Werner Römisch
Werner Römisch
Professor für Mathematik, Humboldt-Universität Berlin
Bestätigte E-Mail-Adresse bei math.hu-berlin.de - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Scenario reduction in stochastic programming: An approach using probability metrics
J Dupacová, N Gröwe-Kuska, W Römisch
Mathematical Programming 95, 493--511, 2003
11482003
Scenario reduction algorithms in stochastic programming
H Heitsch, W Römisch
Computational optimization and applications 24 (2), 187-206, 2003
8612003
Scenario reduction and scenario tree construction for power management problems
N Growe-Kuska, H Heitsch, W Romisch
2003 IEEE Bologna Power Tech Conference Proceedings, 3, 7 pp. Vol. 3, 2003
8072003
Modelling, managing and measuring risk
GC Pflug, W Römisch
World Scientific publishing, Singapore, 2007
494*2007
Scenario tree modeling for multistage stochastic programs
H Heitsch, W Römisch
Mathematical Programming 118 (2), 371-406, 2009
3712009
Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty
MP Nowak, W Römisch
Annals of Operations Research 100 (1), 251-272, 2000
3452000
Stability of stochastic programming problems
W Römisch
Handbooks in operations research and management science 10, 483-554, 2003
2752003
Scenario tree reduction for multistage stochastic programs
H Heitsch, W Römisch
Computational Management Science 6 (2), 117-133, 2009
1762009
Quantitative stability in stochastic programming: The method of probability metrics
ST Rachev, W Römisch
Mathematics of Operations Research 27 (4), 792-818, 2002
1742002
Stability of multistage stochastic programs
H Heitsch, W Römisch, C Strugarek
SIAM Journal on Optimization 17 (2), 511-525, 2006
1722006
Polyhedral risk measures in stochastic programming
A Eichhorn, W Römisch
SIAM Journal on Optimization 16 (1), 69-95, 2005
1722005
Optimal power generation under uncertainty via stochastic programming
D Dentcheva, W Römisch
Stochastic programming methods and technical applications, 22-56, 1998
1601998
A note on scenario reduction for two-stage stochastic programs
H Heitsch, W Römisch
Operations Research Letters 35 (6), 731-738, 2007
1522007
Multistage stochastic integer programs: An introduction
W Römisch, R Schultz
Online optimization of large scale systems, 581-600, 2001
1382001
Stability analysis for stochastic programs
W Römisch, R Schultz
Annals of Operations Research 30 (1), 241-266, 1991
1371991
Power management in a hydro-thermal system under uncertainty by Lagrangian relaxation
N Gröwe-Kuska, KC Kiwiel, MP Nowak, W Römisch, I Wegner
Decision making under uncertainty, 39-70, 2002
1212002
A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty
R Nürnberg, W Römisch
Optimization and Engineering 3 (4), 355-378, 2002
1202002
Unit commitment in power generation–a basic model and some extensions
R Gollmer, MP Nowak, W Römisch, R Schultz
Annals of Operations Research 96 (1), 167-189, 2000
1022000
Distribution sensitivity in stochastic programming
W Römisch, R Schultz
Mathematical Programming 50 (1), 197-226, 1991
911991
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints.
R Henrion, W Römisch
Mathematical Programming 84 (1), 1999
901999
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