The following pages link to Ulrich Rieder (Q332153):
Displaying 39 items.
- Dynamic optimization. Deterministic and stochastic models (Q332155) (← links)
- Control improvement for jump-diffusion processes with applications to finance (Q434360) (← links)
- Financial mathematics in discrete time (Q523371) (← links)
- Markov decision processes with applications to finance. (Q626374) (← links)
- Zero-sum risk-sensitive stochastic games (Q730353) (← links)
- Stochastic control problems with delay (Q811987) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- Average optimality for continuous-time Markov decision processes in Polish spaces (Q997948) (← links)
- Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model (Q1044219) (← links)
- Structured policies in the sequential design of experiments (Q1176869) (← links)
- On Bayesian group sequential sampling procedures (Q1176871) (← links)
- On stopped decision processes with discrete time parameter (Q1226042) (← links)
- Measurable selection theorems for optimization problems (Q1249240) (← links)
- Optimal scheduling in heterogeneous two-station queueing networks (Q1298690) (← links)
- Markov games with incomplete information (Q1374696) (← links)
- Optimal control of arrivals in tandem queues of constant service time (Q1396987) (← links)
- Optimal control of single-server fluid networks (Q1587106) (← links)
- Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
- Customer scheduling with incomplete information (Q2805328) (← links)
- (Q3858069) (← links)
- (Q3976310) (← links)
- Structural results for partially observed control models (Q3984138) (← links)
- Bayesian dynamic programming (Q4077765) (← links)
- (Q4108156) (← links)
- On optimal policies and martingales in dynamic programming (Q4124635) (← links)
- On Howard's policy improvement method (Q4153255) (← links)
- (Q4229148) (← links)
- Monotonicity and bounds for convex stochastic control models (Q4296294) (← links)
- Partially Observable Risk-Sensitive Markov Decision Processes (Q4595962) (← links)
- (Q4895336) (← links)
- Markov decision processes under ambiguity (Q4989141) (← links)
- More Risk-Sensitive Markov Decision Processes (Q5169695) (← links)
- Portfolio Optimization With Markov-Modulated Stock Prices and Interest Rates (Q5273715) (← links)
- Optimal control of single-server queueing networks (Q5286756) (← links)
- On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints (Q5415096) (← links)
- PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS (Q5422629) (← links)
- Comparison Results for Markov-Modulated Recursive Models (Q5488525) (← links)
- Portfolio optimization with unobservable Markov-modulated drift process (Q5697589) (← links)
- Markov decision processes (Q5894023) (← links)
