Peter Lakner

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Reflected Brownian motion with drift in a wedge Queueing Systems	2024-03-14	Paper
Optimal cash management using impulse control Indagationes Mathematicae. New Series	2023-08-28	Paper
On the optimality of the earliest due date rule in stochastic scheduling and in queueing European Journal of Operational Research	2022-02-22	Paper
On the roughness of the paths of RBM in a wedge Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2019-11-20	Paper
Scaling limit of a limit order book model via the regenerative characterization of Lévy trees Stochastic Systems	2018-03-14	Paper
Scaling limit of a limit order book model via the regenerative characterization of Lévy trees Stochastic Systems	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 Operations Research	2014-06-26	Paper
Optimal production management when demand depends on the business cycle Operations Research	2014-06-26	Paper
Optimal control of a mean-reverting inventory Operations Research	2011-11-17	Paper
Optimal investment in a defaultable bond Mathematics and Financial Economics	2008-09-04	Paper
PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS Mathematical Finance	2006-09-25	Paper
Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy Mathematics of Operations Research	2005-11-11	Paper
Maximum likelihood estimation of hidden Markov processes The Annals of Applied Probability	2004-03-30	Paper
Optimal trading strategy for an investor: the case of partial information Stochastic Processes and their Applications	1999-11-18	Paper
Martingale Measures For A Class of Right‐Continuous Processes Mathematical Finance	1998-04-05	Paper
scientific article; zbMATH DE number 852305 (Why is no real title available?)	1996-07-24	Paper
Almost sure characterization of Martingales Stochastics and Stochastic Reports	1995-10-29	Paper
Utility maximization with partial information Stochastic Processes and their Applications	1995-05-23	Paper
scientific article; zbMATH DE number 16920 (Why is no real title available?)	1992-06-26	Paper
Optimal Consumption by a Bond Investor: The Case of Random Interest Rate Adapted to a Point Process SIAM Journal on Control and Optimization	1991-01-01	Paper
scientific article; zbMATH DE number 4104661 (Why is no real title available?)	1988-01-01	Paper

Research outcomes over time

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