- V. Guigues and W. Römisch:
SDDP for multistage stochastic linear programs based on spectral risk
measures , accepted for Operations Research Letters.
- V. Guigues and W. Römisch: Sampling-based decomposition
methods for multistage stochastic programs based on extended polyhedral
risk measures, SIAM Journal on Optimization (to appear).
- H. Leovey, W. Römisch, A. Steinkamp, I. Wegner-Specht: Modellierung der Gasabnahme als
Funktion der Temperatur: Optimierung der Temperaturgewichte,
gwf-Gas-Erdgas
11 (2011), 778--785.
- T. Koch, H. Leövey, R. Mirkov, W. Römisch, I. Wegner-Specht: Szenariogenerierung zur Modellierung
der stochastischen Ausspeiselasten in einem Gastransportnetz, in
Optimierung in der Energiewirtschaft, VDI-Berichte 2157, VDI-Verlag,
Düsseldorf, 2011, 115--125.
- H. Heitsch and W. Römisch: Scenario
tree generation for multi-stage stochastic programs, in: Stochastic
Optimization Methods in
Finance and Energy (M.I. Bertocchi, G. Consigli, M.A.H. Dempster eds.),
Springer, 2011, 313-342.
- H. Heitsch and W. Römisch:
Stability and scenario trees for multistage stochastic programs,
Stochastic Programming, The State of the Art, in Honor of G.B. Dantzig
(G. Infanger ed.), Springer, New York 2010, 139-164.
- W. Römisch: Scenario
generation, Wiley Encyclopedia of Operations Research and
Management Science (J.J. Cochran ed.), Wiley 2010.
- W. Römisch, T. Sickenberger, R. Winkler: Simultaneous step-size and path
control for efficient transient noise analysis, in J. Roos, L.R.
Costa (Eds.), Scientific Computing in Electrical Engineering SCEE 2008
(Helsinki). Springer, Berlin, 2010, 167-174.
- W. Römisch and S. Vigerske:
Recent progress in two-stage mixed-integer stochastic programming with
applications in power
production planning, in
Handbook of Power Systems, Vol. I (S. Rebennack, P.M. Pardalos,
M.V.F. Pereira,, N.A. Iliadis), Springer, 2010, 177-208.
- A. Eichhorn, H. Heitsch and W. Römisch: Stochastic
optimization of electricity portfolios: Scenario tree modeling and risk
management,
in Handbook of Power Systems, Vol. II (S. Rebennack, P.M.
Pardalos, M.V.F. Pereira,, N.A. Iliadis), Springer, 2010, 405-432.
- L. Andrieu, R. Henrion, W. Römisch: A model for dynamic chance constraints in
hydro power reservoir management, European Journal of
Operational Research 207 (2010), 579-589.
- R. Henrion and W. Römisch: Lipschitz
and differentiability properties of quasi-concave and singular normal
distribution functions, Annals of Operations Research 177
(2010), 115-125.
last modified April 11, 2012