The following pages link to Daniel Kuhn (Q263196):
Displaying 50 items.
- Generalized Gauss inequalities via semidefinite programming (Q263197) (← links)
- A comment on ``Computational complexity of stochastic programming problems'' (Q312699) (← links)
- Parallel partitioning for distributed systems using sequential assignment (Q362566) (← links)
- A polynomial-time solution scheme for quadratic stochastic programs (Q368716) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- A constraint sampling approach for multi-stage robust optimization (Q445078) (← links)
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
- Generalized decision rule approximations for stochastic programming via liftings (Q494331) (← links)
- Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
- Primal and dual linear decision rules in stochastic and robust optimization (Q647394) (← links)
- Data-driven inverse optimization with imperfect information (Q681497) (← links)
- Robust resource allocations in temporal networks (Q715076) (← links)
- Valuation of electricity swing options by multistage stochastic programming (Q1023350) (← links)
- (Q1035871) (redirect page) (← links)
- Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
- Maximizing the net present value of a project under uncertainty (Q1039778) (← links)
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
- $K$-adaptability in two-stage distributionally robust binary programming (Q1785454) (← links)
- Generalized bounds for convex multistage stochastic programs. (Q1884597) (← links)
- Multi-resource allocation in stochastic project scheduling (Q1931636) (← links)
- Distributionally robust joint chance constraints with second-order moment information (Q1942277) (← links)
- The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
- On linear optimization over Wasserstein balls (Q2089797) (← links)
- Robust multidimensional pricing: separation without regret (Q2097664) (← links)
- Scenario reduction revisited: fundamental limits and guarantees (Q2118076) (← links)
- Distributionally robust optimization with polynomial densities: theory, models and algorithms (Q2189441) (← links)
- A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
- Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
- Robust Software Partitioning with Multiple Instantiation (Q2815463) (← links)
- Polynomial Approximations for Continuous Linear Programs (Q2910888) (← links)
- Distributionally Robust Convex Optimization (Q2941430) (← links)
- Distributionally Robust Control of Constrained Stochastic Systems (Q2980669) (← links)
- Barycentric Bounds in Stochastic Programming: Theory and Application (Q3001271) (← links)
- An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time (Q3169043) (← links)
- Dynamic mean-variance portfolio analysis under model risk (Q3404358) (← links)
- <i>K</i>-Adaptability in Two-Stage Robust Binary Programming (Q3465590) (← links)
- (Q3524406) (← links)
- (Q3604331) (← links)
- From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming (Q4571046) (← links)
- Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs (Q4603038) (← links)
- Ambiguous Joint Chance Constraints Under Mean and Dispersion Information (Q4604907) (← links)
- Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization (Q4634103) (← links)
- Kelly's fractional staking updated for betting exchanges (Q4925185) (← links)
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384) (← links)
- Robust Markov Decision Processes (Q5169660) (← links)
- Analysis of the rebalancing frequency in log-optimal portfolio selection (Q5190136) (← links)
- Regularization via Mass Transportation (Q5214188) (← links)
- Chebyshev Inequalities for Products of Random Variables (Q5219675) (← links)
- An Efficient Method to Estimate the Suboptimality of Affine Controllers (Q5347918) (← links)
- PIQP: A Proximal Interior-Point Quadratic Programming Solver (Q5983142) (← links)
