| 2008 |
|---|
| 11 | EE | Werner Römisch,
Stefan Vigerske:
Quantitative stability of fully random mixed-integer two-stage stochastic programs.
Optimization Letters 2(3): 377-388 (2008) |
| 2007 |
|---|
| 10 | EE | Holger Heitsch,
Werner Römisch:
A note on scenario reduction for two-stage stochastic programs.
Oper. Res. Lett. 35(6): 731-738 (2007) |
| 2006 |
|---|
| 9 | EE | Werner Römisch,
Rüdiger Schultz:
Preface.
Annals OR 142(1): 17-18 (2006) |
| 8 | EE | 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 |
|---|
| 7 | EE | Andreas Eichhorn,
Werner Römisch,
Isabel Wegner:
Polyhedral Risk Measures and Lagrangian Relaxation in Electricity Portfolio Optimization.
Algorithms for Optimization with Incomplete Information 2005 |
| 2004 |
|---|
| 6 | EE | René Henrion,
Werner Römisch:
Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints.
Math. Program. 100(3): 589-611 (2004) |
| 5 | EE | Darinka Dentcheva,
Werner Römisch:
Duality gaps in nonconvex stochastic optimization.
Math. Program. 101(3): 515-535 (2004) |
| 2003 |
|---|
| 4 | EE | Jitka Dupacová,
Nicole Gröwe-Kuska,
Werner Römisch:
Scenario reduction in stochastic programming.
Math. Program. 95(3): 493-511 (2003) |
| 2002 |
|---|
| 3 | EE | Svetlozar T. Rachev,
Werner Römisch:
Quantitative Stability in Stochastic Programming: The Method of Probability Metrics.
Math. Oper. Res. 27(4): 792-818 (2002) |
| 2000 |
|---|
| 2 | EE | 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) |
| 1991 |
|---|
| 1 | | Werner Römisch,
Rüdiger Schultz:
Distribution sensitivity in stochastic programming.
Math. Program. 50: 197-226 (1991) |
