| Publication | Date of Publication | Type |
|---|
| On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes | 2024-02-20 | Paper |
| A weak convergence approach to inventory control using a long-term average criterion | 2020-02-05 | Paper |
| Dynamic advertising and pricing with constant demand elasticities | 2018-11-01 | Paper |
| Continuous inventory models of diffusion type: long-term average cost criterion | 2017-09-15 | Paper |
| Optimal timing of partial outsourcing decisions | 2017-07-06 | Paper |
| A Counterintuitive Example in Inventory Management | 2017-02-03 | Paper |
| Oligopoly pricing and advertising in isoelastic adoption models | 2015-10-19 | Paper |
| Impulse Control of Standard Brownian Motion: Long-Term Average Criterion | 2015-10-06 | Paper |
| Impulse Control of Standard Brownian Motion: Discounted Criterion | 2015-10-06 | Paper |
| A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion | 2015-08-18 | Paper |
| Optimal advertising and pricing in a class of general new-product adoption models | 2015-07-28 | Paper |
| Explicit formulae of distributions and densities of characteristics of a dynamic advertising and pricing model | 2015-07-28 | Paper |
| Analysis of production decisions under budget limitations | 2012-01-03 | Paper |
| A Geometrical Characterization of Multidimensional Hausdorff Polytopes with Applications to Exit Time Problems | 2011-04-27 | Paper |
| Thinning and harvesting in stochastic forest models | 2011-01-31 | Paper |
| Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions | 2010-06-07 | Paper |
| Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming | 2009-07-03 | Paper |
| Determining the Optimal Control of Singular Stochastic Processes Using Linear Programming | 2009-05-22 | Paper |
| Linear programming approach to the optimal stopping of singular stochastic processes | 2007-03-30 | Paper |
| A Variational Inequality Sufficient Condition for Optimal Stopping with Application to an Optimal Stock Selling Problem | 2007-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3160507 | 2005-02-09 | Paper |
| Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming | 2003-07-15 | Paper |
| Extension Of Dale's Moment Conditions With Application To The Wright–fisher Model | 2003-05-04 | Paper |
| Characterisation of linear mini-max estimators for loss functions of arbitrary power | 2002-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4438206 | 2002-01-01 | Paper |
| A linear mini-max estimator for the case of a quartic loss function | 2001-07-11 | Paper |
| Numerical comparison of controls and verification of optimality for stochastic control problems | 2001-05-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4494421 | 2001-05-02 | Paper |
| Linear minimax estimation with ellipsoidal constraints | 1996-06-09 | Paper |
| Pursuing a maneuvering target which uses a random process for its control | 1995-05-11 | Paper |
| The solution of a partially observed stochastic optimal control problem in terms of predicted miss | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3360771 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3789459 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3777161 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3749843 | 1986-01-01 | Paper |
| The "local" law of the iterated logarithm for processes related to Lévy's stochastic area process | 1985-01-01 | Paper |
| Optimal discounted control for a continuous time inventory model | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3329345 | 1984-01-01 | Paper |
| Levy's stochastic area formula in higher dimensions | 1983-01-01 | Paper |
| Existence of optimal controls for partially observed linear diffusions | 1983-01-01 | Paper |
| On Benes' bang-bang control problem | 1982-01-01 | Paper |
| Optimal control for a class of partially observable systems† | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3956175 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3968231 | 1982-01-01 | Paper |
| Strong consistency of least squares estimators in linear regression models | 1980-01-01 | Paper |
| Limited risk control of the ornstein-uhleeck process | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3933711 | 1980-01-01 | Paper |
| A convergence theorem for random linear combinations of independent normal random variables | 1979-01-01 | Paper |
| Controlled Ornstein-Uhlenbeck process with chance constraints | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4189904 | 1979-01-01 | Paper |
| The Range of a Vector-Valued Measure | 1974-01-01 | Paper |
| Single-Item Continuous-Review Inventory Models with Random Supplies | N/A | Paper |
