Peter Lakner

Available identifiers

zbMath Open lakner.peterMaRDI QIDQ941016

List of research outcomes

Publication	Date of Publication	Type
Reflected Brownian motion with drift in a wedge	2024-03-14	Paper
Optimal cash management using impulse control	2023-08-28	Paper
On the optimality of the earliest due date rule in stochastic scheduling and in queueing	2022-02-22	Paper
On the roughness of the paths of RBM in a wedge	2019-11-20	Paper
Scaling limit of a limit order book model via the regenerative characterization of Lévy trees	2018-03-14	Paper
A Dirichlet Process Characterization of RBM in a Wedge	2016-05-06	Paper
Optimal Production Management When Demand Depends on the Business Cycle	2014-06-26	Paper
Optimal Control of a Mean-Reverting Inventory	2011-11-17	Paper
Optimal investment in a defaultable bond	2008-09-04	Paper
PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS	2006-09-25	Paper
Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy	2005-11-11	Paper
Maximum likelihood estimation of hidden Markov processes	2004-03-30	Paper
Optimal trading strategy for an investor: the case of partial information	1999-11-18	Paper
Martingale Measures For A Class of Right‐Continuous Processes	1998-04-05	Paper
https://portal.mardi4nfdi.de/entity/Q4868516	1996-07-24	Paper
Almost sure characterization of Martingales	1995-10-29	Paper
Utility maximization with partial information	1995-05-23	Paper
https://portal.mardi4nfdi.de/entity/Q3973611	1992-06-26	Paper
Optimal Consumption by a Bond Investor: The Case of Random Interest Rate Adapted to a Point Process	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3829310	1988-01-01	Paper

Research outcomes over time

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