Daniel Kuhn
Daniel Kuhn
Professor of Operations Research
Verifierad e-postadress på epfl.ch - Startsida
TitelCiteras avÅr
Distributionally robust convex optimization
W Wiesemann, D Kuhn, M Sim
Operations Research 62 (6), 1358-1376, 2014
3482014
Data-driven distributionally robust optimization using the Wasserstein metric: Performance guarantees and tractable reformulations
PM Esfahani, D Kuhn
Mathematical Programming 171 (1-2), 115-166, 2018
2952018
Distributionally robust joint chance constraints with second-order moment information
S Zymler, D Kuhn, B Rustem
Mathematical Programming 137 (1-2), 167-198, 2013
2782013
Primal and dual linear decision rules in stochastic and robust optimization
D Kuhn, W Wiesemann, A Georghiou
Mathematical Programming 130 (1), 177-209, 2011
2182011
Robust Markov Decision Processes
W Wiesemann, D Kuhn, B Rustem
Mathematics of Operations Research, 2010
1322010
Generalized decision rule approximations for stochastic programming via liftings
A Georghiou, W Wiesemann, D Kuhn
Mathematical Programming 152 (1-2), 301-338, 2015
1182015
Worst-case value at risk of nonlinear portfolios
S Zymler, D Kuhn, B Rustem
Management Science 59 (1), 172-188, 2013
972013
K-adaptability in two-stage robust binary programming
GA Hanasusanto, D Kuhn, W Wiesemann
Operations Research 63 (4), 877-891, 2015
90*2015
Distributionally robust logistic regression
SS Abadeh, PMM Esfahani, D Kuhn
Advances in Neural Information Processing Systems, 1576-1584, 2015
802015
A distributionally robust perspective on uncertainty quantification and chance constrained programming
GA Hanasusanto, V Roitch, D Kuhn, W Wiesemann
Mathematical Programming 151 (1), 35-62, 2015
772015
Maximizing the net present value of a project under uncertainty
W Wiesemann, D Kuhn, B Rustem
European Journal of Operational Research 202 (2), 356-367, 2010
732010
Generalized bounds for convex multistage stochastic programs
D Kuhn
Springer Science & Business Media, 2006
682006
Robust portfolio optimization with derivative insurance guarantees
S Zymler, B Rustem, D Kuhn
European Journal of Operational Research 210 (2), 410-424, 2011
672011
Ambiguous joint chance constraints under mean and dispersion information
GA Hanasusanto, V Roitch, D Kuhn, W Wiesemann
Operations Research 65 (3), 751-767, 2017
642017
A stochastic programming approach for qos-aware service composition
W Wiesemann, R Hochreiter, D Kuhn
2008 Eighth IEEE International Symposium on Cluster Computing and the Grid …, 2008
632008
Distributionally robust multi-item newsvendor problems with multimodal demand distributions
GA Hanasusanto, D Kuhn, SW Wallace, S Zymler
Mathematical Programming 152 (1-2), 1-32, 2015
612015
Decision rules for information discovery in multi-stage stochastic programming
P Vayanos, D Kuhn, B Rustem
2011 50th IEEE Conference on Decision and Control and European Control …, 2011
572011
Conic programming reformulations of two-stage distributionally robust linear programs over wasserstein balls
GA Hanasusanto, D Kuhn
Operations Research 66 (3), 849-869, 2018
532018
Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
P Rocha, D Kuhn
European Journal of Operational Research 216 (2), 397-408, 2012
512012
SQPR: Stream query planning with reuse
E Kalyvianaki, W Wiesemann, QH Vu, D Kuhn, P Pietzuch
2011 IEEE 27th International Conference on Data Engineering, 840-851, 2011
512011
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Artiklar 1–20