| Publication | Date of Publication | Type |
|---|
| An extension of the Clark–Haussmann formula and applications | 2022-07-08 | Paper |
| Optimal portfolio selection and compression in an incomplete market | 2019-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3102960 | 2011-11-25 | Paper |
| Equilibrium in a production economy | 2011-05-25 | Paper |
| On a Stochastic, Irreversible Investment Problem | 2010-04-28 | Paper |
| Multivariable Utility Functions | 2009-11-27 | Paper |
| Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold | 2005-11-11 | Paper |
| Optimizing the terminal wealth under partial information: the drift process as a continuous time Markov chain | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4667110 | 2005-04-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3160506 | 2005-02-09 | Paper |
| A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome | 2004-10-28 | Paper |
| Equilibrium in a stochastic model with consumption, wages and investment | 2002-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2712223 | 2002-02-07 | Paper |
| Singular Optimal Stochastic Controls I: Existence | 1999-08-29 | Paper |
| Singular Optimal Stochastic Controls II: Dynamic programming | 1999-08-29 | Paper |
| Optimal Control of Inflation: A Central Bank Problem | 1998-05-10 | Paper |
| Existence of singular optimal control laws for stochastic differential equations | 1995-10-18 | Paper |
| The optimal control of the cheap monotone follower | 1995-09-25 | Paper |
| The stochastic maximum principle for a singular control problem | 1995-09-25 | Paper |
| Generalized Solutions of the Hamilton–Jacobi Equation of Stochastic Control | 1995-02-06 | Paper |
| The Free Boundary of the Monotone Follower | 1994-09-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279415 | 1994-05-19 | Paper |
| A Probabilistic Approach to the Generalized Hessian | 1993-01-16 | Paper |
| Discrete-time stochastic adaptive control with small observation noise | 1992-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3974814 | 1992-06-26 | Paper |
| Stochastic adaptive control with small observation noise | 1992-06-25 | Paper |
| On the Existence of Optimal Controls | 1990-01-01 | Paper |
| Stochastic variational inequalities of parabolic type | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3204415 | 1989-01-01 | Paper |
| A conditionally almost linear filtering problem with non-gaussian initial condition∗ | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3795581 | 1988-01-01 | Paper |
| Examples of optimal controls for linear stochastic control systems with partial observation | 1987-01-01 | Paper |
| The Maximum Principle for Optimal Control of Diffusions with Partial Information | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3765692 | 1987-01-01 | Paper |
| Time reversal of diffusions | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3724215 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3739039 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4726159 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3217386 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3218871 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221131 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3343900 | 1984-01-01 | Paper |
| On the approximation of optimal stochastic controls | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3037292 | 1982-01-01 | Paper |
| On the Existence of Optimal Controls for Partially Observed Diffusions | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3962903 | 1982-01-01 | Paper |
| On the Adjoint Process for Optimal Control of Diffusion Processes | 1981-01-01 | Paper |
| Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3937225 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3932712 | 1980-01-01 | Paper |
| On the integral representation of functionals of ltd processest | 1979-01-01 | Paper |
| Asymptotic stability of the linear Ito equation in infinite dimensions | 1978-01-01 | Paper |
| On the Stochastic Maximum Principle | 1978-01-01 | Paper |
| Functionals of Itô Processes as Stochastic Integrals | 1978-01-01 | Paper |
| A New Stochastic Time Optimal Control Problem | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4146655 | 1976-01-01 | Paper |
| On the Existence of Moments of Stationary Linear Systems with Multiplicative Noise | 1974-01-01 | Paper |
| On the principle of competitive exclusion | 1973-01-01 | Paper |
| Stability of Linear Systems with Control Dependent Noise | 1973-01-01 | Paper |
| The inversion theorem and Plancherel's theorem in a Banach space | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5642479 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5681898 | 1972-01-01 | Paper |
| On the optimal long run control of Markov renewal processes | 1971-01-01 | Paper |
| Abstract food webs in ecology | 1971-01-01 | Paper |
| Optimal Stationary Control with State Control Dependent Noise | 1971-01-01 | Paper |
