Recent publications

W. Römisch and T. M. Surowiec: Asympyotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty, Preprint arXiv:2106347 and submitted.

R. Henrion and W. Römisch: Problem-based optimal scenario generation and reduction in stochastic programming, Mathematical Programming 191 (2022), 183--205 (published online: 4 October 2018), doi: 10.1007/s10107-018-1337-6.

M. Schmidt et al: Capacity Evaluation for Large-Scale Gas Networks, in German Success Stories in Industrial Mathematics (H.-G. Bock, K.-H. Küfer, P. Maass, A. Milde and V. Schulz eds.), Mathematics in Industry, Springer, 2021, 23--28

M. Hoffhues, W. Römisch and T. M. Surowiec: On quantitative stability in infinite-dimensional optimization under uncertainty, Optimization Letters 15 (2021), 2733--2756. doi: 10.1007/s11590-021-01707-2.

H. Leövey and W. Römisch: Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs, Mathematical Programming 190 (2021), 361--392. doi: 10.1007/s10107-020-01538-6.

H. Leövey and W. Römisch: Randomized QMC methods for mixed-integer two-stage stochastic programs with application to electricity optimization, in Monte Carlo and Quasi-Monte Carlo Methods 2018 (B. Tuffin and P. L'Ecuyer eds.), Springer, 2020, 345--362.

W. Römisch: Stochastic Programming: Approximations and Scenarios, Expository Article, INFORMS Optimization Society, 2019.

W. Römisch: Stochastic programming, scenario generation in , in WileyStatsRef: Statistics Reference Online, John Wiley & Sons Ltd., 2018 (ISBN 9781118445112).

W. Römisch, Th. Zeugmann: Mathematical Analysis and the Mathematics of Computation, Springer International Publishing, 2016, ISBN 978-3-319-42753-9 (print), 978-3-319-42755-3 (e-book).

H. Heitsch, H. Leövey and W. Römisch: Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?, Computational Optimization and Applications 65 (2016), 567--603.

last modified March 04, 2022