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Werner Römisch

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

Coauthor Index

1Darinka Dentcheva [5]
2Jitka Dupacová [4]
3Andreas Eichhorn [7]
4Nicole Gröwe-Kuska [4]
5Holger Heitsch [10]
6René Henrion [6]
7Matthias P. Nowak [2]
8Svetlozar T. Rachev [3]
9Rüdiger Schultz [1] [9]
10Stefan Vigerske [11]
11Isabel Wegner [7]
12Renate Winkler [8]

Colors in the list of coauthors

Copyright © Sun May 17 03:24:02 2009 by Michael Ley (ley@uni-trier.de)