Optimal bid strategies for electricity auctions. - Juri Hinz (Math. Methods Oper. Res., 2003)

On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions. - Jörg Doege; Max Fehr; Juri Hinz; Hans-Jakob Lüthi; Martina Wilhelm (OR, 2006)

Valuing virtual production capacities on flow commodities. - Juri Hinz (Math. Methods Oper. Res., 2006)

Risk management in power markets: The Hedging value of production flexibility. - Jörg Doege; Max Fehr; Juri Hinz; Hans-Jakob Lüthi; Martina Wilhelm (Eur. J. Oper. Res., 2009)

Optimal Stochastic Control and Carbon Price Formation. - René Carmona 001; Max Fehr; Juri Hinz (SIAM J. Control. Optim., 2009)

Storage Costs in Commodity Option Pricing. - Juri Hinz; Max Fehr (SIAM J. Financial Math., 2010)

Market Design for Emission Trading Schemes. - René Carmona 001; Max Fehr; Juri Hinz; Arnaud Porchet (SIAM Rev., 2010)

Risk-Neutral Models for Emission Allowance Prices and Option Valuation. - René Carmona 001; Juri Hinz (Manag. Sci., 2011)

Optimal Stochastic Switching under Convexity Assumptions. - Juri Hinz (SIAM J. Control. Optim., 2014)

Using Convex Switching Techniques for Partially Observable Decision Processes. - Juri Hinz (IEEE Trans. Autom. Control., 2016)

Stochastic switching for partially observable dynamics and optimal asset allocation. - Juri Hinz; Jeremy Yee (Int. J. Control, 2017)

rcss: Subgradient and duality approach for dynamic programming. - Juri Hinz; Jeremy Yee (CoRR, 2018)

rcss: R package for optimal convex stochastic switching. - Juri Hinz; Jeremy Yee (R J., 2018)

Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations. - Juri Hinz; Tanya Tarnopolskaya; Jeremy Yee (Ann. Oper. Res., 2020)

An Algorithm for Making Regime-Changing Markov Decisions. - Juri Hinz (Algorithms, 2021)