (1995) - [j6]Nicole Gröwe, Werner Römisch, Rüdiger Schultz:
A simple recourse model for power dispatch under uncertain demand. Ann. Oper. Res. 59(1): 135-164 (1995) - [j5]Matthias Gelbrich, Werner Römisch:
Numerical Solution of Stochastic Differential Equations (Peter E. Kloeden and Eckhard Platen). SIAM Rev. 37(2): 272-275 (1995) - 1993
- [j4]Werner Römisch, Rüdiger Schultz:
Stability of Solutions for Stochastic Programs with Complete Recourse. Math. Oper. Res. 18(3): 590-609 (1993) - 1992
- [j3]J. Guddat, Werner Römisch, Rüdiger Schultz:
Some applications of mathematical programming techniques in optimal power dispatch. Computing 49(3): 193-200 (1992) - 1991
- [j2]Werner Römisch, Rüdiger Schultz:
Stability analysis for stochastic programs. Ann. Oper. Res. 30(1): 241-266 (1991) - [j1]Werner Römisch, Rüdiger Schultz:
Distribution sensitivity in stochastic programming. Math. Program. 50: 197-226 (1991)
Coauthor Index
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