World's Best Scientists 2026 revealed!

Overview

René Henrion is affiliated with the Weierstrass Institute for Applied Analysis and Stochastics in Germany. Their research primarily focuses on areas within Decision Sciences and Mathematics, encompassing fields such as Management Science and Operations Research, Statistics and Probability, Ocean Engineering, Computational Theory and Mathematics, and Numerical Analysis.

Their main topics of work include Risk and Portfolio Optimization, Fuzzy Systems and Optimization, Water Resources Management and Optimization, Optimization and Variational Analysis, Advanced Optimization Algorithms Research, and Probabilistic and Robust Engineering Design.

Henrion has contributed to academic literature with papers published in notable venues including Mathematical Programming and the Journal of Mathematical Analysis and Applications. Key recent publications include:

  • Dynamic probabilistic constraints under continuous random distributions, 2020, Mathematical Programming
  • Lipschitz lower semicontinuity moduli for linear inequality systems, 2020, Journal of Mathematical Analysis and Applications

Frequent collaborators in their research work comprise:

  • Tatiana González Grandón
  • Pedro Pérez-Aros
  • M. J. Cánovas
  • M. J. Gisbert
  • J. Parra

Henrion's research demonstrates an engagement with probabilistic frameworks and optimization methodologies with applications spanning several subfields of applied mathematics and engineering.

Best Publications

  • N-WAY PRINCIPAL COMPONENT ANALYSIS : THEORY, ALGORITHMS AND APPLICATIONS

    René Henrion

  • Joint chance constrained programming for hydro reservoir management

    Wim van Ackooij;René Henrion;Andris Möller;Riadh Zorgati

  • Optimal control of the sweeping process over polyhedral controlled sets

    G. Colombo;R. Henrion;D. Hoang Nguyen;B.S. Mordukhovich

  • Second-Order Analysis of Polyhedral Systems in Finite and Infinite Dimensions with Applications to Robust Stability of Variational Inequalities

    René Henrion;Boris S. Mordukhovich;Nguyen Mau Nam

  • Metric regularity and quantitative stability in stochastic programs with probabilistic constraints

    René Henrion;Werner Römisch

  • On M-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling

    René Henrion;Werner Römisch

  • A model for dynamic chance constraints in hydro power reservoir management

    Laetitia Andrieu;Rene Henrion;Werner Römisch

  • Optimization of a continuous distillation process under random inflow rate

    R. Henrion;A. Möller

  • Stochastic Optimization for Operating Chemical Processes under Uncertainty

    René Henrion;Pu Li;Andris Möller;Marc C. Steinbach

  • On probabilistic constraints induced by rectangular sets and multivariate normal distributions

    Wim Van Ackooij;René Henrion;Andris Möller;Riadh Zorgati

  • A new criterion for simple-structure transformations of core arrays in N-way principal components analysis

    René Henrion;Claus A. Andersson

  • Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming

    René Henrion;Christian Küchler;Werner Römisch

  • On the quantification of nomination feasibility in stationary gas networks with random load

    Claudia Gotzes;Holger Heitsch;René Henrion;Rüdiger Schultz

  • Problem-based optimal scenario generation and reduction in stochastic programming

    R. Henrion;W. Römisch

  • Mathematical optimization for challenging network planning problems in unbundled liberalized gas markets

    Armin Fügenschuh;Björn Geißler;Ralf Gollmer;Christine Hayn

  • Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints

    René Henrion;Werner Römisch

  • Discrete Approximations of a Controlled Sweeping Process

    G. Colombo;R. Henrion;N. D. Hoang;B. S. Mordukhovich

  • On joint probabilistic constraints with Gaussian coefficient matrix

    W. Van Ackooij;R. Henrion;A. MöLler;R. Zorgati

  • Optimal scenario generation and reduction in stochastic programming

    René Henrion;Werner Römisch

  • Probabilistic constraints via SQP solver: Application to a renewable energy management problem

    Ingo Bremer;Rene Henrion;Andris Moeller

Frequent Co-Authors

Rüdiger Schultz
Rüdiger Schultz University of Duisburg-Essen
Günter Wozny
Günter Wozny Technical University of Berlin
Werner Römisch
Werner Römisch Humboldt-Universität zu Berlin
Pu Li
Pu Li Taiyuan University of Technology
Alex Martin
Alex Martin National Institutes of Health
Thorsten Koch
Thorsten Koch Zuse Institute Berlin
Fritz Scholz
Fritz Scholz University of Greifswald

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