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Werner Römisch

24 works· latest 2018· 1 institutionscluster: provisionalORCID 0000-0003-3853-5257

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Citations3,969

Works here24

Most cited in this library

Scenario Reduction Algorithms in Stochastic Programming2003 · 983 citations
Scenario reduction in stochastic programming: An approach using probability metrics2000 · 512 citations
Modeling, Measuring and Managing Risk2007 · 326 citations
Scenario tree modeling for multistage stochastic programs2007 · 303 citations
Stability of Stochastic Programming Problems2003 · 206 citations

Works

24 shown

Problem-based optimal scenario generation and reduction in stochastic programming

Mathematical Programming·2018·2 authors

61citations

Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures

SIAM Journal on Optimization·2012·2 authors

70citations

A model for dynamic chance constraints in hydro power reservoir management

European Journal of Operational Research·2010·3 authors·Open access

63citations

Scenario Reduction Techniques in Stochastic Programming

Lecture notes in computer science·2009·1 author·other

66citations

Scenario tree reduction for multistage stochastic programs

Computational Management Science·2008·2 authors·Open access

183citations

Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming

Journal of Industrial and Management Optimization·2008·

Scenario reduction in stochastic programming with respect to discrepancy distances

Computational Optimization and Applications·2007·3 authors·Open access

67citations

Scenario tree modeling for multistage stochastic programs

Mathematical Programming·2007·2 authors

303citations

Modeling, Measuring and Managing Risk

WORLD SCIENTIFIC eBooks·2007·2 authors·book

326citations

Airline network revenue management by multistage stochastic programming

Computational Management Science·2007·2 authors·Open access

36citations

A note on scenario reduction for two-stage stochastic programs

Operations Research Letters·2007·2 authors

152citations

Modeling, Measuring and Managing Risk

WORLD SCIENTIFIC eBooks·2007·2 authors·book

149citations

Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs

SIAM Journal on Optimization·2007·2 authors

41citations

Stability of Multistage Stochastic Programs

SIAM Journal on Optimization·2006·3 authors·Open access

132citations

Polyhedral Risk Measures in Stochastic Programming

SIAM Journal on Optimization·2005·1 author·Open access

119citations

A new approach to O&D revenue management based on scenario trees

Journal of Revenue and Pricing Management·2004·2 authors

30citations

Scenario Reduction Algorithms in Stochastic Programming

Computational Optimization and Applications·2003·2 authors

983citations

Stability of Stochastic Programming Problems

Handbooks in operations research and management science·2003·1 author·chapter

206citations

Quantitative Stability in Stochastic Programming: The Method of Probability Metrics

Mathematics of Operations Research·2002·2 authors·Open access

129citations

Multistage Stochastic Integer Programs: An Introduction

Springer eBooks·2001·2 authors·chapter

83citations

Stability of Solutions for Stochastic Programs with Complete Recourse

Mathematics of Operations Research·1993·2 authors

46citations

Stability analysis for stochastic programs

Annals of Operations Research·1991·2 authors

100citations

Distribution sensitivity in stochastic programming

Mathematical Programming·1991·2 authors

73citations