| Publication | Date of Publication | Type |
|---|
| SOLO FTRL algorithm for production management with transfer prices | 2024-02-01 | Paper |
| Optimal Incentive Strategy in a Continuous Time Inverse Stackelberg Game | 2022-11-16 | Paper |
| Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problem | 2021-12-08 | Paper |
| Relative utility bounds for empirically optimal portfolios | 2021-07-14 | Paper |
| Resource Allocation in Communication Networks with Large Number of Users: The Dual Stochastic Gradient Method | 2021-05-10 | Paper |
| Asymptotic efficiency of the proportional compensation scheme for a large number of producers | 2021-05-04 | Paper |
| Rational taxation in an open access fishery model | 2020-10-12 | Paper |
| Optimal incentive strategy in a Markov game with multiple followers | 2019-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5234199 | 2019-09-25 | Paper |
| $Q$-Learning in a Stochastic Stackelberg Game between an Uninformed Leader and a Naive Follower | 2019-06-05 | Paper |
| Stackelberg equilibrium in a dynamic stimulation model with complete information | 2018-10-17 | Paper |
| Minimax perfect stopping rules for selling an asset near its ultimate maximum | 2017-12-15 | Paper |
| Optimal production and pricing strategies in a dynamic model of monopolistic firm | 2017-05-29 | Paper |
| Asymptotic sequential Rademacher complexity of a finite function class | 2017-03-23 | Paper |
| Regular finite fuel stochastic control problems with exit time | 2016-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3186868 | 2016-08-12 | Paper |
| Central limit theorem under uncertain linear transformations | 2015-12-23 | Paper |
| Central limit theorem under variance uncertainty | 2015-12-01 | Paper |
| On the dynamic programming principle for controlled diffusion processes in a cylindrical region | 2015-11-16 | Paper |
| Stochastic Perron's method for optimal control problems with state constraints | 2015-02-03 | Paper |
| Verification by stochastic Perron's method in stochastic exit time control problems | 2014-07-17 | Paper |
| On the game interpretation of a shadow price process in utility maximization problems under transaction costs | 2013-11-06 | Paper |
| Recurrence relations for price bounds of contingent claims in discrete time market models | 2012-05-07 | Paper |
| The Kreps-Yan theorem for Banach ideal spaces | 2011-04-06 | Paper |
| Lower bounds of martingale measure densities in the Dalang-Morton-Willinger theorem | 2010-12-14 | Paper |
| On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes | 2010-09-24 | Paper |
| Equivalent supermartingale densities and measures in discrete time infinite horizon market models | 2010-04-26 | Paper |
| Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time | 2008-08-21 | Paper |
| Asymptotic arbitrage and numéraire portfolios in large financial markets | 2008-06-18 | Paper |
| A proof of the Dalang-Morton-Willinger theorem | 2008-04-21 | Paper |
| A theorem on martingale selection for relatively open convex set-valued random sequences | 2008-03-04 | Paper |
| Martingale selection problem and asset pricing in finite discrete time | 2007-11-19 | Paper |
| A Martingale Selection Problem in the Finite Discrete‐Time Case | 2007-04-02 | Paper |
| A note on lower bounds of martingale measure densities | 2006-09-26 | Paper |
| The Kreps--Yan theorem for \(L^\infty\) | 2006-04-19 | Paper |
| Martingale selection theorem for a stochastic sequence with relatively open convex values | 2006-02-26 | Paper |
| An Extended Version of the Dalang--Morton--Willinger Theorem under Portfolio Constraints | 2005-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4678532 | 2005-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4812202 | 2004-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4788006 | 2003-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4528943 | 2001-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4517346 | 2000-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4950286 | 2000-05-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4936710 | 2000-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4220782 | 1999-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4228894 | 1999-03-01 | Paper |
| Impact on a planar body floating on the surface of a thin layer of an inviscid incompressible fluid | 1998-01-01 | Paper |
| The asymptotic form of the fundamental solution of the equation of the propagation of perturbations in a one-dimensional medium with low viscosity | 1997-11-03 | Paper |
