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Monotonicity and bounds for convex stochastic control models
Rieder, Ulrich - In: Zeitschrift für Operations-Research : ZOR ; … 39 (1994) 2, pp. 187-207
Persistent link: https://www.econbiz.de/10001162087
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Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
Rieder, Ulrich; Winter, Jens Thorsten - In: Mathematical methods of operations research 70 (2009) 3, pp. 567-596
Persistent link: https://www.econbiz.de/10003909317
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Stochastic control problems with delay
Bauer, Harald; Rieder, Ulrich - In: Mathematical methods of operations research 62 (2005) 2, pp. 411-427
Persistent link: https://www.econbiz.de/10003232697
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Optimal control and dependence modeling of insurance portfolios with Lévy dynamics
Bäuerle, Nicole; Blatter, Anja - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 398-405
Persistent link: https://www.econbiz.de/10008989286
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Robust optimal investment and reinsurance problems with learning
Bäuerle, Nicole; Leimcke, Gregor - In: Scandinavian actuarial journal 2021 (2021) 2, pp. 82-109
Persistent link: https://www.econbiz.de/10012500254