@techreport{GonzalezGrandonHeitschHenrion2017, author = {Gonzalez Grandon, Tatiana and Heitsch, Holger and Henrion, Rene}, title = {A joint model of probabilistic/robust constraints for gas transport management in stationary networks}, series = {Computational Management Science}, volume = {14}, journal = {Computational Management Science}, doi = {10.1007/s10287-017-0284-7}, url = {https://opus4.kobv.de/opus4-trr154/141}, pages = {443 -- 460}, year = {2017}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{AdamHenrionOutrata2017, author = {Adam, Lukas and Henrion, Rene and Outrata, Jiri}, title = {On M-stationarity conditions in MPECs and the associated qualification conditions}, series = {Mathematical Programming}, journal = {Mathematical Programming}, url = {https://opus4.kobv.de/opus4-trr154/142}, year = {2017}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{GotzesHeitschHenrionetal.2016, author = {Gotzes, Claudia and Heitsch, Holger and Henrion, Rene and Schultz, R{\"u}diger}, title = {On the quantification of nomination feasibility in stationary gas networks with random load}, series = {Mathematical Methods of Operations Research}, volume = {84}, journal = {Mathematical Methods of Operations Research}, number = {2}, doi = {10.1007/s00186-016-0564-y}, url = {https://opus4.kobv.de/opus4-trr154/116}, pages = {427 -- 457}, year = {2016}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{vanAckooijHenrion2017, author = {van Ackooij, Wim and Henrion, Rene}, title = {(Sub-) Gradient formulae for probability functions of random inequality systems under Gaussian distribution}, series = {SIAM/ASA J. Uncertainty Quantification}, volume = {5}, journal = {SIAM/ASA J. Uncertainty Quantification}, doi = {10.1137/16M1061308}, url = {https://opus4.kobv.de/opus4-trr154/117}, pages = {63 -- 87}, year = {2017}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{GuiguesHenrion2016, author = {Guigues, Vincent and Henrion, Rene}, title = {Joint dynamic probabilistic constraints with projected linear decision rules}, series = {Optimization Methods and Software}, volume = {32}, journal = {Optimization Methods and Software}, doi = {10.1080/10556788.2016.1233972}, url = {https://opus4.kobv.de/opus4-trr154/118}, pages = {1006 -- 1032}, year = {2016}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{DinizHenrion2015, author = {Diniz, Andre Luiz and Henrion, Rene}, title = {On probabilistic constraints with multivariate truncated Gaussian and lognormal distributions}, series = {Energy Systems}, volume = {8}, journal = {Energy Systems}, doi = {10.1007/s12667-015-0180-6}, url = {https://opus4.kobv.de/opus4-trr154/119}, pages = {149 -- 167}, year = {2015}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{GeiersbachHenrion2023, author = {Geiersbach, Caroline and Henrion, Ren{\´e}}, title = {Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form}, url = {https://opus4.kobv.de/opus4-trr154/529}, year = {2023}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{GeiersbachHenrionPerezAros2023, author = {Geiersbach, Caroline and Henrion, Ren{\´e} and P{\´e}rez-Aros, Pedro}, title = {Numerical solution of an optimal control problem with probabilistic and almost sure state constraints}, url = {https://opus4.kobv.de/opus4-trr154/530}, year = {2023}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{GugatHenrionHeitsch2021, author = {Gugat, Martin and Henrion, Ren{\´e} and Heitsch, Holger}, title = {A turnpike property for optimal control problems with dynamic probabilistic constraints}, series = {Journal of Convex Analysis}, volume = {30}, journal = {Journal of Convex Analysis}, number = {3}, publisher = {Heldermann Verlag 2023}, url = {https://opus4.kobv.de/opus4-trr154/452}, pages = {1025 -- 1052}, year = {2021}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{Henrion2021, author = {Henrion, Rene}, title = {On M-stationarity conditions for probabilistic MPECs}, url = {https://opus4.kobv.de/opus4-trr154/472}, year = {2021}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{BertholdHeitschHenrionetal.2021, author = {Berthold, Holger and Heitsch, Holger and Henrion, Ren{\´e} and Schwientek, Jan}, title = {On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints}, doi = {10.1007/s00186-021-00764-8}, url = {https://opus4.kobv.de/opus4-trr154/385}, year = {2021}, language = {en}, type = {Preprint}, institution = {TRR 154} } @unpublished{BrandaHenrionPištěk2021, author = {Branda, Martin and Henrion, Ren{\´e} and Pištěk, Miroslav}, title = {Value at risk approach to producer's best response in electricity market with uncertain demand}, url = {https://opus4.kobv.de/opus4-trr154/386}, year = {2021}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{AdamBrandaHeitschetal., author = {Adam, Lukas and Branda, Martin and Heitsch, Holger and Henrion, Ren{\´e}}, title = {Solving joint chance constrained problems using regularization and Benders' decomposition}, series = {Annals of Operations Research}, volume = {292}, journal = {Annals of Operations Research}, doi = {10.1007/s10479-018-3091-9}, url = {https://opus4.kobv.de/opus4-trr154/335}, pages = {683 -- 709}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{BrandaHenrionPistek, author = {Branda, Martin and Henrion, Ren{\´e} and Pistek, Miroslav}, title = {Producer's Best Response in Pay-as-clear Day-ahead Electricity Market with Uncertain Demand}, url = {https://opus4.kobv.de/opus4-trr154/336}, language = {en}, type = {Preprint}, institution = {TRR 154} } @unpublished{HeitschHenrionKleinertetal.2021, author = {Heitsch, Holger and Henrion, Ren{\´e} and Kleinert, Thomas and Schmidt, Martin}, title = {On Convex Lower-Level Black-Box Constraints in Bilevel Optimization with an Application to Gas Market Models with Chance Constraints}, url = {https://opus4.kobv.de/opus4-trr154/371}, pages = {34}, year = {2021}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{HeitschHenrion2019, author = {Heitsch, Holger and Henrion, Ren{\´e}}, title = {An enumerative formula for the spherical cap discrepancy}, doi = {10.1016/j.cam.2021.113409}, url = {https://opus4.kobv.de/opus4-trr154/296}, year = {2019}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{GonzalezGrandonHenrionPerezAros, author = {Gonzalez Grandon, Tatiana and Henrion, Rene and Perez-Aros, Pedro}, title = {Dynamic probabilistic constraints under continuous random distributions}, doi = {10.1007/s10107-020-01593-z}, url = {https://opus4.kobv.de/opus4-trr154/254}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{FarshbafShakerGugatHeitschetal., author = {Farshbaf Shaker, Mohammad Hassan and Gugat, Martin and Heitsch, Holger and Henrion, Ren{\´e}}, title = {Optimal Neumann boundary control of a vibrating string with uncertain initial data and probabilistic terminal constraints}, doi = {10.1137/19M1269944}, url = {https://opus4.kobv.de/opus4-trr154/282}, language = {en}, type = {Preprint}, institution = {TRR 154} } @unpublished{SchmidtHillerKochetal.2019, author = {Schmidt, Martin and Hiller, Benjamin and Koch, Thorsten and Pfetsch, Marc and Geißler, Bj{\"o}rn and Henrion, Ren{\´e} and Joormann, Imke and Martin, Alexander and Morsi, Antonio and R{\"o}misch, Werner and Schewe, Lars and Schultz, R{\"u}diger and Steinbach, Marc C.}, title = {Capacity Evaluation for Large-Scale Gas Networks}, url = {https://opus4.kobv.de/opus4-trr154/285}, pages = {8}, year = {2019}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{AdelhuetteAssmannGonzalezGrandonetal.2017, author = {Adelh{\"u}tte, Dennis and Aßmann, Denis and Gonz{\`a}lez Grand{\`o}n, Tatiana and Gugat, Martin and Heitsch, Holger and Liers, Frauke and Henrion, Ren{\´e} and Nitsche, Sabrina and Schultz, R{\"u}diger and Stingl, Michael and Wintergerst, David}, title = {Joint model of probabilistic/robust (probust) constraints applied to gas network optimization}, doi = {10.1007/s10013-020-00434-y}, url = {https://opus4.kobv.de/opus4-trr154/215}, year = {2017}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{HantouteHenrionPerezAros2017, author = {Hantoute, Abderrahim and Henrion, Rene and Perez-Aros, Pedro}, title = {Subdifferential characterization of probability functions under Gaussian distribution}, doi = {10.1007/s10107-018-1237-9}, url = {https://opus4.kobv.de/opus4-trr154/226}, year = {2017}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{FarshbafShakerHenrionHoemberg2017, author = {Farshbaf-Shaker, M. Hassan and Henrion, Rene and H{\"o}mberg, Dietmar}, title = {Properties of Chance Constraints in Infinite Dimensions with an Application to PDE Constrained Optimization}, series = {Set-Valued and Variational Analysis}, journal = {Set-Valued and Variational Analysis}, doi = {doi:10.1007/s11228-017-0452-5}, url = {https://opus4.kobv.de/opus4-trr154/227}, year = {2017}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{HeitschHenrion2025, author = {Heitsch, Holger and Henrion, Ren{\´e}}, title = {On the Lipschitz continuity of the spherical cap discrepancy around generic point sets}, series = {Unif. Distrib. Theory}, volume = {20}, journal = {Unif. Distrib. Theory}, number = {1}, doi = {10.2478/udt-2025-0011}, url = {https://opus4.kobv.de/opus4-trr154/618}, pages = {35 -- 63}, year = {2025}, language = {en}, type = {Preprint}, institution = {TRR 154} } @techreport{BernhardHeitschHenrionetal., author = {Bernhard, Daniela and Heitsch, Holger and Henrion, Ren{\´e} and Liers, Frauke and Stingl, Michael and Uihlein, Andrian and Zipf, Viktor}, title = {Continuous stochastic gradient and spherical radial decomposition}, url = {https://opus4.kobv.de/opus4-trr154/617}, language = {en}, type = {Preprint}, institution = {TRR 154} }