![](https://dblp.uni-trier.de/img/logo.ua.320x120.png)
![](https://dblp.uni-trier.de/img/dropdown.dark.16x16.png)
![](https://dblp.uni-trier.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.uni-trier.de/img/search.dark.16x16.png)
![search dblp](https://dblp.uni-trier.de/img/search.dark.16x16.png)
default search action
Juri Hinz
Person information
Refine list
![note](https://dblp.uni-trier.de/img/note-mark.dark.12x12.png)
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2021
- [j13]Juri Hinz
:
An Algorithm for Making Regime-Changing Markov Decisions. Algorithms 14(10): 291 (2021) - 2020
- [j12]Juri Hinz
, Tanya Tarnopolskaya, Jeremy Yee:
Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations. Ann. Oper. Res. 286(1): 583-615 (2020)
2010 – 2019
- 2018
- [j11]Juri Hinz
, Jeremy Yee:
rcss: R package for optimal convex stochastic switching. R J. 10(2): 38 (2018) - [i1]Juri Hinz, Jeremy Yee:
rcss: Subgradient and duality approach for dynamic programming. CoRR abs/1801.06029 (2018) - 2017
- [j10]Juri Hinz
, Jeremy Yee:
Stochastic switching for partially observable dynamics and optimal asset allocation. Int. J. Control 90(3): 553-565 (2017) - 2016
- [j9]Juri Hinz
:
Using Convex Switching Techniques for Partially Observable Decision Processes. IEEE Trans. Autom. Control. 61(9): 2727-2732 (2016) - 2014
- [j8]Juri Hinz
:
Optimal Stochastic Switching under Convexity Assumptions. SIAM J. Control. Optim. 52(1): 164-188 (2014) - 2011
- [j7]René Carmona, Juri Hinz
:
Risk-Neutral Models for Emission Allowance Prices and Option Valuation. Manag. Sci. 57(8): 1453-1468 (2011) - 2010
- [j6]Juri Hinz
, Max Fehr:
Storage Costs in Commodity Option Pricing. SIAM J. Financial Math. 1(1): 729-751 (2010) - [j5]René Carmona, Max Fehr, Juri Hinz
, Arnaud Porchet:
Market Design for Emission Trading Schemes. SIAM Rev. 52(3): 403-452 (2010)
2000 – 2009
- 2009
- [j4]Jörg Doege, Max Fehr, Juri Hinz
, Hans-Jakob Lüthi, Martina Wilhelm:
Risk management in power markets: The Hedging value of production flexibility. Eur. J. Oper. Res. 199(3): 936-943 (2009) - [j3]René Carmona, Max Fehr, Juri Hinz
:
Optimal Stochastic Control and Carbon Price Formation. SIAM J. Control. Optim. 48(4): 2168-2190 (2009) - 2006
- [j2]Juri Hinz
:
Valuing virtual production capacities on flow commodities. Math. Methods Oper. Res. 64(2): 187-209 (2006) - [c1]Jörg Doege, Max Fehr, Juri Hinz, Hans-Jakob Lüthi, Martina Wilhelm:
On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions. OR 2006: 97-108 - 2003
- [j1]Juri Hinz
:
Optimal bid strategies for electricity auctions. Math. Methods Oper. Res. 57(1): 157-171 (2003)
Coauthor Index
![](https://dblp.uni-trier.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-04-24 23:06 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint