Browsing by Author Römisch, Werner
Showing results 1 to 6 of 6
Issue Date | Title | Author(s) |
2016 | Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic
programs? | Heitsch, Holger; Leövey, Hernan; Römisch, Werner |
2013 | Conditioning of linear-quadratic two-stage stochastic optimization problems | Emich, Konstantin; Henrion, René; Römisch, Werner |
2007 | Discrepancy distances and scenario reduction in two-stage stochastic integer programming | Henrion, René; Küchler, Christian; Römisch, Werner |
2007 | On M-stationary points for a stochastic equilibrium problem under
equilibrium constraints in electricity spot market modeling | Henrion, René; Römisch, Werner |
2018 | Problem-based optimal scenario generation and reduction in stochastic
programming | Henrion, Réne; Römisch, Werner |
2006 | Scenario reduction in stochastic programming with respect to discrepancy distances | Henrion, René; Küchler, Christian; Römisch, Werner |