Preprints
| Titel | Postscript | |
|---|---|---|
| 41. Analysis of Production Decisions under Budget Limitations (by K. Helmes & R. Stockbridge, 2011) |
PDF 254kb |
|
| 40. Thinning and Harvesting in Stochastic Forest Models (by K. Helmes & R. Stockbridge, 2011) |
PDF 274kb |
|
| 39. The Beneš-Problem and Related Problems Revisited (by K. Helmes & R. Stockbridge, 2010) |
PDF 131kb |
|
| 38. Construction of the value function and optimal rules in
optimal stopping of one-dimensional diffusions (by K. Helmes & R. Stockbridge, 2010) |
PDF 260kb |
|
| 37. Insensitivity bounds for the moments of the sojourn
times in M/GI systems under state-dependent processor sharing (by A. Brandt & M. Brandt, 2009) |
PDF 226kb |
|
| 36. Construction of the Value Function and
Optimal Rules in Optimal Stopping of One-dimensional Diffusions (by K. Helmes & R. Stockbridge, 2008) |
PDF 551kb |
|
| 35. A Geometrical Characterization of the
Multidimensional Hausdorf Polytopes with Applications to Exit Time
Problems (by K. Helmes & S. Röhl, 2008) |
PDF 180kb |
|
| 34. Determining the Optimal Control of
Singular Stochastic Processes using Linear Programming (by K. Helmes & R. Stockbridge, 2008) |
PDF 231kb |
|
| 33. Linear Programming Approach to the Optimal
Stopping of Singular Stochastic Processes (by K. Helmes & R. Stockbridge, 2007) |
PDF 231kb |
|
| 32. A Variational Inequality Sufficient
Condition For Optimal Stopping With Application to an Optimal Stock
Selling Problem (by K. Helmes & R. Rishel, 2006) |
PDF 185kb |
|
| 31. A Birth-Death Approximation for a Fluid
Source in a Token Bucket Model (by A. Brandt & M. Brandt, 2004) |
PDF 413kb |
PS 345kb |
| 30. A sample path relation for the sojourn
times in G/G/1-PS systems and its applications (mehr...) (by A. Brandt & M. Brandt 2003) |
PDF 293kb |
|
| 29. A multi-server batch arrival retrial
system (by A. Brandt & T. Schiemann 2003) |
PDF 272kb |
PS 202kb |
| 28. A computational analysis of the detection
problem for Brownian motion with exponential penalty based on linear
programming (by K. Helmes & T. Decker, 2003) |
PDF 207kb |
PS 692kb |
| 27. Computing Optimal Selling Rules for Stocks
Using Linear Programming (by K. Helmes 2003) |
PDF 165kb |
PS 348kb |
| 26. Extension of Dale´s Moment Conditions with
Application to the Whright-Fisher Modell (by K. Helmes 2003) |
PDF 144kb |
PS 303kb |
| 25. On the two-class M/M/1 system under
preemtive resume and impatience of the prioritized customers (mehr...) (by A. Brandt & M. Brandt 2002) |
PDF 294kb |
|
| 24. Pricing Perpetual Russian Options Using
Linear Programming (by K. Helmes 2002) |
PDF 245kb |
PS 381kb |
| 23. Numerical Methods for Optimal Stopping
Using Linear and Non- Linear Programming (by K. Helmes 2002) |
PDF 257kb |
PS 385kb |
| 22. Individual overflow and freed carried
traffics for a link with trunk reservation (mehr...) (by A. Brandt & M. Brandt 2002) |
PDF 295kb |
|
| 21. On the moments of overflow and freed
carried traffic for the GI/M/C/0 system (mehr...) (by A. Brandt & M. Brandt 2001) |
PDF 250kb |
|
| 20. Approximation for overflow moments of a
multiservice link with trunk reservation (by A. Brandt & M. Brandt 2001) |
PS 293kb |
|
| 19. Analysing Diffusion Approximations of the
Wright-Fisher Model Using Linear Programming (by K. Helmes & R. H. Stockbridge, 2001) |
PDF 319kb |
PS 299kb |
| 18. Multimedial konzipierte Vorlesung in
Wirtschaftsmathematik und Operations Research (by K. Helmes & A. Belousow, 2001) |
PDF 517kb |
PS 1793kb |
| 17. Numerical Evaluation of Resolvents and
Laplace Transforms of Markov Processes Using Linear Programming (by K. Helmes & R. H. Stockbridge, 2000) |
PS 574kb |
|
| 16. Characterization of Linear Mini-Max
Estimators for Loss Functions of Arbitrary Power (By K. Helmes & C. Srinivasan, 2000) |
PS 165kb |
|
| 15. Asymptotic Results and a Markovian
Approximation for the M(n)/M(n)/s+GI System (mehr...) (by A.Brandt and M.Brandt, 2000) |
PDF 165kb |
|
| 14. Numerical Bounds on Moments of
Distributions of low-dimensional Diffusion Procsses by Linear
Programming (mehr...) (by K. Helmes, 2000) |
PDF 168kb |
PS 152kb |
| 13. A Linear Mini-Max Estimator for the Case
of a Quartic Loss Function (
mehr...) (by K. Helmes and C. Srinivasan, 1999/2000) |
PS 204kb |
|
| 12. On the M(n)/M(m)/s queue with impatient
calls (by A. Brandt & M. Brandt 1999) |
PS 597kb |
|
| 11. Approximation for Overflow Moments of a
Multiservice Link with Trunk Reservation (
mehr...) (by Andreas Brandt and Manfred Brandt, 1999) |
PS 293kb |
|
| 10. Computing Moments of the Exit Distribution
for Diffusion Processes Using Linear Programming (mehr...) (by Kurt Helmes, 1999) |
PS 448kb |
|
| 9. Computing Moments of the Exit Time
Distribution for Markov Processes by Linear Programming (
mehr...) (by Kurt Helmes, Stefan Röhl and Richard H. Stockbridge, 1999) |
PS 293kb |
|
| 8. On a Two-Queue Priority System with
Impatience and its Application to a Call Center (mehr...) (by Andreas Brandt, Manfred Brandt, 1998) |
PS 679kB |
|
| 7. Software Tool for Computing the Probability
of a System Failure and the Reliability for a Complex Repairable System
in Discrete Time (by A. Brandt, Manfred Brandt, 1997) |
PS 113kb |
|
| 6. Numerical Comparison of Controls and
Verification of Optimality for Stochastic Control Problems (
mehr...) (by Kurt Helmes and Richard H. Stockbridge, 1997) |
PS 148kb |
|
| 5. A Note on the Stability of the Many-Queue
Head-of-the Line Processor-Sharing System with Permanent Customers (mehr...) (by A. Brandt and M. Brandt , 1996) |
PS 161kB |
|
| 4. Computing linear mini-max estimators (
mehr...) (by K. Helmes and C.Srinivasan, 1996) |
PS 81kb |
|
| 3. Approximation der Überlaufströme bei
Systemen mit selektiver Trunk-Reservation für heterogene Quellen (
mehr...) (by A. Brandt, M. Brandt, H. Pohl, XXXX) |
PS 754kB |
|
| 2. On the sojourn times for many
queue-head-of-the-line processor-sharing systems with permanent
customers (mehr...) (by A. Brandt and M. Brandt , 1995) |
PS 312kB |
|
| 1. On the Sojourn Times for Many-Queue
Head-of-the-Line Processor-Sharing Systems with Permanent Customers (mehr...) (by A. Brandt & M. Brandt 1995) |
PS 306kb |
