| Publication | Date of Publication | Type |
|---|
| Blackwell optimality and policy stability for long-run risk-sensitive stochastic control | 2024-12-12 | Paper |
| LI National Conference on Applications of Mathematics | 2024-07-23 | Paper |
| Discrete time risk sensitive control problem | 2024-07-09 | Paper |
| Existence of bounded solutions to multiplicative Poisson equations under mixing property | 2024-06-26 | Paper |
| Long run stochastic control problems with general discounting | 2024-04-16 | Paper |
| Long-Run Impulse Control with Generalized Discounting | 2024-03-07 | Paper |
| Topology-driven goodness-of-fit tests in arbitrary dimensions | 2024-02-06 | Paper |
| Discrete‐time risk sensitive portfolio optimization with proportional transaction costs | 2024-01-31 | Paper |
| Certainty equivalent control of discrete time Markov processes with the average reward functional | 2023-11-14 | Paper |
| A note on Multiplicative Poisson Equation: developments in the span-contraction approach | 2023-09-06 | Paper |
| Asymptotics of impulse control problem with multiplicative reward | 2023-07-06 | Paper |
| Discrete time risk sensitive control problem | 2023-03-31 | Paper |
| On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes | 2022-07-26 | Paper |
| Stability of measure solutions to a generalized Boltzmann equation with collisions of a random number of particles | 2022-04-22 | Paper |
| Risk-sensitive optimal stopping with unbounded terminal cost function | 2022-02-22 | Paper |
| Long-run risk sensitive dyadic impulse control | 2021-08-11 | Paper |
| Risk sensitive optimal stopping | 2021-06-04 | Paper |
| Bellman equations for scalar linear convex stochastic control problems | 2021-05-20 | Paper |
| Optimal strategies for utility from terminal wealth with general bid and ask prices | 2021-04-22 | Paper |
| Long-Run Risk-Sensitive Impulse Control | 2020-10-30 | Paper |
| Zero-Sum Markov Games with Impulse Controls | 2020-03-02 | Paper |
| Long Run Control with Degenerate Observation | 2019-03-13 | Paper |
| A note on chaotic and predictable representations for Itô–Markov additive processes | 2018-10-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4581306 | 2018-08-16 | Paper |
| Discrete Time Approximations of Continuous Time Finite Horizon Stopping Problems | 2017-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5357633 | 2017-09-12 | Paper |
| Risk-Sensitive Portfolio Optimization With Completely and Partially Observed Factors | 2017-07-12 | Paper |
| Recollections of doc. Eugene Fidelis (1927-2014) | 2017-07-06 | Paper |
| Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case | 2017-05-24 | Paper |
| Remarks on simple arbitrage on markets with bid and ask prices | 2017-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2975953 | 2017-04-12 | Paper |
| Undiscounted optimal stopping with unbounded rewards | 2016-07-20 | Paper |
| Long run risk sensitive portfolio with general factors | 2016-05-17 | Paper |
| Finite- and Infinite-Horizon Shapley Games with Nonsymmetric Partial Observation | 2016-01-05 | Paper |
| Construction of discrete time shadow price | 2015-12-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2948826 | 2015-10-06 | Paper |
| Research problems of Jerzy Zabczyk | 2015-07-28 | Paper |
| Infinite horizon stopping problems with (nearly) total reward criteria | 2014-10-06 | Paper |
| On general optimal stopping problems using penalty method | 2013-01-03 | Paper |
| Arbitrage for simple strategies | 2012-12-06 | Paper |
| Asymptotics of utility from terminal wealth for partially observed portfolios | 2012-12-06 | Paper |
| Penalty Method for Finite Horizon Stopping Problems | 2011-10-18 | Paper |
| Stopping of functionals with discontinuity at the boundary of an open set | 2011-10-10 | Paper |
| Asymptotics of HARA Utility from Terminal Wealth under Proportional Transaction Costs with Decision Lag or Execution Delay and Obligatory Diversification | 2011-08-08 | Paper |
| Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay | 2011-03-21 | Paper |
| Growth optimal portfolio selection under proportional transaction costs with obligatory diversification | 2011-02-18 | Paper |
| Problems of Mathematical Finance by Stochastic Control Methods | 2010-04-23 | Paper |
| On the Bellman equation for asymptotics of utility from terminal wealth | 2010-04-09 | Paper |
| A Closure Procedure for Random Vibration Parametric Resonances | 2010-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400720 | 2010-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3534756 | 2008-11-04 | Paper |
| Maximization of the portfolio growth rate under fixed and proportional transaction costs | 2008-08-14 | Paper |
| Growth-optimal portfolios under transaction costs | 2008-05-16 | Paper |
| Ergodicity of filtering process by vanishing discount approach | 2008-03-06 | Paper |
| Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property | 2008-02-25 | Paper |
| Impulsive control of portfolios | 2007-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3414481 | 2007-01-08 | Paper |
| Ergodic and adaptive control of hidden Markov models | 2006-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493545 | 2006-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493566 | 2006-10-23 | Paper |
| Moment stability for linear systems with a random parametric excitation | 2006-09-25 | Paper |
| Discrete time risk sensitive portfolio optimization with consumption and proportional transaction costs | 2006-05-18 | Paper |
| Ergodicity of hidden Markov models | 2005-11-18 | Paper |
| On utility maximization in discrete-time financial market models | 2005-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3160519 | 2005-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4542146 | 2004-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4792534 | 2004-02-08 | Paper |
| Average cost per unit time control of stochastic manufacturing systems: Revisited | 2003-07-16 | Paper |
| Asymptotics of controlled finite memory filters. | 2003-01-21 | Paper |
| On risk-sensitive ergodic impulsive control of Markov processes | 2002-10-15 | Paper |
| Risk-sensitive control of an ergodic diffusion over an infinite horizon | 2002-06-16 | Paper |
| A CLOSURE METHOD FOR RANDOMLY PERTURBED LINEAR SYSTEMS | 2002-05-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2772021 | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4438221 | 2002-01-01 | Paper |
| Option Pricing in Discrete-Time Incomplete Market Models | 2001-03-29 | Paper |
| On adaptive control of Markov chains using nonparametric estimation | 2001-01-07 | Paper |
| Adaptive control of discrete time Markov processes by the large deviations method | 2001-01-07 | Paper |
| Infinite horizon risk sensitive control of discrete time Markov processes with small risk | 2000-08-21 | Paper |
| Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon | 2000-08-21 | Paper |
| Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand | 2000-06-14 | Paper |
| Risk sensitive portfolio optimization | 2000-05-07 | Paper |
| Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon | 2000-03-19 | Paper |
| Mean square stabilization of linear systems by mean zero noise | 2000-01-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225779 | 1999-01-14 | Paper |
| Ergodic control of a singularly perturbed Markov process in discrete time with general state and compact action spaces | 1998-12-07 | Paper |
| On ergodic control of stochastic evolution equations | 1998-08-31 | Paper |
| Bayesian adaptive control of discrete-time Markov processes with long-run average cost | 1998-08-13 | Paper |
| Bayesian ergodic adaptive control of diffusion processes | 1998-08-09 | Paper |
| Discretized Maximum Likelihood and Almost Optimal Adaptive Control of Ergodic Markov Models | 1998-05-10 | Paper |
| On option pricing in the multidimensional Cox-Ross-Rubinstein model | 1998-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4353696 | 1998-04-23 | Paper |
| Adaptive control of a partially observed discrete time Markov process | 1998-04-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4384031 | 1998-04-20 | Paper |
| A first order approximation forthe convergence of distributionsof the cox processes with | 1997-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3365206 | 1997-01-01 | Paper |
| Option pricing in the CRR model with proportional transaction costs: a cone transformation approach | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4833569 | 1995-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322112 | 1995-06-30 | Paper |
| On adaptive control of a partially observed Markov chain | 1995-03-09 | Paper |
| Almost self-optimizing strategies for the adaptive control of diffusion processes | 1994-11-21 | Paper |
| Invariant measures of the pair: state, approximate filtering process | 1994-09-08 | Paper |
| On the ergodic and the adaptive control of stochastic differential delay systems | 1994-08-09 | Paper |
| Ergodic control of partially observed Markov processes with equivalent transition probabilities | 1994-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3140715 | 1993-12-05 | Paper |
| Nearly Optimal Controls for Stochastic Ergodic Problems with Partial Observation | 1993-08-08 | Paper |
| On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model | 1993-06-29 | Paper |
| On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3975867 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5202138 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3363189 | 1991-01-01 | Paper |
| On the compactness method in general ergodic impulsive control of markov processes | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5753295 | 1989-01-01 | Paper |
| On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes | 1989-01-01 | Paper |
| On ergodic control problems for singularly perturbed Markov processes | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3496273 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4730542 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4733804 | 1989-01-01 | Paper |
| On Impulse Control with Partial Observation | 1988-01-01 | Paper |
| On some problems arising in asymptotic analysis of Markov processes with singularly perturbed generators | 1988-01-01 | Paper |
| Discrete time adaptive impulsive control theory | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3026892 | 1986-01-01 | Paper |
| On the poisson equation and optimal stopping of ergodic markov processes | 1986-01-01 | Paper |
| On ergodic impulsive control problems | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221862 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3343902 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3676906 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3308787 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3312046 | 1983-01-01 | Paper |
| On impulsive control with long run average cost criterion | 1983-01-01 | Paper |
| Zero-sum Markov games with stopping and impulsive strategies | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3040237 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3339867 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4749716 | 1982-01-01 | Paper |
| Strong envelopes of stochastic processes and a penalty method† | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3942772 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3908096 | 1980-01-01 | Paper |
