| Publication | Date of Publication | Type |
|---|
| Zero-sum stochastic games in continuous-time with risk-sensitive average cost criterion on a countable state space | 2024-04-12 | Paper |
| Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach | 2023-06-20 | Paper |
| Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion | 2023-03-14 | Paper |
| Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs | 2022-06-10 | Paper |
| A nonzero-sum risk-sensitive stochastic differential game in the orthant | 2022-03-29 | Paper |
| Discrete-time Zero-Sum Games for Markov chains with risk-sensitive average cost criterion | 2022-01-11 | Paper |
| Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle | 2021-12-16 | Paper |
| Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain | 2021-11-18 | Paper |
| Zero-Sum Games for Continuous-time Markov Decision Processes with Risk-Sensitive Average Cost Criterion | 2021-09-18 | Paper |
| Nonzero-sum risk-sensitive stochastic differential games with discounted costs | 2021-04-27 | Paper |
| Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant | 2021-03-17 | Paper |
| Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space | 2020-03-12 | Paper |
| Risk-sensitive stochastic differential games with reflecting diffusions | 2018-03-14 | Paper |
| Continuous-Time Controlled Jump Markov Processes on the Finite Horizon | 2017-11-22 | Paper |
| Zero-sum risk-sensitive stochastic games for continuous time Markov chains | 2016-09-26 | Paper |
| Risk-sensitive control of continuous time Markov chains | 2016-06-10 | Paper |
| Nonzero-sum risk-sensitive stochastic differential games | 2016-04-05 | Paper |
| A mean-reverting stochastic model for the political business cycle | 2016-04-01 | Paper |
| Nonzero-Sum Risk Sensitive Stochastic Games for Continuous Time Markov Chains | 2016-03-08 | Paper |
| Zero-Sum Risk-Sensitive Stochastic Differential Games | 2014-10-21 | Paper |
| Zero-sum risk-sensitive stochastic games on a countable state space | 2014-02-06 | Paper |
| PRICING CREDIT DERIVATIVES IN A MARKOV-MODULATED REDUCED-FORM MODEL | 2013-08-15 | Paper |
| Optimal control of Markov processes with age-dependent transition rates | 2013-08-05 | Paper |
| Non-Stationary Semi-Markov Decision Processes on a Finite Horizon | 2013-04-22 | Paper |
| Influence of big traders on the stock market: theory and simulation | 2012-12-04 | Paper |
| Existence of Value in Stochastic Differential Games of Mixed Type | 2012-11-09 | Paper |
| Pricing Defaultable Bonds in a Markov Modulated Market | 2012-06-20 | Paper |
| Ergodic Control of Diffusion Processes | 2011-12-19 | Paper |
| Stochastic Processes with Age-Dependent Transition Rates | 2011-06-07 | Paper |
| Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market | 2011-04-19 | Paper |
| Application of nonlinear filtering to credit risk | 2010-12-23 | Paper |
| Equilibrium and stability of a stock market game with big traders | 2010-11-30 | Paper |
| Risk Minimizing Option Pricing in a Semi-Markov Modulated Market | 2010-06-10 | Paper |
| Portfolio optimization in a semi-Markov modulated market | 2010-01-18 | Paper |
| Asymptotic analysis of option pricing in a Markov modulated market | 2009-12-07 | Paper |
| Differential games of mixed type with control and stopping times | 2009-06-08 | Paper |
| Partially observed semi-Markov zero-sum games with average payoff | 2008-06-24 | Paper |
| Risk Minimizing Option Pricing in a Regime Switching Market | 2008-04-29 | Paper |
| Zero-sum stochastic games with stopping and control | 2008-01-21 | Paper |
| Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization | 2007-09-21 | Paper |
| Nonzero-sum stochastic differential games with reflecting diffusions | 2007-09-19 | Paper |
| Non-cooperative \(N\)-person semi-Markov games on a denumerable state space | 2007-09-19 | Paper |
| An optimal hybrid control problem in a Hilbert space | 2007-09-07 | Paper |
| Partially Observable Semi-Markov Games with Discounted Payoff | 2007-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3366153 | 2006-02-13 | Paper |
| Differential Games with Ergodic Payoff | 2005-09-15 | Paper |
| A nonzero-sum stochastic differential game in the orthant | 2005-04-21 | Paper |
| Existence of value and saddle point in infinite-dimensional differential games. | 2005-01-11 | Paper |
| A probabilistic approach to second order variational inequalities with bilateral constraints | 2004-03-17 | Paper |
| Ergodic Control of Partially Degenerate Diffusions in a Compact Domain | 2003-12-18 | Paper |
| A stochastic differential game in the orthrant | 2002-03-06 | Paper |
| On the controllability of a class of nonlinear stochastic systems | 2002-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2736797 | 2001-09-11 | Paper |
| Harnack's inequality for cooperative weakly coupled elliptic systems | 2000-04-13 | Paper |
| Stochastic games with average payoff criterion | 1998-12-07 | Paper |
| Limit theorems for random degenerate diffusions | 1998-11-01 | Paper |
| Stochastic differential games with multiple modes | 1998-09-20 | Paper |
| Zero-sum stochastic differential games with reflecting diffusions | 1998-04-13 | Paper |
| Ergodic Control of Switching Diffusions | 1998-02-09 | Paper |
| Controlled random degenerate diffusions under long-run average cost | 1997-09-17 | Paper |
| Ergodic control of degenerate diffusions | 1997-04-16 | Paper |
| Stability of a random diffusion with linear drift | 1997-02-25 | Paper |
| Errata corrige to: Stochastic differential games: Occupation measure based approach | 1996-09-16 | Paper |
| A note on an LQG regulator with Markovian switching and pathwise average cost | 1996-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4882248 | 1996-07-18 | Paper |
| Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria | 1994-06-19 | Paper |
| Stochastic differential games: Occupation measure based approach | 1994-04-27 | Paper |
| Denumerable state stochastic games with limiting average payoff | 1994-04-27 | Paper |
| Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems | 1993-12-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3140693 | 1993-11-28 | Paper |
| Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey | 1993-09-13 | Paper |
| On strong average optimality of Markov decision processes with unbounded costs | 1993-01-16 | Paper |
| Correction to: Ergodic and adaptive control of nearest-neighbor motions | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3988034 | 1992-06-28 | Paper |
| Controlled diffusions with constraints | 1992-06-25 | Paper |
| Ergodic and adaptive control of nearest-neighbor motions | 1992-06-25 | Paper |
| A note on controlled diffusions with long finite horizon | 1991-01-01 | Paper |
| Ergodic control of multidimensional diffusions. II: Adaptive control | 1990-01-01 | Paper |
| Markov decision processes with multiple costs | 1990-01-01 | Paper |
| Ergodic Control of Multidimensional Diffusions I: The Existence Results | 1988-01-01 | Paper |
