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Werner Römisch: [Publications] [Author Rank by year] [Co-authors] [Prefers] [Cites] [Cited by]

Publications of Author

  1. Andreas Eichhorn, Werner Römisch, Isabel Wegner
    Polyhedral Risk Measures and Lagrangian Relaxation in Electricity Portfolio Optimization. [Citation Graph (0, 0)][DBLP]
    Algorithms for Optimization with Incomplete Information, 2005, pp:- [Conf]
  2. Svetlozar T. Rachev, Werner Römisch
    Quantitative Stability in Stochastic Programming: The Method of Probability Metrics. [Citation Graph (0, 0)][DBLP]
    Math. Oper. Res., 2002, v:27, n:4, pp:792-818 [Journal]
  3. Darinka Dentcheva, Werner Römisch
    Duality gaps in nonconvex stochastic optimization. [Citation Graph (0, 0)][DBLP]
    Math. Program., 2004, v:101, n:3, pp:515-535 [Journal]
  4. Jitka Dupacová, Nicole Gröwe-Kuska, Werner Römisch
    Scenario reduction in stochastic programming. [Citation Graph (0, 0)][DBLP]
    Math. Program., 2003, v:95, n:3, pp:493-511 [Journal]
  5. René Henrion, Werner Römisch
    Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints. [Citation Graph (0, 0)][DBLP]
    Math. Program., 2004, v:100, n:3, pp:589-611 [Journal]
  6. Werner Römisch, Rüdiger Schultz
    Distribution sensitivity in stochastic programming. [Citation Graph (0, 0)][DBLP]
    Math. Program., 1991, v:50, n:, pp:197-226 [Journal]
  7. Werner Römisch, Renate Winkler
    Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise. [Citation Graph (0, 0)][DBLP]
    SIAM J. Scientific Computing, 2006, v:28, n:2, pp:604-625 [Journal]

  8. Scenario Reduction Techniques in Stochastic Programming. [Citation Graph (, )][DBLP]


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