Kurt Helmes

Available identifiers

zbMath Open helmes.kurt-lMaRDI QIDQ747900

List of research outcomes

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
https://portal.mardi4nfdi.de/entity/Q4438206	2002-01-01	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
Existence of optimal controls for partially observed linear diffusions	1983-01-01	Paper
Levy's stochastic area formula in higher dimensions	1983-01-01	Paper
On Benes' bang-bang control problem	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3956175	1982-01-01	Paper
Optimal control for a class of partially observable systems†	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

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Kurt Helmes