WIAS Preprint List: Heitsch, Holger

• 3069: Ouanes, Nesrine; González Grandón, Tatiana; Heitsch, Holger; Henrion, René
  Optimizing the economic dispatch of weakly-connected mini-grids under uncertainty using joint chance constraints
  Appeared in: Ann. Oper. Res., published online on 25.09.2024, DOI 10.1007/s10479-024-06287-9 .
• 3066: Heitsch, Holger; Henrion, René; Tischendorf, Caren
  Probabilistic maximization of time-dependent capacities in a gas network
  
• 2941: Gugat, Martin; Heitsch, Holger; Henrion, René
  A turnpike property for optimal control problems with dynamic probabilistic constraints
  Appeared in: J. Convex Anal., 30 (2023), pp. 1025--1052.
• 2835: Berthold, Holger; Heitsch, Holger; Henrion, René; Schwientek, Jan
  On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
  Appeared in: Math. Methods Oper. Res., 96 (2022), pp. 1--37 (published online on 14.12.2021), DOI 10.1007/s00186-021-00764-8 .
• 2828: Heitsch, Holger; Henrion, René; Kleinert, Thomas; Schmidt, Martin
  On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints
  Appeared in: J. Global Optim., 84 (2022), pp. 651--685, DOI 10.1007/s10898-022-01161-z .
• 2744: Heitsch, Holger; Henrion, René
  An enumerative formula for the spherical cap discrepancy
  Appeared in: J. Comput. Appl. Math., 390 (2021), pp. 113409/1--113409/14, DOI 10.1016/j.cam.2021.113409 .
• 2626: Farshbaf Shaker, Mohammad Hassan; Gugat, Martin; Heitsch, Holger; Henrion, René
  Optimal Neumann boundary control of a vibrating string with uncertain initial data and probabilistic terminal constraints
  Appeared in: SIAM J. Control Optim., 58 (2020), pp. 2288--2311, DOI 10.1137/19M1269944 .
• 2550: Adelhütte, Dennis; Aßmann, Denis; González Grandón, Tatiana; Gugat, Martin; Heitsch, Holger; Henrion, René; Liers, Frauke; Nitsche, Sabrina; Schultz, Rüdiger; Stingl, Michael; Wintergerst, David
  Joint model of probabilistic-robust (probust) constraints with application to gas network optimization
  Appeared in: Vietnam J. Math., 49 (2021), pp. 1097--1130 (published online on 10.11.2020).
• 2540: Heitsch, Holger
  On probabilistic capacity maximization in a stationary gas network
  Appeared in: Optimization, (2019), published online on 10.06.2019, DOI 10.1080/02331934.2019.1625353 .
• 2513: Heitsch, Holger; Strogies, Nikolai
  Consequences of uncertain friction for the transport of natural gas through passive networks of pipelines
  Appeared in: Topics in Applied Analysis and Optimisation, M. Hintermüller, J.F. Rodrigues, eds., CIM Series in Mathematical Sciences, Springer Nature Switzerland AG, Cham, 2019, pp. 211--238.
• 2471: Adam, Lukáš; Branda, Martin; Heitsch, Holger; Henrion, René
  Solving joint chance constrained problems using regularization and Benders' decomposition
  Appeared in: Ann. Oper. Res., 292 (2020), pp. 683--709 (published online on 08.11.2018), DOI 10.1007/s10479-018-3091-9 .
• 2401: González Grandón, Tatiana; Heitsch, Holger; Henrion, René
  A joint model of probabilistic/robust constraints for gas transport management in stationary networks
  Appeared in: Comput. Manag. Sci., 14 (2017), pp. 443--460, DOI 10.1007/s10287-017-0284-7 .
• 2245: Heitsch, Holger; Leövey, Hernan; Römisch, Werner
  Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
  Appeared in: Comput. Optim. Appl., 65 (2016) pp. 567--603.
• 2158: Gotzes, Claudia; Heitsch, Holger; Henrion, René; Schultz, Rüdiger
  Feasibility of nominations in stationary gas networks with random load
  Appeared in: Math. Methods Oper. Res., 84 (2016) pp. 427--457, changed title: On the quantification of nomination feasibility in stationary gas networks with random load.