University of St.Gallen
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Daniel Kuhn

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journal paper
Wiesemann, W., Kuhn, D., & Rustem, B. (2010). Maximizing the net present value of a project under uncertainty. European Journal of Operational Research, 202(2), 356-367, DOI:10.1016/j.ejor.2009.05.045.
   
Kuhn, D., & Luenberger, D. G. (2010). Analysis of the rebalancing frequency in log-optimal portfolio selection. Quantitative Finance, 10(2), 221-234, DOI:10.1080/14697680802629400.
   
Kuhn, D. (2009). An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time. Mathematics of Operations Research, 34(2), 428-444.
   
Kuhn, D. (2009). Convergent Bounds for Stochastic Programs with Expected Value Constraints. Journal of Optimization Theory and Applications, 141(3), 597-618.
   
Kuhn, D., Parpas, P., Rustem, B., & Fonseca, R. (2009). Dynamic Mean-Variance Portfolio Analysis under Model Risk. Journal of Computational Finance(12 (4)), 91-115.
   
Kuhn, D., & Haarbrücker, G. (2009). Valuation of electricity swing options by multistage stochastic programming. Automatica(45 (4)), 889-899.
   
Kuhn, D. (2008). Aggregation and discretization in multistage stochastic programming. Mathematical Programming, Series A(113 (1)), 61-94.
   
Kuhn, D., Parpas, P., & Rustem, B. (2008). Bound-Based Decision Rules in Multistage Stochastic Programming. Kybernetika(44(2)), 34-150.
   
Kuhn, D. (2006). Convergent Bounds for Stochastic Programs with Expected Value Constraints. The Stochastic Programming E-Print Series (SPEPS)(22), 34.
   
Kuhn, D. (2006). Aggregation and Discretization in Multistage Stochastic Programming. Mathematical Programming, Series A (Forthcoming), 34.
   
Frauendorfer, K., Haarbrücker, G., Kuhn, D., & Kiske, K. (2005). Swing-Optionen im Elektrizitätsmarkt - Bewertung und optimale Ausübung komplexer Stromderivate. e|m|w Zeitschrift für Energie, Markt, Wettbewerb, 5(0), 70-74.
   
Frauendorfer, K., Güssow, J., Haarbrücker, G., & Kuhn, D. (2005). Stochastische Optimierung im Energiehandel: Entscheidungsunterstützung und Bewertung für das Portfoliomanagement. e|m|w Zeitschrift für Energie, Markt, Wettbewerb, 1(0), 59-66.
   
Kuhn, D., Chtchelkatchev, N. M., Lesovik, G. B., & Blatter, G. (2001). Supercurrents Through Gated Superconductor-Normal-Metal-Superconductor Contacts: the Josephson Transistor. Physical Review B, 63(5), 0545200.
   
book
Kuhn, D. (2005). Generalized Bounds for Convex Multistage Stochastic Programs. Berlin, DE: Springer-Verlag. - ISBN 3-540-22540-4.
   
book chapter
Frauendorfer, K., Kuhn, D., & Schürle, M. (2011). Barycentric Bounds in Stochastic Programming: Theory and Application. In Stochastic programming: the state of the art in honor of George B. Dantzig (pp. 67-96). New York, NY: Springer Science+Business Media, LLC. - ISBN 978-1-4419-1641-9.
   
Kuhn, D., Parpas, P., & Rustem, B. (2008). Stochastic optimization of investment planning problems in the electric power industry. In Energy Systems Engineering (pp. 215-230). Weinheim: Wiley-VCH. - ISBN 978-3-527-31694-6.
   
Kuhn, D., Parpas, P., & Rustem, B. (2008). Threshold Accepting Approach to Improve Bound-based Approximations for Portfolio Optimization. In Computational Methods in Financial Engineering (pp. 3-26). Berlin, Heidelberg: Springer. - ISBN 978-3-540-77957-5.
   
conference paper
Spacey, S. A., Luk, W., Kelly, P. H., & Kuhn, D. (2009). Rapid Design Space visualisation through hardware/software partitioning. In 2009 5th Southern Conference on Programmable Logic (SPL), pp.159-164: Institute of Electrical and Electronics Engineers (IEEE). - ISBN 978-1-4244-3847-1.
   
Wiesemann, W., Hochreiter, R., & Kuhn, D. (2008). A Stochastic Programming Approach for QoS-Aware Service Composition. In , pp.226-233. Los Alamitos: IEEE Computer Society. - ISBN 978-0-7695-3156-4.
   
Kuhn, D. (2005). Numerical Methods to Increase the Value Added. In Proceedings of the Energy Talks Ossiach '05, pp.9. Wien: CBSC Unternehmensberatung.
   
Frauendorfer, K., Güssow, J., & Kuhn, D. (2003). Energy Business and Finance Policy - Parallels in Methodology and Duties. In Forschung im Verbund, Schriftenreihe Band 85, pp.124-137. Wien: Forschung im Verbund.
   
Frauendorfer, K., Güssow, J., Haarbrücker, G., Kuhn, D., & Ostermaier, G. (2002). Umsetzung stochastischer Optimierungsmethoden in der Energiewirtschaft. In VDI-Berichte Nr. 1688: IT-Lösungen für die Energiewirtschaft in liberalisierten Märkten, pp.141-151. Düsseldorf, DE: VDI-Gesellschaft Energietechnik. - ISBN 3-18-091688-5.
   
working paper
Kuhn, D., Parpas, P., & Rustem, B. (2007). Dynamic Mean-Variance Portfolio Analysis under Model Risk.
   
Kuhn, D. (2007). An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time.
   
Bloechlinger, L., Haarbrücker, G., & Kuhn, D., ior/cf-HSG, University of St. Gallen (Eds.), (2007). BIT@EPI.VPP: A Software Package for the Valuation of Energy Contracts - Mathematical Documentation.
   
Bloechlinger, L., Haarbrücker, G., & Kuhn, D., ior/cf-HSG, University of St. Gallen (Eds.), (2007). BIT@EPI.HYDRO: A Software Tool for the Optimization of Hydro Power Plants.
   
Kuhn, D., & Luenberger, D. G. (2006). Analysis of the Rebalancing Frequency in Log-Optimal Portfolio Selection.
   
Haarbrücker, G., & Kuhn, D., ior/cf-HSG (Eds.), (2006). Valuation of Electricity Swing Options by Multistage Stochastic Programming.
   
 
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*citation format: APA 5