Juri Hinz

According to our database1, Juri Hinz authored at least 14 papers between 2003 and 2020.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations.
Ann. Oper. Res., 2020

2018
rcss: R package for optimal convex stochastic switching.
R J., 2018

rcss: Subgradient and duality approach for dynamic programming.
CoRR, 2018

2017
Stochastic switching for partially observable dynamics and optimal asset allocation.
Int. J. Control, 2017

2016
Using Convex Switching Techniques for Partially Observable Decision Processes.
IEEE Trans. Autom. Control., 2016

2014
Optimal Stochastic Switching under Convexity Assumptions.
SIAM J. Control. Optim., 2014

2011
Risk-Neutral Models for Emission Allowance Prices and Option Valuation.
Manag. Sci., 2011

2010
Market Design for Emission Trading Schemes.
SIAM Rev., 2010

Storage Costs in Commodity Option Pricing.
SIAM J. Financial Math., 2010

2009
Optimal Stochastic Control and Carbon Price Formation.
SIAM J. Control. Optim., 2009

Risk management in power markets: The Hedging value of production flexibility.
Eur. J. Oper. Res., 2009

2006
Valuing virtual production capacities on flow commodities.
Math. Methods Oper. Res., 2006

On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions.
Proceedings of the Operations Research, 2006

2003
Optimal bid strategies for electricity auctions.
Math. Methods Oper. Res., 2003


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