Werner Römisch (born 28 December 1947, died 7 June 2024) is a German mathematician, professor emeritus at the Humboldt University of Berlin, most known for his pioneer work in the field of stochastic programming.
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 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.