Daniel Kuhn
Daniel Kuhn
Professor of Operations Research
Verified email at epfl.ch - Homepage
Cited by
Cited by
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
Distributionally robust convex optimization
W Wiesemann, D Kuhn, M Sim
Operations Research 62 (6), 1358-1376, 2014
Distributionally robust joint chance constraints with second-order moment information
S Zymler, D Kuhn, B Rustem
Mathematical Programming 137 (1-2), 167-198, 2013
Primal and dual linear decision rules in stochastic and robust optimization
D Kuhn, W Wiesemann, A Georghiou
Mathematical Programming 130 (1), 177-209, 2011
Robust Markov Decision Processes
W Wiesemann, D Kuhn, B Rustem
Mathematics of Operations Research, 2010
Distributionally robust logistic regression
S Shafieezadeh Abadeh, PM Mohajerin Esfahani, D Kuhn
Advances in Neural Information Processing Systems 28, 1576-1584, 2015
Generalized decision rule approximations for stochastic programming via liftings
A Georghiou, W Wiesemann, D Kuhn
Mathematical Programming 152 (1-2), 301-338, 2015
K-Adaptability in Two-Stage Robust Binary Programming
GA Hanasusanto, D Kuhn, W Wiesemann
Operations Research 63 (4), 877-891, 2015
Worst-case value at risk of nonlinear portfolios
S Zymler, D Kuhn, B Rustem
Management Science 59 (1), 172-188, 2013
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
Conic programming reformulations of two-stage distributionally robust linear programs over wasserstein balls
GA Hanasusanto, D Kuhn
Operations Research 66 (3), 849-869, 2018
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
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
Robust portfolio optimization with derivative insurance guarantees
S Zymler, B Rustem, D Kuhn
European Journal of Operational Research 210 (2), 410-424, 2011
Ambiguous joint chance constraints under mean and dispersion information
GA Hanasusanto, V Roitch, D Kuhn, W Wiesemann
Operations Research 65 (3), 751-767, 2017
Generalized bounds for convex multistage stochastic programs
D Kuhn
Springer Science & Business Media, 2006
Distributionally robust control of constrained stochastic systems
BPG Van Parys, D Kuhn, PJ Goulart, M Morari
IEEE Transactions on Automatic Control 61 (2), 430-442, 2015
Regularization via Mass Transportation.
S Shafieezadeh-Abadeh, D Kuhn, PM Esfahani
Journal of Machine Learning Research 20 (103), 1-68, 2019
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
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
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