| Publication | Date of Publication | Type |
|---|
| Markov decision processes under ambiguity | 2021-05-20 | Paper |
| Partially Observable Risk-Sensitive Markov Decision Processes | 2017-12-07 | Paper |
| Portfolio Optimization With Markov-Modulated Stock Prices and Interest Rates | 2017-07-12 | Paper |
| Financial mathematics in discrete time | 2017-04-20 | Paper |
| Partially Observable Risk-Sensitive Stopping Problems in Discrete Time | 2017-03-28 | Paper |
| Zero-sum risk-sensitive stochastic games | 2016-12-27 | Paper |
| Dynamic optimization. Deterministic and stochastic models | 2016-10-27 | Paper |
| Customer Scheduling with Incomplete Information | 2016-05-11 | Paper |
| More Risk-Sensitive Markov Decision Processes | 2014-07-11 | Paper |
| On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints | 2014-05-09 | Paper |
| Robust consumption-investment problems with random market coefficients | 2013-02-26 | Paper |
| Control improvement for jump-diffusion processes with applications to finance | 2012-07-10 | Paper |
| Markov decision processes with applications to finance. | 2011-02-17 | Paper |
| Markov decision processes | 2011-01-10 | Paper |
| MDP algorithms for portfolio optimization problems in pure jump markets | 2010-04-22 | Paper |
| Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model | 2009-12-11 | Paper |
| PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS | 2007-10-29 | Paper |
| Average optimality for continuous-time Markov decision processes in Polish spaces | 2007-08-08 | Paper |
| Comparison Results for Markov-Modulated Recursive Models | 2006-09-22 | Paper |
| Stochastic control problems with delay | 2006-01-23 | Paper |
| Portfolio optimization with unobservable Markov-modulated drift process | 2005-10-18 | Paper |
| Optimal control of arrivals in tandem queues of constant service time | 2003-07-15 | Paper |
| Optimal control of single-server fluid networks | 2000-11-22 | Paper |
| Optimal scheduling in heterogeneous two-station queueing networks | 2000-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4229148 | 1999-03-09 | Paper |
| Markov games with incomplete information | 1997-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895336 | 1996-10-14 | Paper |
| Monotonicity and bounds for convex stochastic control models | 1994-06-19 | Paper |
| Optimal control of single-server queueing networks | 1993-08-23 | Paper |
| Structural results for partially observed control models | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976310 | 1992-06-26 | Paper |
| Structured policies in the sequential design of experiments | 1992-06-25 | Paper |
| On Bayesian group sequential sampling procedures | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3858069 | 1979-01-01 | Paper |
| Measurable selection theorems for optimization problems | 1978-01-01 | Paper |
| On Howard's policy improvement method | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4108156 | 1976-01-01 | Paper |
| On optimal policies and martingales in dynamic programming | 1976-01-01 | Paper |
| On stopped decision processes with discrete time parameter | 1975-01-01 | Paper |
| Bayesian dynamic programming | 1975-01-01 | Paper |
