| 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/Q3807015 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3796488 | 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/Q3691443 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3677537 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3318569 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3312038 | 1984-01-01 | 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/Q3041064 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4745112 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3037177 | 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/Q4187137 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3911691 | 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 |
| Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal | 1975-01-01 | Paper |
| On dynamic programming: Compactness of the space of policies | 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 |
| The analysis of queues by state-dependent parameters by Markov renewal processes | 1971-01-01 | Paper |
| Über Lösungen einer Erneuerungsgleichung | 1971-01-01 | Paper |
| Markov Renewal Processes with Auxiliary Paths | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5625000 | 1970-01-01 | Paper |
| Rates of convergence in markov renewal processes with auxiliary paths | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5639129 | 1968-01-01 | Paper |
