Daniel Kuhn

Orcid: 0000-0003-2697-8886

Affiliations:
  • EPFL, Lausanne, Switzerland


According to our database1, Daniel Kuhn authored at least 85 papers between 2008 and 2024.

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

Timeline

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Bibliography

2024
Small Errors in Random Zeroth-Order Optimization Are Imaginary.
SIAM J. Optim., 2024

Reliable Frequency Regulation Through Vehicle-to-Grid: Encoding Legislation with Robust Constraints.
Manuf. Serv. Oper. Manag., 2024

A Pareto Dominance Principle for Data-Driven Optimization.
Oper. Res., 2024

A Planner-Trader Decomposition for Multimarket Hydro Scheduling.
Oper. Res., 2024

Technical Note - Data-Driven Chance Constrained Programs over Wasserstein Balls.
Oper. Res., 2024

Frequency regulation with storage: On losses and profits.
Eur. J. Oper. Res., 2024

Optimism in the Face of Ambiguity Principle for Multi-Armed Bandits.
CoRR, 2024

A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set.
CoRR, 2024

A large deviations perspective on policy gradient algorithms.
Proceedings of the 6th Annual Learning for Dynamics & Control Conference, 2024

2023
Stability Verification of Neural Network Controllers Using Mixed-Integer Programming.
IEEE Trans. Autom. Control., December, 2023

Efficient Learning of a Linear Dynamical System With Stability Guarantees.
IEEE Trans. Autom. Control., May, 2023

On approximations of data-driven chance constrained programs over Wasserstein balls.
Oper. Res. Lett., May, 2023

Semi-discrete optimal transport: hardness, regularization and numerical solution.
Math. Program., May, 2023

Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization.
Math. Oper. Res., February, 2023

Discrete Optimal Transport with Independent Marginals is #P-Hard.
SIAM J. Optim., 2023

Policy Gradient Algorithms for Robust MDPs with Non-Rectangular Uncertainty Sets.
CoRR, 2023

New Perspectives on Regularization and Computation in Optimal Transport-Based Distributionally Robust Optimization.
CoRR, 2023

Distributionally Robust Linear Quadratic Control.
Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

Contextual Stochastic Bilevel Optimization.
Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

End-to-End Learning for Stochastic Optimization: A Bayesian Perspective.
Proceedings of the International Conference on Machine Learning, 2023

PIQP: A Proximal Interior-Point Quadratic Programming Solver.
Proceedings of the 62nd IEEE Conference on Decision and Control, 2023

2022
On linear optimization over Wasserstein balls.
Math. Program., 2022

Scenario reduction revisited: fundamental limits and guarantees.
Math. Program., 2022

Robust multidimensional pricing: separation without regret.
Math. Program., 2022

Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator.
Oper. Res., 2022

Topological Linear System Identification via Moderate Deviations Theory.
IEEE Control. Syst. Lett., 2022

Metrizing Fairness.
CoRR, 2022

2021
Energy and reserve dispatch with distributionally robust joint chance constraints.
Oper. Res. Lett., 2021

From Data to Decisions: Distributionally Robust Optimization Is Optimal.
Manag. Sci., 2021

Robust Generalization despite Distribution Shift via Minimum Discriminating Information.
Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

Sequential Domain Adaptation by Synthesizing Distributionally Robust Experts.
Proceedings of the 38th International Conference on Machine Learning, 2021

Distributionally Robust Optimization with Markovian Data.
Proceedings of the 38th International Conference on Machine Learning, 2021

A Statistical Test for Probabilistic Fairness.
Proceedings of the FAccT '21: 2021 ACM Conference on Fairness, 2021

On Topological Equivalence in Linear Quadratic Optimal Control.
Proceedings of the 2021 European Control Conference, 2021

2020
Distributionally robust optimization with polynomial densities: theory, models and algorithms.
Math. Program., 2020

Distributionally Robust Mechanism Design.
Manag. Sci., 2020

A Distributionally Robust Approach to Fair Classification.
CoRR, 2020

2019
Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization.
SIAM J. Optim., 2019

"Dice"-sion-Making Under Uncertainty: When Can a Random Decision Reduce Risk?
Manag. Sci., 2019

Regularization via Mass Transportation.
J. Mach. Learn. Res., 2019

Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning.
CoRR, 2019

The decision rule approach to optimization under uncertainty: methodology and applications.
Comput. Manag. Sci., 2019

Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation.
Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019

Calculating Optimistic Likelihoods Using (Geodesically) Convex Optimization.
Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019

2018
From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming.
SIAM J. Optim., 2018

Data-driven inverse optimization with imperfect information.
Math. Program., 2018

Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations.
Math. Program., 2018

Chebyshev Inequalities for Products of Random Variables.
Math. Oper. Res., 2018

Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls.
Oper. Res., 2018

Wasserstein Distributionally Robust Kalman Filtering.
Proceedings of the Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, 2018

On Risk Reduction in Kelly Betting Using the Conservative Expected Value.
Proceedings of the 57th IEEE Conference on Decision and Control, 2018

2017
Ambiguous Joint Chance Constraints Under Mean and Dispersion Information.
Oper. Res., 2017

2016
Distributionally Robust Control of Constrained Stochastic Systems.
IEEE Trans. Autom. Control., 2016

K-adaptability in two-stage distributionally robust binary programming.
Oper. Res. Lett., 2016

Generalized Gauss inequalities via semidefinite programming.
Math. Program., 2016

A comment on "computational complexity of stochastic programming problems".
Math. Program., 2016

Robust Growth-Optimal Portfolios.
Manag. Sci., 2016

<i>Computational Management Science</i> Special Issue on "Optimisation methods and applications in the energy sector".
Comput. Manag. Sci., 2016

2015
Financial Optimization: optimization paradigms and financial planning under uncertainty.
OR Spectr., 2015

A distributionally robust perspective on uncertainty quantification and chance constrained programming.
Math. Program., 2015

Distributionally robust multi-item newsvendor problems with multimodal demand distributions.
Math. Program., 2015

Generalized decision rule approximations for stochastic programming via liftings.
Math. Program., 2015

Interdiction Games on Markovian PERT Networks.
Manag. Sci., 2015

<i>K</i>-Adaptability in Two-Stage Robust Binary Programming.
Oper. Res., 2015

Distributionally Robust Logistic Regression.
Proceedings of the Advances in Neural Information Processing Systems 28: Annual Conference on Neural Information Processing Systems 2015, 2015

2014
Distributionally Robust Convex Optimization.
Oper. Res., 2014

2013
Distributionally robust joint chance constraints with second-order moment information.
Math. Program., 2013

Robust Markov Decision Processes.
Math. Oper. Res., 2013

Worst-Case Value at Risk of Nonlinear Portfolios.
Manag. Sci., 2013

Parallel partitioning for distributed systems using sequential assignment.
J. Parallel Distributed Comput., 2013

Robust Data-Driven Dynamic Programming.
Proceedings of the Advances in Neural Information Processing Systems 26: 27th Annual Conference on Neural Information Processing Systems 2013. Proceedings of a meeting held December 5-8, 2013

2012
Robust resource allocations in temporal networks.
Math. Program., 2012

Improving communication latency with the write-only architecture.
J. Parallel Distributed Comput., 2012

Robust Software Partitioning with Multiple Instantiation.
INFORMS J. Comput., 2012

A constraint sampling approach for multi-stage robust optimization.
Autom., 2012

Multi-resource allocation in stochastic project scheduling.
Ann. Oper. Res., 2012

Risk-averse shortest path problems.
Proceedings of the 51th IEEE Conference on Decision and Control, 2012

2011
Primal and dual linear decision rules in stochastic and robust optimization.
Math. Program., 2011

Robust portfolio optimization with derivative insurance guarantees.
Eur. J. Oper. Res., 2011

SQPR: Stream query planning with reuse.
Proceedings of the 27th International Conference on Data Engineering, 2011

Decision rules for information discovery in multi-stage stochastic programming.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

2010
Maximizing the net present value of a project under uncertainty.
Eur. J. Oper. Res., 2010

A cutting-plane method for Mixed-Logical Semidefinite Programs with an application to multi-vehicle robust path planning.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010

2008
Bound-based decision rules in multistage stochastic programming.
Kybernetika, 2008

A Stochastic Programming Approach for QoS-Aware Service Composition.
Proceedings of the 8th IEEE International Symposium on Cluster Computing and the Grid (CCGrid 2008), 2008


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