Recent publications


W. Römisch: Stochastic programming, scenario generation in , accepted for publication in WileyStatsRef: Statistics Reference Online, 2017.

R. Henrion and W. Römisch: Problem-based optimal scenario generation and reduction in stochastic programming, WIAS-Berlin, Preprint Nr. 2485, 2018, revised.

W. Römisch, Th. Zeugmann: Mathematical Analysis and the Mathematics of Computation, Springer International Publishing, 2016, ISBN 978-3-319-42753-9 (print), 978-3-319-42755-3 (e-book).

H. Heitsch, H. Leövey and W. Römisch: Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?, Computational Optimization and Applications 65 (2016), 567--603.

H. Leövey and W. Römisch: Quasi-Monte Carlo Methoden für Optimierungsmodelle der Energiewirtschaft mit Preis- und Last-Prozessen , in: Optimierung in der Energiewirtschaft, VDI-Bericht 2266, VDI-Verlag, Düsseldorf, 2015, 287--298.

H. Leövey and W. Römisch: Quasi-Monte Carlo methods for linear two-stage stochastic programming problems , Mathematical Programming, Ser. B 151 (2015), 315--345.

H. Heitsch, R. Henrion, H. Leövey, R. Mirkov, A. Möller, W. Römisch and I. Wegner-Specht: Empirical observations and statistical analysis of gas demand data, Chapter 13 in Evaluating Gas Network Capacities (T. Koch, B. Hiller, M. E. Pfetsch and L. Schewe eds.), MOS-SIAM Series on Optimization, Philadelphia, 2015, 273--290.

B. Hiller, C. Hayn, H. Heitsch, R. Henrion, H. Leövey, A. Möller and W. Römisch: Methods for verifying booked capacities, Chapter 14 in Evaluating Gas Network Capacities (T. Koch, B. Hiller, M. E. Pfetsch and L. Schewe eds.), MOS-SIAM Series on Optimization, Philadelphia, 2015, 291--315.

K. Emich, R. Henrion and W. Römisch: Conditioning of linear-quadratic two-stage stochastic optimization problems , Mathematical Programming, Ser. B, 148 (2014), 201--221.

R. Borndörfer, O. Heismann, M. Karbstein, C. Liebchen, R. Möhring, A. Möller and W. Römisch: Travelling efficiently with mathematics, in MATHEON -- Mathematics for Key Technologies (P. Deuflhard et al. eds.), European Mathematical Society, Zürich, 2014, 113--128.

T. Arnold, T. Berthold, S. Heinz, S. Vigerske, R. Henrion, M. Grötschel, T. Koch, C. Tischendorf and W. Römisch: A Jack of all trades? Solving stochastic mixed-integer nonlinear constraint programs , in MATHEON -- Mathematics for Key Technologies (P. Deuflhard et al. eds.), European Mathematical Society, Zürich, 2014, 135--147.

T. Bosse, A. Griewank, R. Henrion, D. Hömberg, C. Landry, H. Leövey and W. Römisch: Nonlinear programming with applications to production processes , in MATHEON -- Mathematics for Key Technologies (P. Deuflhard et al. eds.), European Mathematical Society, Zürich, 2014, 171--187.













last modified November 1, 2017