Holger Heitsch

Dr. Holger Heitsch is a Researcher at the Weierstrass Institute for Applied Analysis and Stochastics in Berlin, Germany. He works in the research group Nonlinear Optimization and Inverse Problems under Prof. Dietmar Hömberg's leadership. Currently, he is a research associate in the collaborative project SFB Transregio 154 focused on mathematical modeling and optimization of gas networks.

Research Interests: His work centers around stochastic optimization, particularly in energy systems and gas network modeling. Key areas include probabilistic constraints, scenario tree generation, and uncertainty quantification. He has developed computational methods like the Matlab-based spherical cap discrepancy code for academic use.

Publications: Spanning 2003–2025, his research addresses

• Stochastic modeling in energy portfolios
• Scenario reduction algorithms
• Probabilistic capacity planning for gas networks
• Computational methods for quasi-Monte Carlo integration

Labs & Teams: Collaborates with Prof. Römisch, Prof. Henrion, and international researchers on gas network optimization and stochastic programming. His work is applied in power management, energy economics, and network flow problems.