Werner Römisch
Born
Werner Römisch

(1947-12-28)28 December 1947
Zwickau, Germany
EducationHumboldt University of Berlin
Known for
  • Stochastic Programming
  • Optimization in energy industry
AwardsKhachiyan Prize 2018
Scientific career
Fields
InstitutionsHumboldt University of Berlin
Websitewww.mathematik.hu-berlin.de/~romisch/

Werner Römisch (born 28 December 1947) is a German mathematician, professor emeritus at the Humboldt University of Berlin, most known for his pioneer work in the field of stochastic programming.

Education and early life

Römisch was born in Zwickau, Germany in 1947. He earned his diploma degree in Mathematics (1971) and doctoral degree in mathematics (1976) at the Humboldt University of Berlin (HUB). In 1984 he earned his Habilitation degree and after that he was appointed as Privatdozent at the HUB. In 1993 he became full professor of applied mathematics at HUB. He is married to Ute Römisch, lives in Berlin and has two children.

Career and research

Römisch is known for being a pioneer in the field of stochastic programming, to which he made several significant contributions. His work on analysis of discrete approximations,[1][2] stability,[3][4][5][6][7] power systems,[8][9] risk quantification and management,[10] scenario reduction[11][12][13][14] and efficient Monte-Carlo sampling[15] are notable contributions to the field. He authored three books and more than 130 research papers. He was co-editor of the Journal of Stochastic Programming E-Print Series (1999–2018), Associate Editor of Optimization Letters (OPTL) (2006–2013), of Energy Systems (2009–2020), of Computational Management Science (2012–2020), and of SIAM Journal on Optimization (2013– ). He is co-author of the algorithm for scenario reduction SCENRED,[16] which is used in several optimization frameworks in the energy industry.

Awards and honours

2018 Khachiyan Prize Winner for lifetime achievements in the field of optimization awarded by the INFORMS Optimization Society.[17]

References

  1. ↑ Römisch, Werner (1981). "On discrete approximations in stochastic programming" (PDF). Proceedings 13. Jahrestagung "Mathematische Optimierung". 39: 166-175.
  2. ↑ Römisch, Werner (1985). "An approximation method in stochastic optimization and control". Mathematical Control Theory, Banach Center Publications. 14: 477-490. doi:10.4064/-14-1-477-490.
  3. ↑ Rachev, Svetlozar T; Römisch, Werner (2002). "Quantitative Stability in Stochastic Programming: The Method of Probability Metrics". Mathematics of Operations Research. 27 (4): 792–818. doi:10.1287/moor.27.4.792.304.
  4. ↑ Römisch, Werner; Wets, RJ-B (2007). "Stability of ε-approximate solutions to convex stochastic programs". SIAM Journal on Optimization. 18 (3): 961–979. doi:10.1137/060657716.
  5. ↑ Römisch, W.; Schultz, R. (1991). "Stability analysis for stochastic programs". Annals of Operations Research. 30: 241–266. doi:10.1007/BF02204819. S2CID 18988851.
  6. ↑ Römisch, W.; Schultz, R. (1993). "Stability of solutions for stochastic programs with complete recourse". Mathematics of Operations Research. 18 (3): 590–609. doi:10.1287/moor.18.3.590.
  7. ↑ Henrion, R.; Römisch, W. (1999). "Metric regularity and quantitative stability in stochastic programs with probabilistic constraints". Mathematical Programming. 84: 55–88. doi:10.1007/s10107980016a. S2CID 2304352.
  8. ↑ Dentcheva, D.; Römisch, W. (1998). "Optimal Power Generation under Uncertainty via Stochastic Programming". Stochastic Programming Methods and Technical Applications. Lecture Notes in Economics and Mathematical Systems. Vol. 458. pp. 22–56. doi:10.1007/978-3-642-45767-8_2. ISBN 978-3-540-63924-4.
  9. ↑ Eichhorn, A.; Römisch, W. (2006). "Mean-risk optimization models for electricity portfolio management". 2006 International Conference on Probabilistic Methods Applied to Power Systems. pp. 1–7. doi:10.1109/PMAPS.2006.360230. ISBN 978-91-7178-585-5. S2CID 2326985.
  10. ↑ Pflug, G. Ch.; Römisch, W. (2007). Modeling, Measuring and Managing Risk. World Scientific. doi:10.1142/6478. ISBN 978-981-270-740-6.
  11. ↑ Dupačová, J.; Gröwe-Kuska, N.; Römisch, W. (2003). "Scenario reduction in stochastic programming". Math. Program. 95 (Ser. A 95): 493–511. doi:10.1007/s10107-002-0331-0. S2CID 22626063.
  12. ↑ Heitsch, Holger; Römisch, Werner (2003). "Scenario reduction algorithms in stochastic programming". Computational Optimization and Applications. 24 (2): 187–206. doi:10.1023/A:1021805924152. S2CID 16956981.
  13. ↑ Römisch, Werner (2010). "Scenario generation". Wiley Encyclopedia of Operations Research and Management Science.
  14. ↑ Heitsch, H.; Römisch, W. (2010). "Stability and scenario trees for multistage stochastic programs". Stochastic Programming, the State of the Art, in Honor of G.B. Dantzig. 6 (2): 139–164. doi:10.1007/s10287-008-0087-y. S2CID 3230220.
  15. ↑ Leövey, H.; Römisch, W. (2015). "Quasi-Monte Carlo methods for linear two-stage stochastic programming problems". Mathematical Programming. 151: 315–345. doi:10.1007/s10107-015-0898-x. S2CID 14254876.
  16. ↑ "Scenred".
  17. ↑ "Khachiyan Prize". Optimization Society. 5 December 2022. Retrieved 26 July 2023.
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