Juri Hinz

Publication Activity (10 Years)

Years Active: 2003-2021
Publications (10 Years): 6

Top Topics

Partially Observable

Decision Processes

Dynamic Programming

Partial Observations

Top Venues

Ann. Oper. Res.

Int. J. Control

Publications

Juri Hinz
An Algorithm for Making Regime-Changing Markov Decisions. Algorithms 14 (10) (2021)
Juri Hinz, Tanya Tarnopolskaya, Jeremy Yee
Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations. Ann. Oper. Res. 286 (1) (2020)
Juri Hinz, Jeremy Yee
rcss: R package for optimal convex stochastic switching. R J. 10 (2) (2018)
Juri Hinz, Jeremy Yee
rcss: Subgradient and duality approach for dynamic programming. CoRR (2018)
Juri Hinz, Jeremy Yee
Stochastic switching for partially observable dynamics and optimal asset allocation. Int. J. Control 90 (3) (2017)
Juri Hinz
Using Convex Switching Techniques for Partially Observable Decision Processes. IEEE Trans. Autom. Control. 61 (9) (2016)
Juri Hinz
Optimal Stochastic Switching under Convexity Assumptions. SIAM J. Control. Optim. 52 (1) (2014)
René Carmona, Juri Hinz
Risk-Neutral Models for Emission Allowance Prices and Option Valuation. Manag. Sci. 57 (8) (2011)
Juri Hinz, Max Fehr
Storage Costs in Commodity Option Pricing. SIAM J. Financial Math. 1 (1) (2010)
René Carmona, Max Fehr, Juri Hinz, Arnaud Porchet
Market Design for Emission Trading Schemes. SIAM Rev. 52 (3) (2010)
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) (2009)
René Carmona, Max Fehr, Juri Hinz
Optimal Stochastic Control and Carbon Price Formation. SIAM J. Control. Optim. 48 (4) (2009)
Jörg Doege, Max Fehr, Juri Hinz, Hans-Jakob Lüthi, Martina Wilhelm
On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions. OR (2006)
Juri Hinz
Valuing virtual production capacities on flow commodities. Math. Methods Oper. Res. 64 (2) (2006)
Juri Hinz
Optimal bid strategies for electricity auctions. Math. Methods Oper. Res. 57 (1) (2003)