Eichhorn, Andreas; Heitsch, Holger; Römisch, Werner Stochastic optimization of electricity portfolios: scenario tree modeling and risk management. (English) Zbl 1359.90079 Rebennack, Steffen (ed.) et al., Handbook of power systems. II. Dordrecht: Springer (ISBN 978-3-642-12685-7/hbk; 978-3-642-26459-7/pbk; 978-3-642-12686-4/ebook). Energy Systems, 405-432 (2010). MSC: 90C15 90B15 PDFBibTeX XMLCite \textit{A. Eichhorn} et al., in: Handbook of power systems. II. Dordrecht: Springer. 405--432 (2010; Zbl 1359.90079) Full Text: DOI
Eichhorn, Andreas; Heitsch, Holger; Römisch, Werner Scenario tree approximation and risk aversion strategies for stochastic optimization of electricity production and trading. (English) Zbl 1160.90608 Kallrath, Josef (ed.) et al., Optimization in the energy industry. Berlin: Springer (ISBN 978-3-540-88964-9/hbk; 978-3-540-88965-6/ebook). Energy Systems, 321-346 (2009). MSC: 90C15 91B38 91B74 PDFBibTeX XMLCite \textit{A. Eichhorn} et al., in: Optimization in the energy industry. Berlin: Springer. 321--346 (2009; Zbl 1160.90608) Full Text: DOI
Eichhorn, Andreas; Römisch, Werner Stability of multistage stochastic programs incorporating polyhedral risk measures. (English) Zbl 1192.90131 Optimization 57, No. 2, 295-318 (2008). MSC: 90C15 90C31 91B30 PDFBibTeX XMLCite \textit{A. Eichhorn} and \textit{W. Römisch}, Optimization 57, No. 2, 295--318 (2008; Zbl 1192.90131) Full Text: DOI Link
Eichhorn, Andreas; Römisch, Werner Stochastic integer programming: limit theorems and confidence intervals. (English) Zbl 1278.90279 Math. Oper. Res. 32, No. 1, 118-135 (2007). MSC: 90C15 90C11 60J65 62G30 PDFBibTeX XMLCite \textit{A. Eichhorn} and \textit{W. Römisch}, Math. Oper. Res. 32, No. 1, 118--135 (2007; Zbl 1278.90279) Full Text: DOI Link
Eichhorn, Andreas; Römisch, Werner Polyhedral risk measures in stochastic programming. (English) Zbl 1114.90077 SIAM J. Optim. 16, No. 1, 69-95 (2005). Reviewer: I. M. Stancu-Minasian (Bucureşti) MSC: 90C15 91B30 PDFBibTeX XMLCite \textit{A. Eichhorn} and \textit{W. Römisch}, SIAM J. Optim. 16, No. 1, 69--95 (2005; Zbl 1114.90077) Full Text: DOI Link
Eichhorn, Andreas; Römisch, Werner; Wegner, Isabel Polyhedral risk measures in electricity portfolio optimization. (English) Zbl 1354.91172 PAMM, Proc. Appl. Math. Mech. 4, 7-10 (2004). MSC: 91G70 91G10 PDFBibTeX XMLCite \textit{A. Eichhorn} et al., PAMM, Proc. Appl. Math. Mech. 4, 7--10 (2004; Zbl 1354.91172) Full Text: DOI
Eichhorn, Andreas; Gröwe-Kuska, Nicole; Liebscher, Andrea; Römisch, Werner; Spangardt, Gorden; Wegner, Isabel Mean-risk optimization of electricity portfolios. (English) Zbl 1354.91142 PAMM, Proc. Appl. Math. Mech. 4, 3-6 (2004). MSC: 91G10 91G80 PDFBibTeX XMLCite \textit{A. Eichhorn} et al., PAMM, Proc. Appl. Math. Mech. 4, 3--6 (2004; Zbl 1354.91142) Full Text: DOI