Werner Römisch

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Person:181305

Available identifiers

zbMath Open romisch.wernerWikidataQ102182394 ScholiaQ102182394MaRDI QIDQ181305

List of research outcomes

PublicationDate of PublicationType
Capacity evaluation for large-scale gas networks2022-10-25Paper
Problem-based optimal scenario generation and reduction in stochastic programming2022-03-22Paper
Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs2021-10-20Paper
On quantitative stability in infinite-dimensional optimization under uncertainty2021-09-28Paper
Asymptotic Properties of Monte Carlo Methods in Elliptic PDE-Constrained Optimization under Uncertainty2021-06-11Paper
Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization2020-08-26Paper
Scenario Tree Generation for Multi-stage Stochastic Programs2019-01-25Paper
Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning2017-04-07Paper
Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management2017-04-07Paper
Mean-risk optimization of electricity portfolios2017-01-24Paper
Polyhedral risk measures in electricity portfolio optimization2017-01-24Paper
Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?2016-12-15Paper
Mathematical Analysis and the Mathematics of Computation2016-11-03Paper
Chapter 14: Methods for verifying booked capacities2016-07-20Paper
Quasi-Monte Carlo methods for linear two-stage stochastic programming problems2015-06-19Paper
Conditioning of linear-quadratic two-stage stochastic optimization problems2014-12-18Paper
ANOVA Decomposition of Convex Piecewise Linear Functions2014-10-31Paper
Quantitative Stability Analysis of Stochastic Generalized Equations2014-06-19Paper
Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models2013-12-13Paper
SDDP for multistage stochastic linear programs based on spectral risk measures2012-11-08Paper
Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures2012-09-12Paper
Stability and Scenario Trees for Multistage Stochastic Programs2011-05-31Paper
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions2010-10-04Paper
A model for dynamic chance constraints in hydro power reservoir management2010-09-09Paper
Scenario Reduction Techniques in Stochastic Programming2009-11-19Paper
Airline network revenue management by multistage stochastic programming2009-10-23Paper
Scenario reduction in stochastic programming with respect to discrepancy distances2009-09-25Paper
Scenario tree reduction for multistage stochastic programs2009-08-04Paper
Scenario Tree Approximation and Risk Aversion Strategies for Stochastic Optimization of Electricity Production and Trading2009-05-20Paper
Optimization of Dispersed Energy Supply —Stochastic Programming with Recombining Scenario Trees2009-05-20Paper
Scenario tree modeling for multistage stochastic programs2009-05-04Paper
Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming2009-03-30Paper
On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.2008-11-24Paper
https://portal.mardi4nfdi.de/entity/Q35280302008-10-02Paper
Quantitative stability of fully random mixed-integer two-stage stochastic programs2008-09-04Paper
Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs2008-08-14Paper
Stochastic Integer Programming: Limit Theorems and Confidence Intervals2008-05-27Paper
Stability of multistage stochastic programs incorporating polyhedral risk measures2008-05-15Paper
A note on scenario reduction for two-stage stochastic programs2008-01-21Paper
Stability of Multistage Stochastic Programs2007-05-22Paper
On optimality conditions for some nonsmooth optimization problems over \(L^p\) spaces2006-11-27Paper
Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise2006-05-30Paper
https://portal.mardi4nfdi.de/entity/Q33722842006-02-20Paper
Quantitative Stability in Stochastic Programming: The Method of Probability Metrics2005-11-11Paper
https://portal.mardi4nfdi.de/entity/Q57060992005-11-04Paper
Polyhedral Risk Measures in Stochastic Programming2005-09-16Paper
Duality gaps in nonconvex stochastic optimization2005-02-24Paper
Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints2004-10-28Paper
https://portal.mardi4nfdi.de/entity/Q44597912004-05-18Paper
https://portal.mardi4nfdi.de/entity/Q44505182004-02-15Paper
https://portal.mardi4nfdi.de/entity/Q44286872003-09-22Paper
Scenario reduction in stochastic programming2003-07-13Paper
Scenario reduction algorithms in stochastic programming2003-04-03Paper
A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty2003-03-12Paper
https://portal.mardi4nfdi.de/entity/Q27625722002-01-09Paper
https://portal.mardi4nfdi.de/entity/Q27563172001-11-12Paper
https://portal.mardi4nfdi.de/entity/Q27223272001-07-12Paper
Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty2001-06-14Paper
Differential Stability of Two-Stage Stochastic Programs2001-03-19Paper
Unit commitment in power generation -- a basic model and some extensions2001-01-17Paper
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints.2000-07-21Paper
https://portal.mardi4nfdi.de/entity/Q43893881999-11-08Paper
https://portal.mardi4nfdi.de/entity/Q38404021999-03-02Paper
Lipschitz Stability for Stochastic Programs with Complete Recourse1997-01-19Paper
Stability in multistage stochastic programming1996-05-13Paper
https://portal.mardi4nfdi.de/entity/Q48727721996-04-16Paper
A simple recourse model for power dispatch under uncertain demand1996-01-07Paper
https://portal.mardi4nfdi.de/entity/Q43068171995-10-25Paper
https://portal.mardi4nfdi.de/entity/Q48395861995-07-17Paper
Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch1994-04-27Paper
Stability of Solutions for Stochastic Programs with Complete Recourse1993-11-28Paper
Some applications of mathematical programming techniques in optimal power dispatch1993-04-01Paper
Weak convergence of approximate solutions of random equations1993-03-07Paper
https://portal.mardi4nfdi.de/entity/Q40262541993-02-21Paper
Stability analysis for stochastic programs1992-06-26Paper
Distribution sensitivity in stochastic programming1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q34897891990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38069941988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30299241987-01-01Paper
Weak convergence of approximate solutions of stochastic equations with applications to random differential and integral equations1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37753311987-01-01Paper
On the convergence of measurable selections and an application to approximations in stochastic optimization1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37372381986-01-01Paper
Approximate solutions of nonlinear random operator equations: Convergence in distribution1985-01-01Paper
On Lipschitz dependence in systems with differentiated inputs1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36963961985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36995931985-01-01Paper
Convergence of approximate solutions of nonlinear random operator equations with non-unique solutions1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39365081981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39577271981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38913021980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39233501980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38630201979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41308361977-01-01Paper

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