List of works - Daniel Kuhn

A Polynomial-Time Solution Scheme for Quadratic Stochastic Programs

scientific article published in 2013

A distributionally robust perspective on uncertainty quantification and chance constrained programming

scientific article published in 2015

Ambiguous Joint Chance Constraints Under Mean and Dispersion Information

scientific article published in 2017

Bound-Based Decision Rules in Multistage Stochastic Programming

scientific article published in 2008

Chebyshev Inequalities for Products of Random Variables

scientific article published in 2018

Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls

scientific article published in 2018

Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations

scientific article published in 2018

Distributionally Robust Control of Constrained Stochastic Systems

scientific article published in 2015

Distributionally Robust Convex Optimization

scientific article published in 2014

Distributionally robust joint chance constraints with second-order moment information

scientific article published in 2013

Distributionally robust multi-item newsvendor problems with multimodal demand distributions

scientific article published in 2015

Distributionally robust optimization with polynomial densities: theory, models and algorithms

scientific article published in 2019

Generalized decision rule approximations for stochastic programming via liftings

scientific article published in 2015

Primal and dual linear decision rules in stochastic and robust optimization

scientific article published in 2011

Robust Data-Driven Dynamic Programming ⬇️

Robust Markov Decision Processes

scientific article published in 2013

“Dice”-sion–Making Under Uncertainty: When Can a Random Decision Reduce Risk?

scientific article published in 2019

List of works by Daniel Kuhn

A Polynomial-Time Solution Scheme for Quadratic Stochastic Programs

A distributionally robust perspective on uncertainty quantification and chance constrained programming

Ambiguous Joint Chance Constraints Under Mean and Dispersion Information

Bound-Based Decision Rules in Multistage Stochastic Programming

Chebyshev Inequalities for Products of Random Variables

Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls

Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations

Distributionally Robust Control of Constrained Stochastic Systems

Distributionally Robust Convex Optimization

Distributionally robust joint chance constraints with second-order moment information

Distributionally robust multi-item newsvendor problems with multimodal demand distributions

Distributionally robust optimization with polynomial densities: theory, models and algorithms

Generalized decision rule approximations for stochastic programming via liftings

Primal and dual linear decision rules in stochastic and robust optimization

Robust Data-Driven Dynamic Programming ⬇️

Robust Markov Decision Processes

“Dice”-sion–Making Under Uncertainty: When Can a Random Decision Reduce Risk?