Michael Heinrich Baumann

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On theoretical foundations of mostly model-free cross-coupled simultaneously long-short stock trading controllers European Journal of Control	2023-11-23	Paper
Correction to: ``Beating the market? A mathematical puzzle for market efficiency Decisions in Economics and Finance	2023-11-17	Paper
On the relationship between stochastic turnpike and dissipativity notions	2023-11-13	Paper
Beating the market? A mathematical puzzle for market efficiency Decisions in Economics and Finance	2022-06-17	Paper
A new stochastic Fubini-type theorem. On interchanging expectations and Itō integrals Sankhyā. Series A	2021-05-03	Paper
The \(k\)-dimensional champagne pyramid Mathematische Semesterberichte	2019-07-26	Paper
Application of LES-quality criteria to internal combustion engine flows Computers and Fluids	2018-06-19	Paper
Time-dependent parametric model order reduction for material removal simulations Model Reduction of Parametrized Systems	2018-04-18	Paper
Synchronization of impacting mechanical systems with a single constraint Physica D	2017-12-01	Paper
On Stock Trading Via Feedback Control When Underlying Stock Returns Are Discontinuous IEEE Transactions on Automatic Control	2017-09-08	Paper
Interpolation-based parametric model order reduction for material removal in elastic multibody systems Multibody System Dynamics	2017-07-06	Paper
Simultaneously long short trading in discrete and continuous time Systems & Control Letters	2017-01-23	Paper
A synchronization-based state observer for impact oscillators using only collision time information International Journal of Robust and Nonlinear Control	2016-09-05	Paper
Pathwise turnpike and dissipativity results for discrete-time stochastic linear-quadratic optimal control problems	N/A	Paper
Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control	N/A	Paper
Near-optimal performance of stochastic economic MPC	N/A	Paper

Research outcomes over time

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