Holger Heitsch - researchr alias

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Viewing Publication 1 - 15 from 15

2022

On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraintsHolger Berthold, Holger Heitsch, René Henrion, Jan Schwientek. mmor, 96(1):1-37, 2022. [doi]

On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraintsHolger Heitsch, René Henrion, Thomas Kleinert, Martin Schmidt 0003. jgo, 84(3):651-685, 2022. [doi]

2021

An enumerative formula for the spherical cap discrepancyHolger Heitsch, René Henrion. jcam, 390:113409, 2021. [doi]

2020

Solving joint chance constrained problems using regularization and Benders' decompositionLukás Adam, Martin Branda, Holger Heitsch, René Henrion. anor, 292(2):683-709, 2020. [doi]

Optimal Neumann Boundary Control of a Vibrating String with Uncertain Initial Data and Probabilistic Terminal ConstraintsM. Hassan Farshbaf-Shaker, Martin Gugat, Holger Heitsch, René Henrion. siamco, 58(4):2288-2311, 2020. [doi]

2017

A joint model of probabilistic/robust constraints for gas transport management in stationary networksT. González Grandón, Holger Heitsch, René Henrion. cms, 14(3):443-460, 2017. [doi]

2016

On the quantification of nomination feasibility in stationary gas networks with random loadClaudia Gotzes, Holger Heitsch, René Henrion, Rüdiger Schultz. mmor, 84(2):427-457, 2016. [doi]

Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?Holger Heitsch, Hernan Leövey, Werner Römisch. coap, 65(3):567-603, 2016. [doi]

2015

Chapter 14: Methods for verifying booked capacitiesChristine Hayn, Holger Heitsch, René Henrion, Hernan Leövey, Andris Möller, Werner Römisch, Benjamin Hiller. In Thorsten Koch, Benjamin Hiller, Marc E. Pfetsch, Lars Schewe, editors, Evaluating Gas Network Capacities. Volume 21 of MOS-SIAM Series on Optimization, pages 291-315, SIAM, 2015. [doi]

Chapter 13: Empirical observations and statistical analysis of gas demand dataHolger Heitsch, René Henrion, Hernan Leövey, Radoslava Mirkov, Andris Möller, Werner Römisch, Isabel Wegner-Specht. In Thorsten Koch, Benjamin Hiller, Marc E. Pfetsch, Lars Schewe, editors, Evaluating Gas Network Capacities. Volume 21 of MOS-SIAM Series on Optimization, pages 273-290, SIAM, 2015. [doi]

2009

Scenario tree modeling for multistage stochastic programsHolger Heitsch, Werner RÃ¶misch. mp, 118(2):371-406, 2009. [doi]

Scenario tree reduction for multistage stochastic programsHolger Heitsch, Werner Römisch. cms, 6(2):117-133, 2009. [doi]

2007

A note on scenario reduction for two-stage stochastic programsHolger Heitsch, Werner Römisch. orl, 35(6):731-738, 2007. [doi]

2006

Stability of Multistage Stochastic ProgramsHolger Heitsch, Werner Römisch, Cyrille Strugarek. siamjo, 17(2):511-525, 2006. [doi]

2003

Scenario Reduction Algorithms in Stochastic ProgrammingHolger Heitsch, Werner Römisch. coap, 24(2-3):187-206, 2003. [doi]

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