| Publication | Date of Publication | Type |
|---|
Model order reduction for the input-output behavior of a geothermal energy storage
Journal of Engineering Mathematics | 2024-12-03 | Paper |
Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift
Annals of Operations Research | 2024-11-27 | Paper |
Modeling and simulation of the input–output behavior of a geothermal energy storage
Mathematical Methods in the Applied Sciences | 2024-03-21 | Paper |
Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift
Stochastic Models | 2023-05-17 | Paper |
| On the Input-Output Behavior of a Geothermal Energy Storage: Approximations by Model Order Reduction | 2022-09-29 | Paper |
Asymptotic filter behavior for high-frequency expert opinions in a market with Gaussian drift
Stochastic Models | 2021-05-17 | Paper |
| Short-Term Behavior of a Geothermal Energy Storage: Modeling and Theoretical Results | 2021-04-11 | Paper |
| Short-Term Behavior of a Geothermal Energy Storage: Numerical Applications | 2021-04-11 | Paper |
Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift
Journal of Applied Probability | 2021-03-03 | Paper |
Dynamic utility maximization with bounded shortfall risks
PAMM | 2018-07-26 | Paper |
| scientific article; zbMATH DE number 6834275 (Why is no real title available?) | 2018-02-05 | Paper |
Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading
Statistics & Risk Modeling | 2018-01-11 | Paper |
An AESA Antenna Comprising an RF Feeding Network With Strongly Coupled Antenna Ports
IEEE Transactions on Antennas and Propagation | 2017-10-09 | Paper |
Expert opinions and logarithmic utility maximization for multivariate stock returns with Gaussian drift
International Journal of Theoretical and Applied Finance | 2017-07-26 | Paper |
Partially observable stochastic optimal control problems for an energy storage
Stochastics | 2017-04-11 | Paper |
Portfolio optimization under partial information with expert opinions
International Journal of Theoretical and Applied Finance | 2012-04-24 | Paper |
Optimal portfolios under dynamic shortfall constraints
Afrika Statistika | 2011-08-17 | Paper |
Optimal portfolios under bounded shortfall risk and partial information
Operations Research Proceedings 2006 | 2011-04-07 | Paper |
Optimal portfolio policies under bounded expected loss and partial information
Mathematical Methods of Operations Research | 2010-09-21 | Paper |
Utility Maximization Under Bounded Expected Loss
Stochastic Models | 2009-09-18 | Paper |
| Entropic risk constraints for utility maximization | 2009-01-28 | Paper |
Dynamic Portfolio Optimization with Bounded Shortfall Risks
Stochastic Analysis and Applications | 2005-09-15 | Paper |
| Random Transverse Vibrations of a One-sided Fixed Beam and Model Reduction | 2003-02-23 | Paper |
| Remarks on Randomly Excited Oscillators | 2003-02-23 | Paper |
| scientific article; zbMATH DE number 1808513 (Why is no real title available?) | 2003-02-06 | Paper |
Low-dimensional approximations of random vibration systems
ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik | 2002-11-26 | Paper |
Random vibration systems with weakly correlated random excitation
ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik | 2002-11-17 | Paper |
Stationary solutions of random differential equations with polynomial nonlinearities
Stochastic Analysis and Applications | 2002-06-10 | Paper |
Asymptotic expansions of integral functionals of weakly correlated random processes
Zeitschrift für Analysis und ihre Anwendungen | 2001-10-16 | Paper |
| Random Eigenvalue Problems for Bending Vibrations of Beams | 2000-02-09 | Paper |
| scientific article; zbMATH DE number 1391261 (Why is no real title available?) | 2000-01-20 | Paper |
On Mathematical Aspects of Dual Variables in Continuum Mechanics. Part 1: Mathematical Principles
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik | 1999-03-17 | Paper |
Distribution approximations for nonlinear functionals of weakly correlated random processes
Zeitschrift für Analysis und ihre Anwendungen | 1998-03-04 | Paper |
| scientific article; zbMATH DE number 640982 (Why is no real title available?) | 1994-09-19 | Paper |
