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Probabilistic constraints via SQP solver : application to a renewable energy management problem
Bremer, Ingo; Henrion, René; Möller, Andris - In: Computational Management Science : CMS 12 (2015) 3, pp. 435-459
Persistent link: https://www.econbiz.de/10011285973
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Convexity of chance constraints with independent random variables
Henrion, René; Strugarek, Cyrille - In: Computational optimization and applications : an … 41 (2008) 2, pp. 263-276
Persistent link: https://www.econbiz.de/10003777599
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Scenario reduction in stochastic programming with respect to discrepancy distances
Henrion, René; Küchler, Christian; Römisch, Werner - In: Computational optimization and applications : an … 43 (2009) 1, pp. 67-93
Persistent link: https://www.econbiz.de/10003860212
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Generierung von Szenariobäumen und Szenarioreduktion für stochastische Optimierungsprobleme in der Energiewirtschaft
Heitsch, Holger; Henrion, René; Küchler, C.; … - In: Innovative Modellierung und Optimierung von Energiesystemen, (pp. 227-254). 2009
Persistent link: https://www.econbiz.de/10003920734
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Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
Henrion, René; Römisch, Werner - 2010
Persistent link: https://www.econbiz.de/10003983929
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Strong stationary solutions to equilibrium problems with equilibrium constraints with applications to an electricity spot market model
Henrion, René; Outrata, Jiří; Surowiec, Thomas - 2009
Persistent link: https://www.econbiz.de/10003827942
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Solving joint chance constrained problems using regularization and Benders' decomposition
Adam, Lukáš; Branda, Martin; Heitsch, Holger; … - In: Stochastic optimization: theory and applications, (pp. 683-709). 2020
Persistent link: https://www.econbiz.de/10012290834
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On the quantification of nomination feasibility in stationary gas networks with random load
Gotzes, Claudia; Heitsch, Holger; Henrion, René; … - In: Mathematical methods of operations research 84 (2016) 2, pp. 427-457
Persistent link: https://www.econbiz.de/10011673543
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A joint model of probabilistic/robust constraints for gas transport management in stationary networks
Grandón, T. González; Heitsch, Holger; Henrion, René - In: Computational Management Science : CMS 14 (2017) 3, pp. 443-460
Persistent link: https://www.econbiz.de/10011710885
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An agricultural investment problem subject to probabilistic constraints
El Karfi, Kawtar; Henrion, René; Mentagui, Driss - In: Computational management science 19 (2022) 4, pp. 683-701
Persistent link: https://www.econbiz.de/10013447501