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Humboldt-Universität zu Berlin -

Preprints

of the chair of Operations Research from 1995 to 2011.
See also the list of peer-reviewed publications.

2011 ♦ 20102009200820072006 ♦ 2005 ♦ 20042003200220012000 ♦ 19991998199719961995


2011

  • 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
  • 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
  • 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
  • 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
  • Kurt L. Helmes and Richard H. Stockbridge (2007):
    ​Linear Programming Approach to the Optimal Stopping of Singular Stochastic Processes
    [PDF]
2006
  • 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
  • Andreas Brandt and Manfred Brandt (2004):
    A Birth-Death Approximation for a Fluid Source in a Token Bucket Model
    [PDF] [PS]
​2003
  • 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
  • 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
  • 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
  • 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
  • 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
  • Andreas Brandt and Manfred Brandt (1998):
    ​On a Two-Queue Priority System with Impatience and its Application to a Call Center
    [PS]
1997
  • 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
  • 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
  • Andreas Brandt and Manfred Brandt (1995):
    On the sojourn times for many queue-head-of-the-line processor-sharing systems with permanent customers
    [PS]