Werner Römisch
- Modeling, Measuring and Managing Risk
2007/08/01 by Georg Ch. Pflug, Werner Römisch · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #Risk and Portfolio Optimization #Insurance and Financial Risk Management
- Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
2002/11/01 by Svetlozar T. Rachev, Werner Römisch · 3 citations
Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Stability of ε-approximate Solutions to Convex Stochastic Programs
2007/01/01 by Werner Römisch, Roger J.‐B. Wets · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Computer Science · #Risk and Portfolio Optimization #Economic theories and models #Optimization and Variational Analysis
- Metric regularity and quantitative stability in stochastic programs with probabilistic constraints
1999/01/01 by René Henrion, Werner Römisch · 1 citation
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #Optimization and Variational Analysis #Risk and Portfolio Optimization
- Mean-risk optimization models for electricity portfolio management
2006/06/01 by Andreas Eichhorn, Werner Römisch · 1 citation
Decision Sciences · Engineering · #Risk and Portfolio Optimization #Electric Power System Optimization #Energy Load and Power Forecasting
- An approximation method in stochastic optimization and control
1985/01/01 by Werner Römisch · 1 citation
Computer Science · #Mathematical Control Systems and Analysis
- Stability of Solutions for Stochastic Programs with Complete Recourse
1993/08/01 by Werner Römisch, Rüdiger Schultz · 1 citation
Decision Sciences · Computer Science · Mathematics · #Risk and Portfolio Optimization #Optimization and Variational Analysis #Point processes and geometric inequalities
- Scenario tree reduction for multistage stochastic programs
2008/12/19 by Holger Heitsch, Werner Römisch · 1 citation
Decision Sciences · Engineering · #Optimization and Mathematical Programming #Risk and Portfolio Optimization #Water resources management and optimization
- Optimal Power Generation under Uncertainty via Stochastic Programming
1998/01/01 by Darinka Dentcheva, Werner Römisch · 1 citation
Decision Sciences · Engineering · #Electric Power System Optimization #Risk and Portfolio Optimization #Water resources management and optimization
- Stability analysis for stochastic programs
1991/12/01 by Werner Römisch, Rüdiger Schultz · 1 citation
Economics, Econometrics and Finance · Engineering · #Economic theories and models #Optimization and Mathematical Programming #Water resources management and optimization
- Scenario Reduction Algorithms in Stochastic Programming
2003/02/01 by Holger Heitsch, Werner Römisch · 2 citations
Decision Sciences · Engineering · #Electric Power System Optimization #Risk and Portfolio Optimization #Water resources management and optimization
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
2015/03/28 by Hernan Leövey, H. Leövey, W. Römisch +1 · 1 citation
Decision Sciences · Mathematics · #Markov Chains and Monte Carlo Methods #Mathematical Approximation and Integration #Probabilistic and Robust Engineering Design