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 | 2012 | |
|---|---|---|
| j22 |      | Vincent Guigues, Werner Römisch: SDDP for multistage stochastic linear programs based on spectral risk measures. Oper. Res. Lett. 40(5): 313-318 (2012) |
| j21 | | Vincent Guigues, Werner Römisch: Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures. SIAM Journal on Optimization 22(2): 286-312 (2012) |
| 2010 | ||
| j20 | | René Henrion, Werner Römisch: Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions. Annals OR 177(1): 115-125 (2010) |
| j19 | | L. Andrieu, René Henrion, Werner Römisch: A model for dynamic chance constraints in hydro power reservoir management. European Journal of Operational Research 207(2): 579-589 (2010) |
| 2009 | ||
| j18 | | René Henrion, Christian Küchler, Werner Römisch: Scenario reduction in stochastic programming with respect to discrepancy distances. Comp. Opt. and Appl. 43(1): 67-93 (2009) |
| j17 | | Holger Heitsch, Werner Römisch: Scenario tree modeling for multistage stochastic programs. Math. Program. 118(2): 371-406 (2009) |
| c2 | | |
| 2008 | ||
| j16 | | Werner Römisch, Stefan Vigerske: Quantitative stability of fully random mixed-integer two-stage stochastic programs. Optimization Letters 2(3): 377-388 (2008) |
| 2007 | ||
| j15 | | Andreas Eichhorn, Werner Römisch: Stochastic Integer Programming: Limit Theorems and Confidence Intervals. Math. Oper. Res. 32(1): 118-135 (2007) |
| j14 | | Holger Heitsch, Werner Römisch: A note on scenario reduction for two-stage stochastic programs. Oper. Res. Lett. 35(6): 731-738 (2007) |
| j13 | | Werner Römisch, Roger J.-B. Wets: Stability of epsilon-approximate Solutions to Convex Stochastic Programs. SIAM Journal on Optimization 18(3): 961-979 (2007) |
| 2006 | ||
| j12 | | |
| j11 | | Holger Heitsch, Werner Römisch, Cyrille Strugarek: Stability of Multistage Stochastic Programs. SIAM Journal on Optimization 17(2): 511-525 (2006) |
| j10 | | Werner Römisch, Renate Winkler: Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise. SIAM J. Scientific Computing 28(2): 604-625 (2006) |
| 2005 | ||
| j9 | | Andreas Eichhorn, Werner Römisch: Polyhedral Risk Measures in Stochastic Programming. SIAM Journal on Optimization 16(1): 69-95 (2005) |
| c1 | | Andreas Eichhorn, Werner Römisch, Isabel Wegner: Polyhedral Risk Measures and Lagrangian Relaxation in Electricity Portfolio Optimization. Algorithms for Optimization with Incomplete Information 2005 |
| 2004 | ||
| j8 | | René Henrion, Werner Römisch: Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints. Math. Program. 100(3): 589-611 (2004) |
| j7 | | Darinka Dentcheva, Werner Römisch: Duality gaps in nonconvex stochastic optimization. Math. Program. 101(3): 515-535 (2004) |
| 2003 | ||
| j6 | | Holger Heitsch, Werner Römisch: Scenario Reduction Algorithms in Stochastic Programming. Comp. Opt. and Appl. 24(2-3): 187-206 (2003) |
| j5 | | Jitka Dupacová, Nicole Gröwe-Kuska, Werner Römisch: Scenario reduction in stochastic programming. Math. Program. 95(3): 493-511 (2003) |
| 2002 | ||
| j4 | | Svetlozar T. Rachev, Werner Römisch: Quantitative Stability in Stochastic Programming: The Method of Probability Metrics. Math. Oper. Res. 27(4): 792-818 (2002) |
| 2000 | ||
| j3 | | Matthias P. Nowak, Werner Römisch: Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty. Annals OR 100(1-4): 251-272 (2000) |
| j2 | | Darinka Dentcheva, Werner Römisch: Differential Stability of Two-Stage Stochastic Programs. SIAM Journal on Optimization 11(1): 87-112 (2000) |
| 1991 | ||
| j1 | | Werner Römisch, Rüdiger Schultz: Distribution sensitivity in stochastic programming. Math. Program. 50: 197-226 (1991) |
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