Humboldt-Universität zu Berlin - Wirtschaftswissenschaftliche Fakultät



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