Daniel Kühn

Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations

Peyman Mohajerin Esfahani, Daniel Kühn · Infoscience (Ecole Polytechnique Fédérale de Lausanne) · 2017 · 1.6K citations · Full text

Distributionally Robust Convex Optimization

Wolfram Wiesemann, Daniel Kühn, Melvyn Sim · Operations Research · 2014 · 917 citations · Full text

Engineering, Machine Learning, Uncertainty Formalism +16

Distributionally robust joint chance constraints with second-order moment information

Steve Zymler, Daniel Kühn, Berç Rüstem · Mathematical Programming · 2011 · 616 citations · Full text

Mathematical Programming, Engineering, Robust Statistic +6

Robust Markov Decision Processes

Wolfram Wiesemann, Daniel Kühn, Berç Rüstem · Mathematics of Operations Research · 2012 · 294 citations · Full text

Bayesian Decision Theory, Engineering, Probabilistic Learning +18

Primal and dual linear decision rules in stochastic and robust optimization

Daniel Kühn, Wolfram Wiesemann, Angelos Georghiou · Mathematical Programming · 2009 · 258 citations · Full text

Engineering, Stochastic Optimization, Uncertainty Quantification +5