| Publication | Date of Publication | Type |
|---|
| Whether to sell or hold a stock | 2008-03-06 | Paper |
| A Variational Inequality Sufficient Condition for Optimal Stopping with Application to an Optimal Stock Selling Problem | 2007-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4227229 | 1999-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4354032 | 1997-09-10 | Paper |
| Tracking the output of a poorly known markov process | 1997-06-03 | Paper |
| Pursuing a maneuvering target which uses a random process for its control | 1995-05-11 | Paper |
| Estimating the implicit interest rate of a risky asset | 1994-10-10 | Paper |
| A Strong Separation Principle for Stochastic Control Systems Driven by a Hidden Markov Model | 1994-08-14 | Paper |
| The solution of a partially observed stochastic optimal control problem in terms of predicted miss | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3352955 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3360769 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3815236 | 1988-01-01 | Paper |
| An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control Law | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3755343 | 1986-01-01 | Paper |
| An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3762067 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3962904 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4741532 | 1982-01-01 | Paper |
| A comment on a dual control problem | 1981-01-01 | Paper |
| Representation results for jump processes with application to optimal stopping | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3863820 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4198592 | 1979-01-01 | Paper |
| State estimation for partially observed jump processes | 1978-01-01 | Paper |
| The minimum principle, separation principle, and dynamic programming for partially observed jump processes | 1978-01-01 | Paper |
| Optimality for completely observed controlled jump processes | 1977-01-01 | Paper |
| Optimal control of a poisson source | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4162125 | 1976-01-01 | Paper |
| Dynamic Programming and Minimum Principles for Systems with Jump Markov Disturbances | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4086303 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4073255 | 1975-01-01 | Paper |
| Control of systems with jump Markov disturbances | 1975-01-01 | Paper |
| Weak Solutions of a Partial Differential Equation of Dynamic Programming | 1971-01-01 | Paper |
| Weak Solutions of a Partial Differential Equation of Dynamic Programming | 1971-01-01 | Paper |
| Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control | 1970-01-01 | Paper |
| An Example Concerning Rockets Capable of Impulsive Thrust | 1966-01-01 | Paper |
| An Extended Pontryagin Principle for Control Systems whose Control Laws Contain Measures | 1965-01-01 | Paper |
| A stochastic treatment of a control system with breakdown and repair | 1962-01-01 | Paper |
| An integral formula for total gradient variation | 1960-01-01 | Paper |
| Area As the Integral of Lengths of Contours | 1960-01-01 | Paper |
