| Publication | Date of Publication | Type |
|---|
| Ergodicity of filtering process by vanishing discount approach | 2008-03-06 | Paper |
| Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property | 2008-02-25 | Paper |
| Portfolio optimization in discontinuous markets under incomplete information | 2007-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3414481 | 2007-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493545 | 2006-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5699212 | 2006-04-26 | Paper |
| Ergodicity of hidden Markov models | 2005-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791447 | 2003-02-06 | Paper |
| Risk-sensitive control of an ergodic diffusion over an infinite horizon | 2002-06-16 | Paper |
| Pathwise Optimality in Stochastic Control | 2001-03-19 | Paper |
| Infinite horizon risk sensitive control of discrete time Markov processes with small risk | 2000-08-21 | Paper |
| Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon | 2000-08-21 | Paper |
| Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon | 2000-03-19 | Paper |
| Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon | 1999-12-02 | Paper |
| Bayesian adaptive control of discrete-time Markov processes with long-run average cost | 1998-08-13 | Paper |
| Bayesian ergodic adaptive control of diffusion processes | 1998-08-09 | Paper |
| Towards a general theory of bond markets | 1998-06-04 | Paper |
| Minimal dimensional linear filters for discrete-time Markov processes with finite state space | 1998-05-12 | Paper |
| A first order approximation forthe convergence of distributionsof the cox processes with | 1997-02-04 | Paper |
| A first order approximation forthe convergence of distributionsof the cox processes with | 1996-12-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845603 | 1996-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848527 | 1996-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4698578 | 1995-12-11 | Paper |
| On adaptive control of a partially observed Markov chain | 1995-03-09 | Paper |
| Backward representation for nonstationary Markov processes with finite state space | 1994-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4693275 | 1994-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976553 | 1992-06-26 | Paper |
| Minimal dimension linear filters for stationary Markov processes with finite state space | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3363189 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3199291 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3360111 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3360727 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3476735 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3830928 | 1988-01-01 | Paper |
| An Approach to Discrete-Time Stochastic Control Problems under Partial Observation | 1987-01-01 | Paper |
| Design of an L.Q.G. controller for single point moored large tankers | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3731484 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3731501 | 1986-01-01 | Paper |
| An approximation for the nonlinear filtering problem, with error bound† | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3315422 | 1984-01-01 | Paper |
| Non-linear filtering with discontinuous observations and applications to life sciences | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3669278 | 1983-01-01 | Paper |
| On measure transformations for combined filtering and parameter estimation in discrete time | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3338070 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3966020 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3968858 | 1982-01-01 | Paper |
| Continuous-time approximations for the nonlinear filtering problem | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3958365 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4749054 | 1981-01-01 | Paper |
| Second-order analysis of the output of a discrete-time Volterra system driven by white noise | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3927152 | 1980-01-01 | Paper |
| Approximations for functionals and optimal control problems on jump diffusion processes | 1978-01-01 | Paper |
