An Algorithm for Making Regime-Changing Markov Decisions von Hinz, Juri

Volltext

Resilience Analysis for Double Spending via Sequential Decision Optimization von Hinz, Juri

Volltext

Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations von Hinz, Juri, Tarnopolskaya, Tanya, Yee, Jeremy

Volltext

Risk-Neutral Models for Emission Allowance Prices and Option Valuation von Carmona, René, Hinz, Juri

Volltext

Variables Reduction in Sequential Resource Allocation Problems von Hinz, Juri, Vargiolu, Tiziano

Volltext

An Application of High-Dimensional Statistics to Predictive Modeling of Grade Variability von Hinz, Juri, Grigoryev, Igor, Novikov, Alexander

Volltext

Using Convex Switching Techniques for Partially Observable Decision Processes von Hinz, Juri

Volltext

Optimal forward trading and battery control under renewable electricity generation von Hinz, Juri, Yee, Jeremy

Volltext

Optimal Stochastic Switching under Convexity Assumptions von Hinz, Juri

Volltext

rcss: R package for optimal convex stochastic switching von Hinz, Juri, Yee, Jeremy

Volltext

An Algorithmic Approach to Optimal Asset Liquidation Problems von Hinz, Juri, Yee, Jeremy

Volltext

Market Design for Emission Trading Schemes von Carmona, René, Fehr, Max, Hinz, Juri, Porchet, Arnaud

Volltext

Optimal Stochastic Control and Carbon Price Formation von Carmona, René, Fehr, Max, Hinz, Juri

Volltext

On fair pricing of emission-related derivatives von HINZ, JURI, NOVIKOV, ALEX

Volltext

A computational approach to sequential decision optimization in energy storage and trading von Falbo, Paolo, Hinz, Juri, Leelasilapasart, Piyachat, Pelizzari, Cristian

Volltext

Quantitative Modeling of Emission Markets von Hinz, Juri

Volltext

Valuing virtual production capacities on flow commodities von Hinz, Juri

Volltext

Jump-Diffusion Modeling in Emission Markets von Borovkov, Konstantin, Decrouez, Geoffrey, Hinz, Juri

Volltext

Storage Costs in Commodity Option Pricing von Hinz, Juri, Fehr, Max

Volltext

Risk-Averse Equilibrium Modeling and Social Optimality of Cap-and-Trade Mechanisms von Falbo, Paolo, Hinz, Juri, Pelizzari, Cristian

Volltext