Rmisch Werner

Werner Rmisch

Information about the author Werner Rmisch will soon be added to the site.
Found 9 papers in total
Stochastic integer programming: Limit theorems and confidence intervals
Stochastic integer programming: Limit theorems and confidence intervals
2007
We consider empirical approximations (sample average approximations) of...
A new approach to O&D revenue management based on scenario trees
A new approach to O&D revenue management based on scenario trees
2004
Origin and destination (O&D) revenue management (RM), either leg–based or...
A note on scenario reduction for two-stage stochastic programs
A note on scenario reduction for two-stage stochastic programs
2007
We extend earlier work on scenario reduction by relying directly on...
A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty
A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty
2002
A two-stage stochastic programming model for the short- or mid-term cost-optimal...
Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty
Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty
2000
A dynamic (multi-stage) stochastic programming model for the weekly cost-optimal...
Unit commitment in power generation – a basic model and some extensions
Unit commitment in power generation – a basic model and some extensions
2000
For the unit commitment problem in the hydro-thermal power system of VEAG Vereinigte...
A simple recourse model for power dispatch under uncertain demand
A simple recourse model for power dispatch under uncertain demand
1995
Optimal power dispatch under uncertainty of power demand is tackled via a stochastic...
Stability in multistage stochastic programming
Stability in multistage stochastic programming
1995
Multistage stochastic programs are regarded as mathematical programs in a Banach space...
Distribution sensitivity in stochastic programming
Distribution sensitivity in stochastic programming
1991
In this paper, stochastic programming problems are viewed as parametric programs with...
Papers per page: