Daniel Kühn
EP Analytics (United States)(US)École Polytechnique Fédérale de Lausanne(CH)
Publications by Year
Research Areas
Risk and Portfolio Optimization, Stochastic processes and financial applications, Probabilistic and Robust Engineering Design, Dementia and Cognitive Impairment Research, Electric Power System Optimization
Most-Cited Works
- → Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations(2017)1,674 cited
- → Distributionally Robust Convex Optimization(2014)922 cited
- → Distributionally robust joint chance constraints with second-order moment information(2011)622 cited
- → Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning(2019)309 cited
- → Robust Markov Decision Processes(2012)296 cited
- → Primal and dual linear decision rules in stochastic and robust optimization(2009)259 cited