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