Kuhn Daniel

Daniel Kuhn

Information about the author Daniel Kuhn will soon be added to the site.
Found 6 papers in total
Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
2017
We study joint chance constraints where the distribution of the uncertain parameters...
K-Adaptability in Two-Stage Robust Binary Programming
K-Adaptability in Two-Stage Robust Binary Programming
2015
Over the last two decades, robust optimization has emerged as a computationally...
Kelly's fractional staking updated for betting exchanges
Kelly's fractional staking updated for betting exchanges
2013
In 1956, Kelly developed a staking system to calculate the optimal fraction of wealth...
Worst‐Case Value at Risk of Nonlinear Portfolios
Worst‐Case Value at Risk of Nonlinear Portfolios
2013
Portfolio optimization problems involving value at risk (VaR) are often...
Multi‐resource allocation in stochastic project scheduling
Multi‐resource allocation in stochastic project scheduling
2012
We propose a resource allocation model for project scheduling. Our model accommodates...
An information-based approximation scheme for stochastic optimization problems in continuous time
An information-based approximation scheme for stochastic optimization problems in continuous time
2009
Dynamic stochastic optimization problems with a large (possibly infinite) number of...
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