N. Bäuerle |
More Risk-Sensitive Markov Decision Processes
|
D. Becherer |
Portfolio Optimization under Model Uncertainty with Incomplete Preferences
|
A. Brandt |
Workload and Busy Period for M/GI/1 with a General Impatience Mechanism
|
S. Christensen |
On Solving Stochastic Optimization Problems Using Integral Representations
|
F. D'Andreagiovanni |
On the Adoption of Multi-band Uncertainty in Robust Optimization
|
T. Engler |
On Investment Consumption Modeling with Jump Process Extensions for Productive Sectors
|
S. Flåm |
Allocation, Exchange and Pricing of Risk
|
W. Grecksch |
Backward Stochastic Volterra Integral Equations in Hilbert Spaces and Applications
|
K. Helmes |
Dynamic Advertising and Pricing of Durable Goods in Competitive Markets
|
D. Keller |
A Problem of Optimal Control for a Nonlinear Stochastic Schrödinger Equation
|
U. Küchler |
Sequential Parameter Estimators with Guaranteed Accuracy for Delay Differential Equations
|
M. Kupper |
Optimal Supersolutions of BSDEs under Constraints
|
T. Kurtz |
Identifying Separated Time-scales in Stochastic Models of Reaction Networks
|
M. Ladkau |
Multilevel Policy Iteration for Pricing American Options
|
Z. Li |
Optimal Portfolios for Financial Markets with Wishart Volatility
|
O. Menkens |
Costs and Benefits of Crash Hedging
|
W. Römisch |
Quasi-Monte Carlo Approximations of Two-stage Stochastic Programs
|
M. Scheutzow |
Forward Brownian Motion
|
R. Schlosser |
Risk Averse Dynamic Pricing and Advertising with Exponential Demand
|
S. Schütze |
Computation of Optimal Portfolio Strategies Under Partial Information With Expert Opinions
|
R. Stockbridge |
A Measure Approach to the Impulse Control of Brownian Motion
|
K. Szajowski |
On Some Multivariate Disorders Detection
|
T. Templin |
Deriving Sensitivity Results for a Particular Class of 1-dimensional Optimal Stopping Problems Related to Outsourcing Models
|
M. Weber |
Optimal Control of Generalized Bass Models
|
R. Wunderlich |
Dynamic Programming Equations for Portfolio Optimization Under Partial Information With Expert Opinions
|
F. Wusterhausen |
Stochastic Delay Equation with Lévy Noise
|
J. Zabczyk |
Mathematical Aspects of the Bond Market
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