Talks (selected)

W. Römisch: QMC methods for stochastic programs: ANOVA decomposition of integrands , MCQMC 2012, Sydney, University of New South Wales, Febr. 12-17, 2012.

W. Römisch: Are Quasi-Monte Carlo methods efficient for two-stage stochastic programs? , Anniversary Workshop in honour of Georg Pflug, University of Vienna, 9.9.11.

W. Römisch: Scenario generation in stochastic programming with application to optimizing electricity portfolios under uncertainty, IMA-Workshop Uncertainty Quantification in Industrial and Energy Applications: Experiences and Challenges, Minneapolis (USA), 02.-04.06.11.

W. Römisch: Generating and handling scenarios in stochastic programming, IMA-Workshop Computing with Uncertainty, Minneapolis (USA), 18.-22.10.10.

W. Römisch: Scenario generation, Tutorial, 12th International Conference on Stochastic Programming, Halifax (Canada), 14.8.10.

W. Römisch: Mehrperiodische Risikofunktionale in der Energiewirtschaft, 8. VDI-Fachtagung Optimierung in der Energiewirtschaft, Ludwigsburg, 24./25.11.09.

W. Römisch: Scenario reduction techniques in stochastic programming, SAGA09, Sapporo (Japan), October 26-28, 2009.

W. Römisch: Stochastic programming: From statistical data to optimal decisions, Computational Management Science 2009, Geneva, May 1-3, 2009.

W. Römisch: Scenario reduction and scenario trees in stochastic programming with application to power planning, Power Systems Modeling 2009, Gainesville (USA), March 18-20, 2009.

W. Römisch: Airline network revenue management by multistage stochastic programming, GOR-Arbeitsgruppe "Revenue Management and Dynamic Pricing", Grünwald b. München, 13.2.09.

W. Römisch: Scenario reduction in mixed-integer stochastic programming, Conference on Optimization & Practices in Industry, EDF, Paris, November 26-28, 2008.

W. Römisch: Mean-risk optimization of electricity portfolios, Operations Research 2008, Augsburg, 3.9.-5.9. 2008.

A. Eichhorn and W. Römisch: Dynamic risk management in electricity portfolio optimization via polyhedral risk functionals, IEEE PES 2008 General Meeting, Pittsburgh (USA), 20-24 July, 2008.

W. Römisch: Scenario reduction in stochastic programming, VIII International Conference on Operations Research, Havana (Cuba), February 25-29, 2008.

G. Ch. Pflug and W. Römisch: Multi-period risk functionals, 11th International Conference on Stochastic Programming, Vienna, Austria, August 26-31, 2007.

W. Römisch: Recent progress in stochastic programming and applications in energy, Power
Systems Modelling 2007, Athens (Greece), June 5-8, 2007.

W. Römisch: Stability of stochastic programming problems, Spring School on Stochastic Programming, Bergamo (Italy), April 13, 2007.

H. Heitsch and W. Römisch: Stability-based generation of scenario trees for multistage stochastic programs, International Symposium on Mathematical Programming (ISMP), Rio de Janeiro, July 30-August 5, 2006.

G. Ch. Pflug and W. Römisch: Multi-period risk functionals in stochastic programming, EURO XXI (2006), Reykjavik (Iceland), July 2-5, 2006.

W. Römisch: Applications of Stochastic Programming in Electricity Portfolio and Airline Revenue Management, 76. Sitzung der GOR-Arbeitsgruppe "Praxis der mathematischen Optimierung", BASF AG, Ludwigshafen, 22./23.5.2006.

W. Römisch: Stochastic Programming - A Variational Analysis Perspective, Spring School on Variational Analysis, Paseky, April 24-29, 2006.

W. Römisch: Mean-Risk Optimization Models for Electricity Portfolio Management, Energy Workshop, University of Vienna, March 17, 2006.

W. Römisch: Stochastic Programming: Models, Approximations, Applications, 3rd Alumni Summer School on Applied Mathematics, Cairo, Egypt, November, 2005.

W. Römisch: O&D Revenue Management: A Multistage Stochastic Programming Approach, Workshop Mathematical Models for Optimizing Transportation Services, Auckland, April 19-22, 2005.