World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
39
Citations
10538
World Ranking
2131
National Ranking
135

Engineering and Technology

D-Index
39
Citations
10529
World Ranking
7515
National Ranking
251

Research.com Recognitions

  • 2018 - Khachiyan Prize of the INFORMS Optimization Society

Overview

Werner Römisch is affiliated with Humboldt-Universität zu Berlin in Germany. Their research primarily spans the fields of Decision Sciences and Mathematics, with particular focus on several subfields including Statistics, Probability and Uncertainty, Numerical Analysis, Management Science and Operations Research, and Finance.

Their work addresses a range of topics connected to optimization and stochastic processes. Main themes include Probabilistic and Robust Engineering Design, Mathematical Approximation and Integration, Risk and Portfolio Optimization, Stochastic processes and financial applications, Markov Chains and Monte Carlo Methods, Advanced Multi-Objective Optimization Algorithms, and Reservoir Engineering and Simulation Methods.

Werner Römisch has contributed to multiple academic publications in various venues. Recent papers include:

  • "On quantitative stability in infinite-dimensional optimization under uncertainty" (2021), published in Optimization Letters
  • "Asymptotic Properties of Monte Carlo Methods in Elliptic PDE-Constrained Optimization under Uncertainty" (2021), published on arXiv (Cornell University)
  • "Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs" (2020), published in Mathematical Programming
  • "Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty" (2024), published in Numerische Mathematik

Frequent co-authors in their research include Thomas M. Surowiec, Hernan Leövey, Martin Schmidt, Benjamin Hiller, and Thorsten Koch. Werner Römisch's work appears regularly in journals such as Optimization Letters, Mathematical Programming, Numerische Mathematik, and arXiv (Cornell University).

In 2018, Werner Römisch received the Khachiyan Prize of the INFORMS Optimization Society.

Best Publications

  • Scenario reduction in stochastic programming: An approach using probability metrics

    Jitka Dupacová;Nicole Gröwe-Kuska;Werner Römisch

  • Scenario Reduction in Stochastic Programming

    Jitka Dupacová;Nicole Gröwe-Kuska;Werner Römisch

  • Scenario Reduction Algorithms in Stochastic Programming

    Holger Heitsch;Werner Römisch

  • Scenario reduction and scenario tree construction for power management problems

    N. Growe-Kuska;H. Heitsch;W. Romisch

  • Modeling, Measuring and Managing Risk

    Georg Ch Pflug;Werner Römisch

  • Scenario tree modeling for multistage stochastic programs

    Holger Heitsch;Werner Römisch

  • Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty

    Matthias Peter Nowak;Werner Römisch

  • Stability of Stochastic Programming Problems

    Werner Römisch

  • Scenario tree reduction for multistage stochastic programs

    Holger Heitsch;Werner Römisch

  • Quantitative Stability in Stochastic Programming: The Method of Probability Metrics

    Svetlozar T. Rachev;Werner Römisch

  • A note on scenario reduction for two-stage stochastic programs

    Holger Heitsch;Werner RöMisch

  • Polyhedral Risk Measures in Stochastic Programming

    Andreas Eichhorn;Werner Römisch

  • Optimal Power Generation under Uncertainty via Stochastic Programming

    Darinka Dentcheva;Werner Römisch

  • Stability analysis for stochastic programs

    Werner Römisch;Rüdiger Schultz

  • Multistage Stochastic Integer Programs: An Introduction

    Werner Römisch;Rüdiger Schultz

  • Numerical Solution of Stochastic Differential Equations (Peter E. Kloeden and Eckhard Platen)

    Unknown

  • A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty

    Robert Nürnberg;Werner Römisch

  • Power management in a hydro-thermal system under uncertainty by Lagrangian relaxation

    Nicole Gröwe-Kuska;Krzysztof C. Kiwiel;Matthias Peter Nowak;Werner Römisch

  • Unit commitment in power generation – a basic model and some extensions

    Ralf Gollmer;Matthias P. Nowak;Werner Römisch;Rüdiger Schultz

  • Distribution sensitivity in stochastic programming

    Werner Römisch;Rüdiger Schultz

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

    René Henrion;Werner Römisch

  • Stability of Multistage Stochastic Programs

    Unknown

Frequent Co-Authors

Rüdiger Schultz
Rüdiger Schultz University of Duisburg-Essen
Thorsten Koch
Thorsten Koch Zuse Institute Berlin
Heinz W. Engl
Heinz W. Engl University of Vienna
Svetlozar T. Rachev
Svetlozar T. Rachev Texas Tech University
René Henrion
René Henrion Weierstrass Institute for Applied Analysis and Stochastics
Krzysztof C. Kiwiel
Krzysztof C. Kiwiel Systems Research Institute

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