Preprints
of the chair of Operations Research from 1995 to 2011.
See also the list of peer-reviewed publications.
2011 ♦ 2010 ♦ 2009 ♦ 2008 ♦ 2007 ♦ 2006 ♦ 2005 ♦ 2004 ♦ 2003 ♦ 2002 ♦ 2001 ♦ 2000 ♦ 1999 ♦ 1998 ♦ 1997 ♦ 1996 ♦ 1995
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Kurt L. Helmes, Richard H. Stockbridge, and Hans Volkmer (2011):
Analysis of Production Decisions under Budget Limitations
[PDF] -
Kurt L. Helmes and Richard H. Stockbridge (2011):
Thinning and Harvesting in Stochastic Forest Models
[PDF]
2010
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Kurt L. Helmes and Richard H. Stockbridge (2010a):
The Beneš-Problem and Related Problems Revisited
[PDF] -
Kurt L. Helmes and Richard H. Stockbridge (2010b):
Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions
[PDF]
2009
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Andreas Brandt and Manfred Brandt (2009):
Insensitivity bounds for the moments of the sojourn times in M/GI systems under state-dependent processor sharing
[PDF]
2008
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Kurt L. Helmes and Richard H. Stockbridge (2008a):
Construction of the Value Function and Optimal Rules in Optimal Stopping of One-dimensional Diffusions
[PDF] -
Kurt L. Helmes and Stefan Röhl (2008):
A Geometrical Characterization of the Multidimensional Hausdorff Polytopes with Applications to Exit Time Problems
[PDF] -
Kurt L. Helmes and Richard H. Stockbridge (2008b):
Determining the Optimal Control of Singular Stochastic Processes using Linear Programming
[PDF]
2007
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Kurt L. Helmes and Richard H. Stockbridge (2007):
Linear Programming Approach to the Optimal Stopping of Singular Stochastic Processes
[PDF]
2006
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Kurt L. Helmes and Raymond Rishel (2006):
A Variational Inequality Sufficient Condition For Optimal Stopping With Application to an Optimal Stock Selling Problem
[PDF]
2004
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Andreas Brandt and Manfred Brandt (2004):
A Birth-Death Approximation for a Fluid Source in a Token Bucket Model
[PDF] [PS]
2003
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Andreas Brandt and Manfred Brandt (2003):
A sample path relation for the sojourn times in G/G/1-PS systems and its applications
[PDF] -
Andreas Brandt and Torsten Schiemann (2003):
A multi-server batch arrival retrial system
[PDF] [PS] -
Tim Decker and Kurt L. Helmes (2003):
A computational analysis of the detection problem for Brownian motion with exponential penalty based on linear programming
[PDF] [PS] -
Kurt L. Helmes (2003a):
Computing Optimal Selling Rules for Stocks Using Linear Programming
[PDF] [PS] -
Kurt L. Helmes (2003b):
Extension of Dale's Moment Conditions with Application to the Whright-Fisher Modell
[PDF] [PS]
2002
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Andreas Brandt and Manfred Brandt (2002a):
On the two-class M/M/1 system under preemtive resume and impatience of the prioritized customers
[PDF] -
Kurt L. Helmes (2002a):
Pricing Perpetual Russian Options Using Linear Programming
[PDF] [PS] -
Kurt L. Helmes (2002b):
Numerical Methods for Optimal Stopping Using Linear and Non-Linear Programming
[PDF] [PS] -
Andreas Brandt and Manfred Brandt (2002b):
Individual overflow and freed carried traffics for a link with trunk reservation
[PDF]
2001
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Andreas Brandt and Manfred Brandt (2001a):
On the moments of overflow and freed carried traffic for the GI/M/C/0 system
[PDF] -
Andreas Brandt and Manfred Brandt (2001b):
Approximation for overflow moments of a multiservice link with trunk reservation
[PS] -
Kurt L. Helmes and Richard H. Stockbridge (2001):
Analysing Diffusion Approximations of the Wright-Fisher Model Using Linear Programming
[PDF] [PS] -
Alexander Belousow and Kurt L. Helmes (2001):
Multimedial konzipierte Vorlesung in Wirtschaftsmathematik und Operations Research
[PDF] [PS]
2000
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Kurt L. Helmes and Richard H. Stockbridge (2000):
Numerical Evaluation of Resolvents and Laplace Transforms of Markov Processes Using Linear Programming
[PS] -
Kurt L. Helmes and Cidambi Srinivasan (2000):
Characterization of Linear Mini-Max Estimators for Loss Functions of Arbitrary Power
[PS] -
Andreas Brandt and Manfred Brandt (2000):
Asymptotic Results and a Markovian Approximation for the M(n)/M(n)/s+GI System
[PDF] -
Kurt L. Helmes (2000):
Numerical Bounds on Moments of Distributions of low-dimensional Diffusion Procsses by Linear Programming
[PDF] [PS] -
Kurt L. Helmes and Cidambi Srinivasan (1999/2000):
A Linear Mini-Max Estimator for the Case of a Quartic Loss Function
[PS]
1999
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Andreas Brandt and Manfred Brandt (1999a):
On the M(n)/M(m)/s queue with impatient calls
[PS] -
Andreas Brandt and Manfred Brandt (1999b):
Approximation for Overflow Moments of a Multiservice Link with Trunk Reservation
[PS] -
Kurt L. Helmes (1999):
Computing Moments of the Exit Distribution for Diffusion Processes Using Linear Programming
[PS] -
Kurt L. Helmes, Stefan Röhl, and Richard H. Stockbridge (1999):
Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming
[PS]
1998
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Andreas Brandt and Manfred Brandt (1998):
On a Two-Queue Priority System with Impatience and its Application to a Call Center
[PS]
1997
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Andreas Brandt and Manfred Brandt (1997):
Software Tool for Computing the Probability of a System Failure and the Reliability for a Complex Repairable System in Discrete Time
[PS] -
Kurt L. Helmes and Richard H. Stockbridge (1997):
Numerical Comparison of Controls and Verification of Optimality for Stochastic Control Problems
[PS]
1996
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Andreas Brandt and Manfred Brandt (1996):
A Note on the Stability of the Many-Queue Head-of-the Line Processor-Sharing System with Permanent Customers
[PS] -
Kurt L. Helmes and Cidambi Srinivasan (1996):
Computing linear mini-max estimators
[PS] -
Andreas Brandt, Manfred Brandt, and H. Pohl:
Approximation der Überlaufströme bei Systemen mit selektiver Trunk-Reservation für heterogene Quellen
1995
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Andreas Brandt and Manfred Brandt (1995):
On the sojourn times for many queue-head-of-the-line processor-sharing systems with permanent customers
[PS]