Werner Römisch

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.

Werner Römisch
Born
Werner Römisch

(1947-12-28)28 December 1947
Schneeberg, Germany
EducationHumboldt University of Berlin
Known forStochastic Programming
Optimization in energy industry
Awards2018 Khachiyan Prize
Scientific career
FieldsNumerical analysis
Optimization
Stochastic Programming
InstitutionsHumboldt University of Berlin
Websitewww.mathematik.hu-berlin.de/~romisch/

Education and early life

Römisch was born in Schneeberg, 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 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, in which he made several remarkable contributions. Most remarkable, his work on analysis of discrete approximations,[1][2] stability,[3][4][5] power systems,[6][7] Risk quantification and management,[8] scenario reduction,[9][10][11] and efficient Monte-Carlo sampling [12] are notorious contributiions into the field. He authored 3 books and more than 130 research papers . He was Co.editor at 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), of SIAM Journal on Optimization (2013- ). He is co-author of the algorithm for scenario reduction SCENRED,[13] 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 .

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. Römisch, W.; Schultz, R. (1991). "Stability analysis for stochastic programs". Annals of Operations Research. 30: 241–266. doi:10.1007/BF02204819. S2CID 18988851.
  4. 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.
  5. Römisch, W.; Henrion, R. (1999). "Metric regularity and quantitative stability in stochastic programs with probabilistic constraints". Mathematical Programming. 84: 55–88. doi:10.1007/s10107980016a. S2CID 2304352.
  6. Römisch, W.; Dentcheva, D. (1998). "Optimal power generation under uncertainty via stochastic programming". Stochastic Programming Methods and Technical Applications. Lecture Notes in Economics and Mathematical Systems. 458: 22–56. doi:10.1007/978-3-642-45767-8_2. ISBN 978-3-540-63924-4.
  7. Römisch, W.; Eichhorn, A. (2006). "Mean-risk optimization models for electricity portfolio management". Proceedings of PMAPS 2006 (Probabilistic Methods Applied to Power Systems).
  8. Römisch, W.; Pflug, G. Ch. (2007). Modeling, Measuring and Managing Risk. World Scientific. doi:10.1142/6478. ISBN 978-981-270-740-6.
  9. Römisch, Werner (2009). "Scenario reduction techniques in stochastic programming". Stochastic Algorithms: Foundations and Applications (O. Watanabe, T. Zeugmann Eds.), Proceedings of SAGA. Lecture Notes in Computer Science. 5792: 1–14. doi:10.1007/978-3-642-04944-6_1. ISBN 978-3-642-04943-9.
  10. Römisch, Werner (2010). "Scenario generation". Wiley Encyclopedia of Operations Research and Management Science.
  11. Römisch, W.; Heitsch, H. (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.
  12. Römisch, W.; Leövey, H. (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.
  13. "Scenred".
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