Recent publications


W. Römisch and T. M. Surowiec: Asympyotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty, Preprint arXiv:2106347 and submitted.

M. Hoffhues, W. Römisch and T. M. Surowiec: On quantitative stability in infinite-dimensional optimization under uncertainty, Optimization Letters (to appear), doi: 10.1007/s11590-021-01707-2

M. Schmidt et al: Capacity Evaluation for Large-Scale Gas Networks, in Success Stories in Mathematical Modeling, Simulation and Optimization (A. Milde, K.-H. Küfer, P. Maass and V. Schulz eds.), Mathematics in Industry, Springer (to appear).

H. Leövey and W. Römisch: Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs, Mathematical Programming (to appear), doi: 10.1007/s10107-020-01538-6.

R. Henrion and W. Römisch: Problem-based optimal scenario generation and reduction in stochastic programming, Mathematical Programming (to appear), doi: 10.1007/s10107-018-1337-6.

H. Leövey and W. Römisch: Randomized QMC methods for mixed-integer two-stage stochastic programs with application to electricity optimization, in Monte Carlo and Quasi-Monte Carlo Methods 2018 (B. Tuffin and P. L'Ecuyer eds.), Springer, 2020, 345--362.

W. Römisch: Stochastic Programming: Approximations and Scenarios, Expository Article, INFORMS Optimization Society, 2019

W. Römisch: Stochastic programming, scenario generation in , in WileyStatsRef: Statistics Reference Online, John Wiley & Sons Ltd., 2018 (ISBN 9781118445112).

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 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, in Evaluating Gas Network Capacities (T. Koch, B. Hiller, M. E. Pfetsch and L. Schewe eds.), MOS-SIAM Series on Optimization, Philadelphia, 2015, Chapter 13, 273--290.

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













last modified June 14, 2021