Name
Papers
Collaborators
WERNER RÖMISCH
35
25
Citations 
PageRank 
Referers 
688
74.27
801
Referees 
References 
234
306
Search Limit
100801
Title
Citations
PageRank
Year
Problem-based optimal scenario generation and reduction in stochastic programming00.342022
Quasi-Monte Carlo Methods For Two-Stage Stochastic Mixed-Integer Programs00.342021
Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?10.352016
Conditioning of linear-quadratic two-stage stochastic optimization problems10.392014
Quantitative Stability Analysis of Stochastic Generalized Equations.30.412014
Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models.30.382013
Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures.201.112012
SDDP for multistage stochastic linear programs based on spectral risk measures.60.512012
A model for dynamic chance constraints in hydro power reservoir management120.762010
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions40.912010
Scenario reduction in stochastic programming with respect to discrepancy distances120.542009
Scenario tree modeling for multistage stochastic programs672.722009
Quantitative stability of fully random mixed-integer two-stage stochastic programs50.512008
Stochastic Integer Programming: Limit Theorems and Confidence Intervals50.512007
Stability of epsilon-approximate Solutions to Convex Stochastic Programs60.492007
A note on scenario reduction for two-stage stochastic programs281.212007
Stability of Multistage Stochastic Programs392.702006
Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise131.212006
Polyhedral Risk Measures and Lagrangian Relaxation in Electricity Portfolio Optimization00.342005
Polyhedral Risk Measures in Stochastic Programming302.472005
Duality gaps in nonconvex stochastic optimization100.762004
Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints161.522004
Scenario reduction in stochastic programming522.612003
Scenario Reduction Algorithms in Stochastic Programming12010.882003
Quantitative Stability in Stochastic Programming: The Method of Probability Metrics385.802002
Differential Stability of Two-Stage Stochastic Programs60.762000
Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty556.412000
Unit commitment in power generation – a basic model and some extensions201.512000
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints266.391999
Lipschitz Stability for Stochastic Programs with Complete Recourse.00.341996
A simple recourse model for power dispatch under uncertain demand31.141995
Stability in multistage stochastic programming71.301995
Stability of Solutions for Stochastic Programs with Complete Recourse215.311993
Stability analysis for stochastic programs364.861991
Distribution sensitivity in stochastic programming236.521991