WIAS Preprint List: Henrion, Ren�

• 3125: Henrion, René; Hömberg, Dietmar; Kliche, Nina
  Modeling and simulation of an isolated mini-grid including battery operation strategies under uncertainty using chance constraints
  
• 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
  
• 3062: Geiersbach, Caroline; Henrion, René; Pérez-Aroz, Pedro
  Numerical solution of an optimal control problem with probabilistic and almost sure state constraints
  
• 3050: van Ackooij, Wim; Henrion, René; Zidani, Hasnaa
  Pontryagin's principle for some probabilistic control problems
  Appeared in: Appl. Math. Optim., 90 (2024), pp. 5/1--5/36, DOI 10.1007/s00245-024-10151-4 .
• 3021: Geiersbach, Caroline; Henrion, René
  Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form
  
• 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.
• 2892: Henrion, René; Jourani, Abderrahim; Mordukhovich, Boris S.
  Controlled polyhedral sweeping processes: Existence, stability, and optimality conditions
  Appeared in: J. Differential Equations, 366 (2023), pp. 408--443, DOI https://doi.org/10.1016/j.jde.2023.04.010 .
• 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 .
• 2831: Branda, Martin; Henrion, René; Pištěk, Miroslav
  Value at risk approach to producer's best response in electricity market with uncertain demand
  Appeared in: Optimization, 72 (2023), pp. 2745--2767 (published online on 15.05.2022), DOI 10.1080/02331934.2022.2076232 .
• 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 .
• 2783: González Grandón, Tatiana; Henrion, René; Pérez-Aros, Pedro
  Dynamic probabilistic constraints under continuous random distributions
  Appeared in: Math. Program., 196 (2022), pp. 1065--1096 (published online on 13.11.2020), DOI 10.1007/s10107-020-01593-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 .
• 2631: Cánovas, Maria Josefa; Gisbert, María Jesús; Henrion, René; Parra, Juan
  Lipschitz lower semicontinuity moduli for linear inequality systems
  Appeared in: Discrete Contin. Dyn. Syst. Ser. S, 14 (2021), pp. 395--425 (published online in May 2020), DOI 10.3934/dcdss.2020345 .
• 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 .
• 2569: van Ackooij, Wim; Henrion, René; Pérez-Aros, Pedro
  Generalized gradients for probabilistic/robust (probust) constraints
  Appeared in: Optimization, published online on 14.02.2019, DOI 10.1080/02331934.2019.1576670 .
• 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).
• 2485: Henrion, René; Römisch, Werner
  Problem-based optimal scenario generation and reduction in stochastic programming
  Appeared in: Math. Program., 191 (2022), pp. 183--205 (published online on 04.10.2018, urlhttps://doi.org/10.1007/s10107-018-1337-6), DOI 10.1007/s10107-018-1337-6 .
• 2478: Hantoute, Abderrahim; Henrion, René; Pérez-Aros, Pedro
  Subdifferential characterization of probability functions under Gaussian distribution
  Appeared in: Math. Program., 174 (2019), pp. (167--194 published online on 29.01.2018), DOI 10.1007/s10107-018-1237-9 .
• 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 .
• 2338: Farshbaf Shaker, Mohammad Hassan; Henrion, René; Hömberg, Dietmar
  Chance constraints in PDE constrained optimization
  Appeared in: Set-Valued Var. Anal., (2017), published online on 11.10.2017, DOI 10.1007/s11228-017-0452-5 .
• 2271: Guigues, Vincent; Henrion, René
  Joint dynamic probabilistic constraints with projected linear decision rules
  Appeared in: Optim. Methods Softw., 32 (2017) pp. 1006--1032.
• 2230: van Ackooij, Wim; Henrion, René
  (Sub-) Gradient formulae for probability functions of random inequality systems under Gaussian distribution
  Appeared in: SIAM ASA J. Uncertain. Quantif., 5 (2017) pp. 63--87.
• 2215: Adam, Lukáš; Henrion, René; Outrata, Jiří
  On M-stationarity conditions in MPECs and the associated qualification conditions
  Appeared in: Math. Program., 168 (2018), pp. 229--259, DOI 10.1007/s10107-017-1146-3 .
• 2176: Cánovas, Maria J.; Henrion, René; Parra, Juan; Toledo, F. Javier
  Critical objective size and calmness modulus in linear programming
  Appeared in: Set-Valued Var. Anal., 24 (2016) pp. 565--579.
• 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.
• 2139: Colombo, Giovanni; Henrion, René; Hoang, Nguyen D.; Mordukhovich, Boris S.
  Optimal control of the sweeping process over polyhedral controlled sets
  Appeared in: J. Differential Equations, 260 (2016) pp. 3397--3447.
• 2089: Cánovas, María J.; Henrion, René; López, Marco A.; Parra, Juan
  Outer limit of subdifferentials and calmness moduli in linear and nonlinear programming
  Appeared in: J. Optim. Theory Appl., 169 (2016) pp. 925--952.
• 2010: Bremer, Ingo; Henrion, René; Möller, Andris
  Probabilistic constraints via SQP solver: Application to a renewable energy management problem
  Appeared in: Comput. Manag. Sci., 12 (2015) pp. 435--459.
• 1825: Landry, Chantal; Welz, Wolfgang; Henrion, René; Hömberg, Dietmar; Skutella, Martin
  Task assignment, sequencing and path-planning in robotic welding cells
  Appeared in: Methods and Models in Automation and Robotics (MMAR), 2013 -- 18th International Conference on, Miedzyzdroje, Poland, August 26 - 29, 2013, IEEE, 2013, pp. 252--257.
• 1819: Emich, Konstantin; Henrion, René
  A simple formula for the second-order subdifferential of maximum functions
  Appeared in: Vietnam J. Math., 42 (2014) pp. 467--478.
• 1799: van Ackooij, Wim; Henrion, René
  Gradient formulae for nonlinear probabilistic constraints with Gaussian and Gaussian-like distributions
  Appeared in: SIAM J. Optim., 24 (2014) pp. 1864--1889.
• 1785: Arnold, Thomas; Henrion, René; Möller, Andris; Vigerske, Stefan
  A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints
  Appeared in: Pac. J. Optim., 10 (2014) pp. 5--20.
• 1783: Emich, Konstantin; Henrion, René; Römisch, Werner
  Conditioning of linear-quadratic two-stage stochastic optimization problems
  Appeared in: Math. Program., 148 (2014) pp. 201--221.
• 1687: Henrion, René; Möller, Andris
  A gradient formula for linear chance constraints under Gaussian distribution
  Appeared in: Math. Oper. Res., 37 (2012) pp. 475--488.
• 1686: Henrion, René; Outrata, Jiří; Surowiec, Thomas
  On regular coderivatives in parametric equilibria with non-unique multipliers
  Appeared in: Math. Program., 136 (2012) pp. 111--131.
• 1678: Henrion, René; Kruger, Alexander; Outrata, Jiří
  Some remarks on stability of generalized equations
  Appeared in: J. Optim. Theory Appl., 159 (2013) pp. 681--697.
• 1658: Gerdts, Matthias; Henrion, René; Hömberg, Dietmar; Landry, Chantal
  Path planning and collision avoidance for robots
  Appeared in: Numer. Algebra Control Optim., 2 (2012) pp. 437--463.
• 1619: Colombo, Giovanni; Henrion, René; Hoang, Nguyen D.; Mordukhovich, Boris S.
  Optimal control of the sweeping process
  Appeared in: Dyn. Contin. Discrete Impuls. Syst. Ser. B Appl. Algorithms, 19 (2012) pp. 117--159.
• 1594: Henrion, René; Seeger, Alberto
  Condition number and eccentricity of a closed convex cone
  Appeared in: Math. Scand., 109 (2011) pp. 285--308.
• 1508: Henrion, René; Surowiec, Thomas
  On calmness conditions in convex bilevel programming
  Appeared in: Appl. Anal., 90 (2011) pp. 951--970.
• 1505: Henrion, René; Seeger, Alberto
  Inradius and circumradius of various convex cones arising in applications
  Appeared in: Set-Valued Var. Anal., 18 (2010) pp. 483--511.
• 1477: Fabian, Marian J.; Henrion, René; Kruger, Alexander Y.; Outrata, Jiří
  Error bounds: Necessary and sufficient conditions
  Appeared in: Set-Valued Var. Anal., 18 (2010) pp. 121--149.
• 1476: Henrion, René; Seeger, Alberto
  On properties of different notions of centers for convex cones
  Appeared in: Set-Valued Var. Anal., 18 (2010) pp. 205--231.
• 1433: Henrion, René; Outrata, Jiří; Surowiec, Thomas
  Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
  Appeared in: ESAIM Control Optim. Calc. Var., 18 (2012) pp. 295--317.
• 1399: Henrion, René; Mordukhovich, Boris; Mau Nam, Nguyen
  Polyhedral systems in finite and infinite dimensions with applications to robust stability of variational inequalities
  Appeared in: SIAM J. Optim., 20 (2010) pp. 2199--2227 under the new title "Second-order analysis of polyhedral systems in finite and infinite dimensions with applications to robust stability of variational inequalities”.
• 1396: Henrion, René; Outrata, Jiří; Surowiec, Thomas
  Strong stationary solutions to equilibrium problems with equilibrium constraints with applications to an electricity spot market model
  Appeared in: ESAIM Control Optim. Calc. Var., 18 (2012) pp. 295--317 under the new title "Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market”.
• 1321: Henrion, René; Outrata, Jiří; Surowiec, Thomas
  On the co-derivative of normal cone mappings to inequality systems
  Appeared in: Nonlinear Anal., 71 (2009) pp. 1213-1226
• 1308: Henrion, René; Seeger, Alberto
  Uniform boundedness of norms of convex and nonconvex processes
  Appeared in: Numer. Funct. Anal. Optim., 29 (2008) pp. 551--573.
• 1256: Henrion, René; Küchler, Christian; Römisch, Werner
  Discrepancy distances and scenario reduction in two-stage stochastic integer programming
  Appeared in: J. Indust. Management Optim., 4 (2008) pp. 363--384.
• 1244: Henrion, René; Römisch, Werner
  On M-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling
  Appeared in: Appl. Math., 522 (2007) pp. 473--494.
• 1206: Dentcheva, Darinka; Henrion, René; Ruszczynski, Andrzej
  Stability and sensitivity of optimization problems with first order stochastic dominance constraints
  Appeared in: SIAM J. Optim., 18 (2007) pp. 322--337.
• 1195: Henrion, René; Strugarek, Cyrille
  Convexity of chance constraints with independent random variables
  Appeared in: Computational Optimization and Applications 41 (2008) 263-276.
• 1185: Henrion, René; Küchler, Christian; Römisch, Werner
  Scenario reduction in stochastic programming with respect to discrepancy distances
  Appeared in: Comput. Optim. Appl., 43 (2009) pp. 67--93.
• 1146: Henrion, René; Outrata, Jiří
  On calculating the normal cone to a finite union of convex polyhedra
  Appeared in: Optimization, 57 (2008) pp. 57--78.
• 1089: Henrion, René
  Structural properties of linear probabilistic constraints
  Appeared in: Optimization, 56 (2007) pp. 425--440.
• 1059: Henrion, René; Lewis, Adrian; Seeger, Alberto
  Distance to uncontrollability for convex processes
  Appeared in: SIAM J. Optim., 45 (2006) pp. 26--50.
• 929: Henrion, René; Outrata, Jiří
  Calmness of constraint systems with applications
  Appeared in: Math. Program., 104 (2005) pp. 437--464.
• 913: Bukszar, Jozsef; Henrion, René; Hujter, Mihaly; Szantai, Tamas
  Polyhedral inclusion-exclusion
  
• 804: Henrion, René
  Perturbation analysis of chance-constrained programs under variation of all constraint data
  Appeared in: R. Henrion, Dynamic Stochastic Optimization, K. Marti, ed., vol. 532 of Lecture Notes in Economics and Mathematical Systems, Springer, Heidelberg, 2004, pp. 257--274
• 798: Henrion, René; Römisch, Werner
  Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints
  Appeared in: Mathematical Programming 100 (2004), 589-611
• 685: Henrion, René; Jourani, Abderrahim; Outrata, Jiří
  On calmness of a class of multifunctions
  Appeared in: SIAM Journal on Optimization, 13 (2002) pp. 603-618
• 679: Bosch, Paul; Jourani, Abderrahim; Henrion, René
  Error bounds and their application
  Appeared in: Applied Mathematics and Optimization 50 (2004), pp. 161-181 under the new title: Sufficient Conditions for Error Bounds and Applications.
• 645: Henrion, René; Jourani, Abderrahim
  Boundary-oriented subdifferential characterization of calmness for convex systems
  Appeared in: SIAM Journal on Optimization, 13 (2002) 520-534, under new title: Subdifferential Conditions for Calmness of Convex Constraints.
• 553: Henrion, René; Outrata, Jiří
  A subdifferential criterion for calmness of multifunctions
  Appeared in: Journal of Mathematical Analysis and Applications 258 (2001), pp. 110-130
• 460: Henrion, René
  Qualitative Stability of Convex Programs with Probabilistic Constraints
  Appeared in: In V.H. Nguyen, J. -J. Strodiot and P. Tossings (eds.): Optimization (Lect. Notes in Economics and Mathematical Systems, Vol. 481), (2000), pp. 164-180
• 397: Henrion, René; Römisch, Werner
  Stability of solutions to chance constrained stochastic programs
  Appeared in: J. Guddat, R. Hirabayashi, H.Th. Jongen and F. Twilt (eds): Parametric Optimization and Related Topics V, Peter Lang, Frankfurt a.M., 2000, pp. 95-114.