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Kuhn, Daniel

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Author ID: kuhn.daniel Recent zbMATH articles by "Kuhn, Daniel"
Published as: Kuhn, Daniel; Kuhn, D.
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Documents Indexed: 50 Publications since 2005, including 3 Books

Publications by Year

Citations contained in zbMATH Open

44 Publications have been cited 759 times in 451 Documents Cited by Year
Distributionally robust convex optimization. Zbl 1327.90158
Wiesemann, Wolfram; Kuhn, Daniel; Sim, Melvyn
113
2014
Distributionally robust joint chance constraints with second-order moment information. Zbl 1286.90103
Zymler, Steve; Kuhn, Daniel; Rustem, Berç
84
2013
Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations. Zbl 1433.90095
Mohajerin Esfahani, Peyman; Kuhn, Daniel
75
2018
Primal and dual linear decision rules in stochastic and robust optimization. Zbl 1236.90087
Kuhn, Daniel; Wiesemann, Wolfram; Georghiou, Angelos
54
2011
\(K\)-adaptability in two-stage robust binary programming. Zbl 1329.90164
Hanasusanto, Grani A.; Kuhn, Daniel; Wiesemann, Wolfram
38
2015
Robust Markov decision processes. Zbl 1291.90295
Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berç
32
2013
Generalized decision rule approximations for stochastic programming via liftings. Zbl 1327.90152
Georghiou, Angelos; Wiesemann, Wolfram; Kuhn, Daniel
31
2015
Robust portfolio optimization with derivative insurance guarantees. Zbl 1210.91128
Zymler, Steve; Rustem, Berç; Kuhn, Daniel
29
2011
A distributionally robust perspective on uncertainty quantification and chance constrained programming. Zbl 1328.90090
Hanasusanto, Grani A.; Roitch, Vladimir; Kuhn, Daniel; Wiesemann, Wolfram
27
2015
Distributionally robust multi-item newsvendor problems with multimodal demand distributions. Zbl 1327.90153
Hanasusanto, Grani A.; Kuhn, Daniel; Wallace, Stein W.; Zymler, Steve
24
2015
Ambiguous joint chance constraints under mean and dispersion information. Zbl 1387.90271
Hanasusanto, Grani A.; Roitch, Vladimir; Kuhn, Daniel; Wiesemann, Wolfram
21
2017
Generalized bounds for convex multistage stochastic programs. Zbl 1103.90069
Kuhn, Daniel
19
2005
A comment on “Computational complexity of stochastic programming problems”. Zbl 1345.90063
Hanasusanto, Grani A.; Kuhn, Daniel; Wiesemann, Wolfram
17
2016
Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules. Zbl 1237.91103
Rocha, Paula; Kuhn, Daniel
14
2012
Aggregation and discretization in multistage stochastic programming. Zbl 1135.90032
Kuhn, Daniel
13
2008
Robust resource allocations in temporal networks. Zbl 1262.90031
Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berç
12
2012
Distributionally robust control of constrained stochastic systems. Zbl 1359.93542
Van Parys, Bart P. G.; Kuhn, Daniel; Goulart, Paul J.; Morari, Manfred
11
2016
Valuation of electricity swing options by multistage stochastic programming. Zbl 1177.90299
Haarbrücker, Gido; Kuhn, Daniel
11
2009
A constraint sampling approach for multi-stage robust optimization. Zbl 1244.93097
Vayanos, Phebe; Kuhn, Daniel; Rustem, Berç
11
2012
Generalized Gauss inequalities via semidefinite programming. Zbl 1351.90125
Van Parys, Bart P. G.; Goulart, Paul J.; Kuhn, Daniel
10
2016
Maximizing the net present value of a project under uncertainty. Zbl 1175.90200
Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berç
10
2010
Data-driven inverse optimization with imperfect information. Zbl 1406.90087
Mohajerin Esfahani, Peyman; Shafieezadeh-Abadeh, Soroosh; Hanasusanto, Grani A.; Kuhn, Daniel
9
2018
An efficient method to estimate the suboptimality of affine controllers. Zbl 1368.93787
Hadjiyiannis, Michael J.; Goulart, Paul J.; Kuhn, Daniel
8
2011
\(K\)-adaptability in two-stage distributionally robust binary programming. Zbl 1408.90210
Hanasusanto, Grani A.; Kuhn, Daniel; Wiesemann, Wolfram
8
2016
Polynomial approximations for continuous linear programs. Zbl 1246.93059
Bampou, Dimitra; Kuhn, Daniel
8
2012
Dynamic mean-variance portfolio analysis under model risk. Zbl 1181.91297
Kuhn, Daniel; Parpas, Panos; Rustem, Berç; Fonseca, Raquel
8
2009
Distributionally robust optimization with polynomial densities: theory, models and algorithms. Zbl 1467.90030
de Klerk, Etienne; Kuhn, Daniel; Postek, Krzysztof
6
2020
Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls. Zbl 1455.90121
Hanasusanto, Grani A.; Kuhn, Daniel
6
2018
Analysis of the rebalancing frequency in log-optimal portfolio selection. Zbl 1202.91300
Kuhn, Daniel; Luenberger, David G.
6
2010
Decision rule bounds for two-stage stochastic bilevel programs. Zbl 1392.90086
Yanikoğlu, İhsan; Kuhn, Daniel
5
2018
Regularization via mass transportation. Zbl 1434.68450
Shafieezadeh-Abadeh, Soroosh; Kuhn, Daniel; Esfahani, Peyman Mohajerin
4
2019
Robust software partitioning with multiple instantiation. Zbl 1462.90079
Spacey, Simon A.; Wiesemann, Wolfram; Kuhn, Daniel; Luk, Wayne
4
2012
From infinite to finite programs: explicit error bounds with applications to approximate dynamic programming. Zbl 1422.90021
Mohajerin Esfahani, Peyman; Sutter, Tobias; Kuhn, Daniel; Lygeros, John
4
2018
An information-based approximation scheme for stochastic optimization problems in continuous time. Zbl 1218.90144
Kuhn, Daniel
4
2009
Multi-resource allocation in stochastic project scheduling. Zbl 1254.90080
Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berç
4
2012
Optimal financial decision making under uncertainty. Zbl 1350.91008
Consigli, Giorgio (ed.); Kuhn, Daniel (ed.); Brandimarte, Paolo (ed.)
3
2017
Convergent bounds for stochastic programs with expected value constraints. Zbl 1175.90304
Kuhn, D.
3
2009
Bound-based decision rules in multistage stochastic programming. Zbl 1154.90558
Kuhn, D.; Parpas, Panos; Rustem, B.
3
2008
The decision rule approach to optimization under uncertainty: methodology and applications. Zbl 07137444
Georghiou, Angelos; Kuhn, Daniel; Wiesemann, Wolfram
2
2019
Chebyshev inequalities for products of random variables. Zbl 1433.60011
Rujeerapaiboon, Napat; Kuhn, Daniel; Wiesemann, Wolfram
2
2018
Threshold accepting approach to improve bound-based approximations for portfolio optimization. Zbl 1142.91535
Kuhn, Daniel; Parpas, Panos; Rustem, Berç
2
2008
Barycentric bounds in stochastic programming: theory and application. Zbl 1227.90026
Frauendorfer, Karl; Kuhn, Daniel; Schürle, Michael
2
2011
Financial optimization: optimization paradigms and financial planning under uncertainty. Zbl 1317.00009
Consigli, Giorgio (ed.); Brandimarte, Paolo (ed.); Kuhn, Daniel (ed.)
1
2015
A polynomial-time solution scheme for quadratic stochastic programs. Zbl 1272.90039
Rocha, Paula; Kuhn, Daniel
1
2013
Distributionally robust optimization with polynomial densities: theory, models and algorithms. Zbl 1467.90030
de Klerk, Etienne; Kuhn, Daniel; Postek, Krzysztof
6
2020
Regularization via mass transportation. Zbl 1434.68450
Shafieezadeh-Abadeh, Soroosh; Kuhn, Daniel; Esfahani, Peyman Mohajerin
4
2019
The decision rule approach to optimization under uncertainty: methodology and applications. Zbl 07137444
Georghiou, Angelos; Kuhn, Daniel; Wiesemann, Wolfram
2
2019
Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations. Zbl 1433.90095
Mohajerin Esfahani, Peyman; Kuhn, Daniel
75
2018
Data-driven inverse optimization with imperfect information. Zbl 1406.90087
Mohajerin Esfahani, Peyman; Shafieezadeh-Abadeh, Soroosh; Hanasusanto, Grani A.; Kuhn, Daniel
9
2018
Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls. Zbl 1455.90121
Hanasusanto, Grani A.; Kuhn, Daniel
6
2018
Decision rule bounds for two-stage stochastic bilevel programs. Zbl 1392.90086
Yanikoğlu, İhsan; Kuhn, Daniel
5
2018
From infinite to finite programs: explicit error bounds with applications to approximate dynamic programming. Zbl 1422.90021
Mohajerin Esfahani, Peyman; Sutter, Tobias; Kuhn, Daniel; Lygeros, John
4
2018
Chebyshev inequalities for products of random variables. Zbl 1433.60011
Rujeerapaiboon, Napat; Kuhn, Daniel; Wiesemann, Wolfram
2
2018
Ambiguous joint chance constraints under mean and dispersion information. Zbl 1387.90271
Hanasusanto, Grani A.; Roitch, Vladimir; Kuhn, Daniel; Wiesemann, Wolfram
21
2017
Optimal financial decision making under uncertainty. Zbl 1350.91008
Consigli, Giorgio; Kuhn, Daniel; Brandimarte, Paolo
3
2017
A comment on “Computational complexity of stochastic programming problems”. Zbl 1345.90063
Hanasusanto, Grani A.; Kuhn, Daniel; Wiesemann, Wolfram
17
2016
Distributionally robust control of constrained stochastic systems. Zbl 1359.93542
Van Parys, Bart P. G.; Kuhn, Daniel; Goulart, Paul J.; Morari, Manfred
11
2016
Generalized Gauss inequalities via semidefinite programming. Zbl 1351.90125
Van Parys, Bart P. G.; Goulart, Paul J.; Kuhn, Daniel
10
2016
\(K\)-adaptability in two-stage distributionally robust binary programming. Zbl 1408.90210
Hanasusanto, Grani A.; Kuhn, Daniel; Wiesemann, Wolfram
8
2016
\(K\)-adaptability in two-stage robust binary programming. Zbl 1329.90164
Hanasusanto, Grani A.; Kuhn, Daniel; Wiesemann, Wolfram
38
2015
Generalized decision rule approximations for stochastic programming via liftings. Zbl 1327.90152
Georghiou, Angelos; Wiesemann, Wolfram; Kuhn, Daniel
31
2015
A distributionally robust perspective on uncertainty quantification and chance constrained programming. Zbl 1328.90090
Hanasusanto, Grani A.; Roitch, Vladimir; Kuhn, Daniel; Wiesemann, Wolfram
27
2015
Distributionally robust multi-item newsvendor problems with multimodal demand distributions. Zbl 1327.90153
Hanasusanto, Grani A.; Kuhn, Daniel; Wallace, Stein W.; Zymler, Steve
24
2015
Financial optimization: optimization paradigms and financial planning under uncertainty. Zbl 1317.00009
Consigli, Giorgio; Brandimarte, Paolo; Kuhn, Daniel
1
2015
Distributionally robust convex optimization. Zbl 1327.90158
Wiesemann, Wolfram; Kuhn, Daniel; Sim, Melvyn
113
2014
Distributionally robust joint chance constraints with second-order moment information. Zbl 1286.90103
Zymler, Steve; Kuhn, Daniel; Rustem, Berç
84
2013
Robust Markov decision processes. Zbl 1291.90295
Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berç
32
2013
A polynomial-time solution scheme for quadratic stochastic programs. Zbl 1272.90039
Rocha, Paula; Kuhn, Daniel
1
2013
Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules. Zbl 1237.91103
Rocha, Paula; Kuhn, Daniel
14
2012
Robust resource allocations in temporal networks. Zbl 1262.90031
Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berç
12
2012
A constraint sampling approach for multi-stage robust optimization. Zbl 1244.93097
Vayanos, Phebe; Kuhn, Daniel; Rustem, Berç
11
2012
Polynomial approximations for continuous linear programs. Zbl 1246.93059
Bampou, Dimitra; Kuhn, Daniel
8
2012
Robust software partitioning with multiple instantiation. Zbl 1462.90079
Spacey, Simon A.; Wiesemann, Wolfram; Kuhn, Daniel; Luk, Wayne
4
2012
Multi-resource allocation in stochastic project scheduling. Zbl 1254.90080
Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berç
4
2012
Primal and dual linear decision rules in stochastic and robust optimization. Zbl 1236.90087
Kuhn, Daniel; Wiesemann, Wolfram; Georghiou, Angelos
54
2011
Robust portfolio optimization with derivative insurance guarantees. Zbl 1210.91128
Zymler, Steve; Rustem, Berç; Kuhn, Daniel
29
2011
An efficient method to estimate the suboptimality of affine controllers. Zbl 1368.93787
Hadjiyiannis, Michael J.; Goulart, Paul J.; Kuhn, Daniel
8
2011
Barycentric bounds in stochastic programming: theory and application. Zbl 1227.90026
Frauendorfer, Karl; Kuhn, Daniel; Schürle, Michael
2
2011
Maximizing the net present value of a project under uncertainty. Zbl 1175.90200
Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berç
10
2010
Analysis of the rebalancing frequency in log-optimal portfolio selection. Zbl 1202.91300
Kuhn, Daniel; Luenberger, David G.
6
2010
Valuation of electricity swing options by multistage stochastic programming. Zbl 1177.90299
Haarbrücker, Gido; Kuhn, Daniel
11
2009
Dynamic mean-variance portfolio analysis under model risk. Zbl 1181.91297
Kuhn, Daniel; Parpas, Panos; Rustem, Berç; Fonseca, Raquel
8
2009
An information-based approximation scheme for stochastic optimization problems in continuous time. Zbl 1218.90144
Kuhn, Daniel
4
2009
Convergent bounds for stochastic programs with expected value constraints. Zbl 1175.90304
Kuhn, D.
3
2009
Aggregation and discretization in multistage stochastic programming. Zbl 1135.90032
Kuhn, Daniel
13
2008
Bound-based decision rules in multistage stochastic programming. Zbl 1154.90558
Kuhn, D.; Parpas, Panos; Rustem, B.
3
2008
Threshold accepting approach to improve bound-based approximations for portfolio optimization. Zbl 1142.91535
Kuhn, Daniel; Parpas, Panos; Rustem, Berç
2
2008
Generalized bounds for convex multistage stochastic programs. Zbl 1103.90069
Kuhn, Daniel
19
2005
all top 5

Cited by 794 Authors

21 Kuhn, Daniel
14 Xu, Huifu
13 Wiesemann, Wolfram
12 Bertsimas, Dimitris John
11 den Hertog, Dick
8 Georghiou, Angelos
8 Pflug, Georg Ch.
8 Sun, Jie
7 Delage, Erick
7 Jiang, Ruiwei
7 Kurtz, Jannis
7 Rustem, Berc
6 Hanasusanto, Grani A.
6 Heitsch, Holger
6 Lam, Henry
6 Maggioni, Francesca
6 Poss, Michael
6 Postek, Krzysztof
6 Römisch, Werner
5 Ahmed, Shabbir
5 Chen, Zhiping
5 Evstigneev, Igor V.
5 Gendreau, Michel
5 Goulart, Paul J.
5 Liu, Yongchao
5 Mehrotra, Sanjay
5 Shen, Siqian
5 Sim, Melvyn
5 Xie, Weijun
5 Zhang, Liwei
4 Blanchet, Jose H.
4 Buchheim, Christoph
4 Campi, Marco Claudio
4 Ding, Kewei
4 Goerigk, Marc
4 Goyal, Vineet
4 Guigues, Vincent
4 Haskell, William Benjamin
4 Hens, Thorsten
4 Jaillet, Patrick
4 Morari, Manfred
4 Natarajan, Karthik
4 Peng, Shen
4 Sun, Hailin
4 Teo, Kok Lay
4 Van Ackooij, Wim
4 Xu, Huan
3 Chassein, André B.
3 de Ruiter, Frans J. C. T.
3 Garatti, Simone
3 Gauvin, Charles
3 Guo, Shaoyan
3 Huang, Nan-Jing
3 Jiang, Jie
3 Kallus, Nathan
3 Li, Bin
3 Ling, Aifan
3 Liu, Jia
3 Magni, Carlo Alberto
3 Murthy, Karthyek R. A.
3 Paschalidis, Ioannis Ch.
3 Pichler, Alois
3 Qu, Shaojian
3 Shapiro, Alexander
3 Terekhov, Daria
3 Xiao, Xiantao
3 Xu, Le
3 Zhang, Shuzhong
3 Zhang, Yu
2 Agra, Agostinho
2 Allevi, Elisabetta
2 Bansal, Manish Kumar
2 Barro, Diana
2 Bayraksan, Güzin
2 Belkov, Sergei
2 Ben-Tal, Aharon
2 Bertocchi, Marida
2 Branda, Martin
2 Branke, Jürgen
2 Brekelmans, Ruud C. M.
2 Buchholz, Peter
2 Burer, Samuel
2 Canestrelli, Elio
2 Carè, Algo
2 Carlsson, John Gunnar
2 Chan, Timothy C. Y.
2 Chen, Zhi
2 Creemers, Stefan
2 Davari-Ardakani, Hamed
2 de Klerk, Etienne
2 Duchi, John C.
2 El Housni, Omar
2 Fattahi, Mohammad
2 Fonseca, Raquel J.
2 Ghate, Archis
2 Ghobadi, Kimia
2 Glanzer, Martin
2 Gong, Zhaohua
2 Gounaris, Chrysanthos E.
2 Gourtani, Arash
...and 694 more Authors
all top 5

Cited in 82 Serials

75 European Journal of Operational Research
48 Mathematical Programming. Series A. Series B
39 Operations Research
28 SIAM Journal on Optimization
18 Computational Management Science
17 Annals of Operations Research
16 Operations Research Letters
13 Optimization Letters
12 Computational Optimization and Applications
10 Automatica
10 Mathematics of Operations Research
10 INFORMS Journal on Computing
9 Journal of Optimization Theory and Applications
9 Journal of Industrial and Management Optimization
8 Computers & Operations Research
6 Mathematical Methods of Operations Research
6 EURO Journal on Computational Optimization
5 Journal of Global Optimization
5 Mathematical Problems in Engineering
5 Mathematics and Financial Economics
4 Optimization
4 Applied Mathematical Modelling
4 Quantitative Finance
3 Discrete Applied Mathematics
3 Kybernetika
3 Optimization Methods & Software
3 OR Spectrum
2 The Annals of Statistics
2 SIAM Journal on Control and Optimization
2 Journal of Economic Dynamics & Control
2 Automation and Remote Control
2 Cybernetics and Systems Analysis
2 International Transactions in Operational Research
2 Abstract and Applied Analysis
2 CEJOR. Central European Journal of Operations Research
2 Optimization and Engineering
2 Journal of Applied Mathematics
2 Journal of Machine Learning Research (JMLR)
2 North American Actuarial Journal
2 Set-Valued and Variational Analysis
2 Journal of the Operations Research Society of China
1 Advances in Applied Probability
1 International Journal of Control
1 Journal of the American Statistical Association
1 Journal of Applied Probability
1 Journal of Computational and Applied Mathematics
1 Journal of Economic Theory
1 Journal of Multivariate Analysis
1 Insurance Mathematics & Economics
1 Journal of Computer Science and Technology
1 Asia-Pacific Journal of Operational Research
1 Journal of Theoretical Probability
1 Machine Learning
1 Communications in Statistics. Theory and Methods
1 SIAM Review
1 Stochastic Processes and their Applications
1 International Journal of Robust and Nonlinear Control
1 SIAM Journal on Scientific Computing
1 Applied Mathematics. Series B (English Edition)
1 Computational and Applied Mathematics
1 Complexity
1 European Journal of Control
1 Mathematical Finance
1 Vietnam Journal of Mathematics
1 Discrete Dynamics in Nature and Society
1 International Journal of Theoretical and Applied Finance
1 Journal of Numerical Mathematics
1 4OR
1 Mediterranean Journal of Mathematics
1 Networks and Spatial Economics
1 Discrete Optimization
1 Journal of Statistical Theory and Practice
1 Electronic Journal of Statistics
1 Discrete and Continuous Dynamical Systems. Series S
1 SIAM Journal on Financial Mathematics
1 Mathematical Programming Computation
1 Arabian Journal for Science and Engineering
1 Statistics and Computing
1 Annals of Finance
1 Numerical Algebra, Control and Optimization
1 SN Operations Research Forum
1 SIAM Journal on Mathematics of Data Science

Citations by Year

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