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publications

Daniel Kuhn

title authors / eds. year type  
 
Barycentric Bounds in Stochastic Programming Karl Frauendorfe... 2011 book chapter
   
Analysis of the rebalancing frequency in log-optimal ... Daniel Kuhn, Dav... 2010 journal paper
   
Maximizing the net present value of a project under u... Wolfram Wieseman... 2010 journal paper
   
Valuation of electricity swing options by multistage ... Daniel Kuhn, Gid... 2009 journal paper
   
Dynamic Mean-Variance Portfolio Analysis under Model Risk Daniel Kuhn, Pan... 2009 journal paper
   
Convergent Bounds for Stochastic Programs with Expect... Daniel Kuhn 2009 journal paper
   
An Information-Based Approximation Scheme for Stochas... Daniel Kuhn 2009 journal paper
   
Rapid Design Space visualisation through hardware/sof... Simon A. Spacey,... 2009 conference paper
   
Bound-Based Decision Rules in Multistage Stochastic P... Daniel Kuhn, Pan... 2008 journal paper
   
Aggregation and discretization in multistage stochast... Daniel Kuhn 2008 journal paper
   
Threshold Accepting Approach to Improve Bound-based A... Daniel Kuhn, Pan... 2008 book chapter
   
Stochastic optimization of investment planning proble... Daniel Kuhn, Pan... 2008 book chapter
   
A Stochastic Programming Approach for QoS-Aware Servi... Wolfram Wieseman... 2008 conference paper
   
BIT@EPI.HYDRO: A Software Tool for the Optimization o... Lea Bloechlinger... 2007 working paper
   
BIT@EPI.VPP: A Software Package for the Valuation of ... Lea Bloechlinger... 2007 working paper
   
An Information-Based Approximation Scheme for Stochas... Daniel Kuhn 2007 working paper
   
Dynamic Mean-Variance Portfolio Analysis under Model Risk Daniel Kuhn, Pan... 2007 working paper
   
Valuation of Electricity Swing Options by Multistage ... Gido Haarbrücker... 2006 working paper
   
 
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