Scenario reduction in stochastic programming: An approach using probability metrics J Dupacová, N Gröwe-Kuska, W Römisch Mathematical Programming 95, 493--511, 2003 | 1454 | 2003 |
Scenario reduction algorithms in stochastic programming H Heitsch, W Römisch Computational optimization and applications 24, 187-206, 2003 | 1124 | 2003 |
Scenario reduction and scenario tree construction for power management problems N Growe-Kuska, H Heitsch, W Romisch 2003 IEEE Bologna Power Tech Conference Proceedings, 3, 7 pp. Vol. 3, 2003 | 1055 | 2003 |
Modelling, managing and measuring risk GC Pflug, W Römisch World Scientific publishing, Singapore, 2007 | 587* | 2007 |
Scenario tree modeling for multistage stochastic programs H Heitsch, W Römisch Mathematical Programming 118 (2), 371-406, 2009 | 428 | 2009 |
Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty MP Nowak, W Römisch Annals of Operations Research 100, 251-272, 2000 | 380 | 2000 |
Stability of stochastic programming problems W Römisch Handbooks in operations research and management science 10, 483-554, 2003 | 309 | 2003 |
Scenario tree reduction for multistage stochastic programs H Heitsch, W Römisch Computational Management Science 6, 117-133, 2009 | 209 | 2009 |
Quantitative stability in stochastic programming: The method of probability metrics ST Rachev, W Römisch Mathematics of Operations Research 27 (4), 792-818, 2002 | 202 | 2002 |
A note on scenario reduction for two-stage stochastic programs H Heitsch, W Römisch Operations Research Letters 35 (6), 731-738, 2007 | 195 | 2007 |
Polyhedral risk measures in stochastic programming A Eichhorn, W Römisch SIAM Journal on Optimization 16 (1), 69-95, 2005 | 194 | 2005 |
Stability of multistage stochastic programs H Heitsch, W Römisch, C Strugarek SIAM Journal on Optimization 17 (2), 511-525, 2006 | 184 | 2006 |
Optimal power generation under uncertainty via stochastic programming D Dentcheva, W Römisch Stochastic Programming Methods and Technical Applications: Proceedings of …, 1998 | 174 | 1998 |
Stability analysis for stochastic programs W Römisch, R Schultz Annals of Operations Research 30, 241-266, 1991 | 153 | 1991 |
Power management in a hydro-thermal system under uncertainty by Lagrangian relaxation N Gröwe-Kuska, KC Kiwiel, MP Nowak, W Römisch, I Wegner Decision making under uncertainty: Energy and Power, 39-70, 2002 | 144 | 2002 |
Multistage stochastic integer programs: An introduction W Römisch, R Schultz Online optimization of large scale systems, 581-600, 2001 | 142 | 2001 |
A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty R Nürnberg, W Römisch Optimization and Engineering 3, 355-378, 2002 | 125 | 2002 |
Unit commitment in power generation–a basic model and some extensions R Gollmer, MP Nowak, W Römisch, R Schultz Annals of Operations Research 96, 167-189, 2000 | 115 | 2000 |
Distribution sensitivity in stochastic programming W Römisch, R Schultz Mathematical Programming 50, 197-226, 1991 | 103 | 1991 |
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints R Henrion, W Römisch Mathematical Programming 84 (1), 55-88, 1999 | 96 | 1999 |