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SDDP for multistage stochastic...
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SDDP for multistage stochastic linear programs based on spectral risk measures
Guigues, Vincent
;
Römisch, Werner
- In:
Operations research letters
40
(
2012
)
5
,
pp. 313-319
Persistent link: https://www.econbiz.de/10009998703
Saved in:
2
Airline network revenue management by multistage stochastic programming
Möller, Andris
;
Römisch, Werner
;
Weber, Klaus
- In:
Computational Management Science : CMS
5
(
2008
)
4
,
pp. 355-377
Persistent link: https://www.econbiz.de/10003758299
Saved in:
3
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
Saved in:
4
Modeling, measuring and managing risk
Pflug, Georg Ch.
;
Römisch, Werner
-
2007
Persistent link: https://www.econbiz.de/10003466993
Saved in:
5
Ökonomische Bewertung von elektrischen Energiespeichern : Ausbau und Betrieb im Kontext wachsender Windenergieerzeugung
Epe, Alexa
;
Küchler, C.
;
Römisch, Werner
;
Vigerske, Stefan
- In:
Innovative Modellierung und Optimierung von Energiesystemen
,
(pp. 135-152)
.
2009
Persistent link: https://www.econbiz.de/10003920696
Saved in:
6
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
Saved in:
7
Dynamisches Risikomanagement in der Energiewirtschaft
Eichhorn, Andreas
;
Römisch, Werner
- In:
Innovative Modellierung und Optimierung von Energiesystemen
,
(pp. 255-271)
.
2009
Persistent link: https://www.econbiz.de/10003920738
Saved in:
8
Stability and scenario trees for multistage stochastic programs
Heitsch, Holger
;
Römisch, Werner
- In:
Stochastic programming : the state of the art ; in …
,
(pp. 139-164)
.
2011
Persistent link: https://www.econbiz.de/10008798659
Saved in:
9
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
Henrion, René
;
Römisch, Werner
-
2010
Persistent link: https://www.econbiz.de/10003983929
Saved in:
10
A model for dynamic chance constraints in hydro power reservoir management
Andrieu, Laetitia
;
Henrion, René
;
Römisch, Werner
- In:
European journal of operational research : EJOR
207
(
2010
)
2
,
pp. 579-589
Persistent link: https://www.econbiz.de/10008652802
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