Holger Heitsch

Available identifiers

zbMath Open heitsch.holgerMaRDI QIDQ343823

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6178235	2023-09-01	Paper
On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints	2022-10-24	Paper
On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints	2022-08-31	Paper
Joint model of probabilistic-robust (probust) constraints applied to gas network optimization	2021-11-12	Paper
An enumerative formula for the spherical cap discrepancy	2021-02-12	Paper
Solving joint chance constrained problems using regularization and Benders' decomposition	2021-01-06	Paper
Optimal Neumann Boundary Control of a Vibrating String with Uncertain Initial Data and Probabilistic Terminal Constraints	2020-08-21	Paper
Consequences of Uncertain Friction for the Transport of Natural Gas through Passive Networks of Pipelines	2020-06-29	Paper
On probabilistic capacity maximization in a stationary gas network	2020-02-24	Paper
Scenario Tree Generation for Multi-stage Stochastic Programs	2019-01-25	Paper
A joint model of probabilistic/robust constraints for gas transport management in stationary networks	2018-10-10	Paper
Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management	2017-04-07	Paper
Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?	2016-12-15	Paper
On the quantification of nomination feasibility in stationary gas networks with random load	2016-11-29	Paper
Chapter 14: Methods for verifying booked capacities	2016-07-20	Paper
Stability and scenario trees for multistage stochastic programs	2011-05-31	Paper
Scenario tree reduction for multistage stochastic programs	2009-08-04	Paper
Scenario Tree Approximation and Risk Aversion Strategies for Stochastic Optimization of Electricity Production and Trading	2009-05-20	Paper
Scenario tree modeling for multistage stochastic programs	2009-05-04	Paper
Stability and approximation of stochastical optimisation problems	2008-07-07	Paper
A note on scenario reduction for two-stage stochastic programs	2008-01-21	Paper
Stability of Multistage Stochastic Programs	2007-05-22	Paper
Scenario reduction algorithms in stochastic programming	2003-04-03	Paper

Research outcomes over time

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