Daniel Kuhn

1. Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
   2017/01/01 by Peyman Mohajerin Esfahani, Daniel Kuhn, Daniel Kühn · 133 citations
   Decision Sciences · Economics, Econometrics and Finance · Engineering · #Risk and Portfolio Optimization #Economic theories and models #Water resources management and optimization
2. Robust Markov Decision Processes
   2012/11/15 by Wolfram Wiesemann, Daniel Kuhn, Daniel Kühn +2 · 33 citations
   Computer Science · Decision Sciences · Mathematics · #Bayesian Modeling and Causal Inference #Fuzzy Systems and Optimization #Risk and Portfolio Optimization
3. Distributionally robust joint chance constraints with second-order moment information
   2011/11/09 by Steve Zymler, Daniel Kühn, Daniel Kuhn +2 · 21 citations
   Decision Sciences · Engineering · Computer Science · #Risk and Portfolio Optimization #Water resources management and optimization #Optimization and Variational Analysis
4. A distributionally robust perspective on uncertainty quantification and chance constrained programming
   2015/03/20 by Grani A. Hanasusanto, Vladimir Roitch, Daniel Kühn +2 · 11 citations
   Decision Sciences · Mathematics · #Risk and Portfolio Optimization #Probabilistic and Robust Engineering Design #Fuzzy Systems and Optimization
5. Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization
   2023/02/01 by Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Daniel Kuhn +1 · 3 citations