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Juri Hinz

Orcid: 0000-0003-4076-8818

According to our database1, Juri Hinz authored at least 15 papers between 2003 and 2021.

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

Timeline

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Links

On csauthors.net:

Bibliography

2021
An Algorithm for Making Regime-Changing Markov Decisions.
[BibTeX]
[DOI]
Juri Hinz
Algorithms, 2021

2020
Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations.
[BibTeX]
[DOI]
Juri Hinz
,
Tanya Tarnopolskaya
,
Jeremy Yee
Ann. Oper. Res., 2020

2018
rcss: R package for optimal convex stochastic switching.
[BibTeX]
[DOI]
Juri Hinz
,
Jeremy Yee
R J., 2018

rcss: Subgradient and duality approach for dynamic programming.
[BibTeX]
[DOI]
Juri Hinz
,
Jeremy Yee
CoRR, 2018

2017
Stochastic switching for partially observable dynamics and optimal asset allocation.
[BibTeX]
[DOI]
Juri Hinz
,
Jeremy Yee
Int. J. Control, 2017

2016
Using Convex Switching Techniques for Partially Observable Decision Processes.
[BibTeX]
[DOI]
Juri Hinz
IEEE Trans. Autom. Control., 2016

2014
Optimal Stochastic Switching under Convexity Assumptions.
[BibTeX]
[DOI]
Juri Hinz
SIAM J. Control. Optim., 2014

2011
Risk-Neutral Models for Emission Allowance Prices and Option Valuation.
[BibTeX]
[DOI]
René Carmona
,
Juri Hinz
Manag. Sci., 2011

2010
Market Design for Emission Trading Schemes.
[BibTeX]
[DOI]
René Carmona
,
Max Fehr
,
Juri Hinz
,
Arnaud Porchet
SIAM Rev., 2010

Storage Costs in Commodity Option Pricing.
[BibTeX]
[DOI]
Juri Hinz
,
Max Fehr
SIAM J. Financial Math., 2010

2009
Optimal Stochastic Control and Carbon Price Formation.
[BibTeX]
[DOI]
René Carmona
,
Max Fehr
,
Juri Hinz
SIAM J. Control. Optim., 2009

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

2006
Valuing virtual production capacities on flow commodities.
[BibTeX]
[DOI]
Juri Hinz
Math. Methods Oper. Res., 2006

On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions.
[BibTeX]
[DOI]
Jörg Doege
,
Max Fehr
,
Juri Hinz
,
Hans-Jakob Lüthi
,
Martina Wilhelm
Proceedings of the Operations Research, 2006

2003
Optimal bid strategies for electricity auctions.
[BibTeX]
[DOI]
Juri Hinz
Math. Methods Oper. Res., 2003


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