The following pages link to Werner Römisch (Q181305):
Displaying 50 items.
- Conditioning of linear-quadratic two-stage stochastic optimization problems (Q484135) (← links)
- Approximate solutions of nonlinear random operator equations: Convergence in distribution (Q585612) (← links)
- (Q802209) (redirect page) (← links)
- On Lipschitz dependence in systems with differentiated inputs (Q802210) (← links)
- Scenario reduction in stochastic programming with respect to discrepancy distances (Q842772) (← links)
- On optimality conditions for some nonsmooth optimization problems over \(L^p\) spaces (Q852117) (← links)
- Quantitative stability of fully random mixed-integer two-stage stochastic programs (Q941027) (← links)
- On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling. (Q954636) (← links)
- A model for dynamic chance constraints in hydro power reservoir management (Q992651) (← links)
- Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming (Q1008808) (← links)
- Scenario tree modeling for multistage stochastic programs (Q1016127) (← links)
- Airline network revenue management by multistage stochastic programming (Q1031952) (← links)
- On the convergence of measurable selections and an application to approximations in stochastic optimization (Q1084529) (← links)
- Distribution sensitivity in stochastic programming (Q1176576) (← links)
- Stability analysis for stochastic programs (Q1178442) (← links)
- Some applications of mathematical programming techniques in optimal power dispatch (Q1206797) (← links)
- Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch (Q1321128) (← links)
- Scenario reduction in stochastic programming (Q1396832) (← links)
- Metric regularity and quantitative stability in stochastic programs with probabilistic constraints. (Q1572671) (← links)
- Unit commitment in power generation -- a basic model and some extensions (Q1593531) (← links)
- SDDP for multistage stochastic linear programs based on spectral risk measures (Q1758267) (← links)
- Duality gaps in nonconvex stochastic optimization (Q1764248) (← links)
- A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty (Q1863900) (← links)
- Scenario reduction algorithms in stochastic programming (Q1866130) (← links)
- Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints (Q1885278) (← links)
- Stability in multistage stochastic programming (Q1896446) (← links)
- A simple recourse model for power dispatch under uncertain demand (Q1904676) (← links)
- Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions (Q1958622) (← links)
- Capacity evaluation for large-scale gas networks (Q2086294) (← links)
- Problem-based optimal scenario generation and reduction in stochastic programming (Q2118075) (← links)
- On quantitative stability in infinite-dimensional optimization under uncertainty (Q2230794) (← links)
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
- Scenario tree reduction for multistage stochastic programs (Q2271796) (← links)
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems (Q2349126) (← links)
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
- A note on scenario reduction for two-stage stochastic programs (Q2467443) (← links)
- Differential Stability of Two-Stage Stochastic Programs (Q2706317) (← links)
- (Q2722327) (← links)
- (Q2756317) (← links)
- (Q2762572) (← links)
- Mathematical Analysis and the Mathematics of Computation (Q2831919) (← links)
- Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models (Q2866202) (← links)
- Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures (Q2910873) (← links)
- ANOVA Decomposition of Convex Piecewise Linear Functions (Q2926240) (← links)
- Mean-risk optimization of electricity portfolios (Q2954558) (← links)
- Polyhedral risk measures in electricity portfolio optimization (Q2954559) (← links)
- Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning (Q2974324) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Stability and Scenario Trees for Multistage Stochastic Programs (Q3001273) (← links)
- (Q3029924) (← links)