Manfred Schäl

Available identifiers

zbMath Open schal.manfredWikidataQ102165330 ScholiaQ102165330MaRDI QIDQ689176

List of research outcomes

Publication	Date of Publication	Type
Optimal Portfolios and Pricing of Financial Derivatives Under Proportional Transaction Costs	2017-11-30	Paper
Stochastic optimization for the ruin probability	2017-01-25	Paper
Numeraire portfolios and utility-based price systems under proportional transaction costs	2015-05-04	Paper
https://portal.mardi4nfdi.de/entity/Q3656696	2010-01-13	Paper
On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability	2007-12-16	Paper
Control of ruin probabilities by discrete-time investments	2006-02-08	Paper
Piecewise deterministic Markov control processes with feedback controls and unbounded costs	2004-08-16	Paper
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process	2004-01-08	Paper
https://portal.mardi4nfdi.de/entity/Q4547447	2002-08-21	Paper
https://portal.mardi4nfdi.de/entity/Q2741123	2002-07-07	Paper
Martingale Measures and Hedging for Discrete-Time Financial Markets	2001-11-26	Paper
Portfolio Optimization and Martingale Measures	2001-03-29	Paper
On value preserving and growth optimal portfolios	2000-05-17	Paper
Price systems constructed by optimal dynamic portfolios.	2000-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4269339	1999-10-31	Paper
On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance	1998-01-01	Paper
On Quadratic Cost Criteria for Option Hedging	1994-05-18	Paper
On hitting times for jump-diffusion processes with past dependent local characteristics	1993-12-09	Paper
Average Optimality in Dynamic Programming with General State Space	1993-06-29	Paper
On the Second Optimality Equation for Semi-Markov Decision Models	1993-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q3995748	1992-09-17	Paper
On the chance to visit a goal set infinitely often	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3468886	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3796488	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3807015	1988-01-01	Paper
Estimation and control in discounted stochastic dynamic programming	1987-01-01	Paper
Stationary policies and Markov policies in Borel dynamic programming	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3762100	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3677537	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3691443	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3312038	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3318569	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3041064	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3316968	1983-01-01	Paper
Stationary Policies in Dynamic Programming Models Under Compactness Assumptions	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3037177	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4745112	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3919479	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3931025	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3875736	1980-01-01	Paper
On dynamic programming and statistical decision theory	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3911691	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4187137	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4170545	1977-01-01	Paper
On the Optimality of $(s,S)$-Policies in Dynamic Inventory Models with Finite Horizon	1976-01-01	Paper
On dynamic programming: Compactness of the space of policies	1975-01-01	Paper
Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal	1975-01-01	Paper
A selection theorem for optimization problems	1974-01-01	Paper
On continuous dynamic programming with discrete time-parameter	1972-01-01	Paper
Über Lösungen einer Erneuerungsgleichung	1971-01-01	Paper
The analysis of queues by state-dependent parameters by Markov renewal processes	1971-01-01	Paper
Rates of convergence in markov renewal processes with auxiliary paths	1970-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5625000	1970-01-01	Paper
Markov Renewal Processes with Auxiliary Paths	1970-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5639129	1968-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Manfred Schäl