WIAS Preprint List: Henrion, René
- 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.