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Ulrich Rieder
Ulrich Rieder
Professor of Mathematics, Ulm University
Bestätigte E-Mail-Adresse bei uni-ulm.de
Titel
Zitiert von
Zitiert von
Jahr
Markov decision processes with applications to finance
N Bäuerle, U Rieder
Springer Science & Business Media, 2011
5162011
More risk-sensitive Markov decision processes
N Bäuerle, U Rieder
Mathematics of Operations Research 39 (1), 105-120, 2014
1912014
Portfolio optimization with Markov-modulated stock prices and interest rates
N Bauerle, U Rieder
IEEE Transactions on Automatic Control 49 (3), 442-447, 2004
1842004
Portfolio optimization with unobservable Markov-modulated drift process
U Rieder, N Bäuerle
Journal of Applied Probability 42 (2), 362-378, 2005
1612005
Bayesian dynamic programming
U Rieder
Advances in Applied Probability 7 (2), 330-348, 1975
1411975
Measurable selection theorems for optimization problems
U Rieder
manuscripta mathematica 24 (1), 115-131, 1978
971978
Portfolio optimization with jumps and unobservable intensity process
N Bäuerle, U Rieder
Mathematical Finance 17 (2), 205-224, 2007
862007
Equilibrium plans for non-zero-sum Markov games
U Rieder
Game theory and related topics, 91-101, 1979
851979
Structural results for partially observed control models
U Rieder
Zeitschrift für Operations Research 35, 473-490, 1991
581991
Average optimality for continuous-time Markov decision processes in Polish spaces
X Guo, U Rieder
522006
MDP algorithms for portfolio optimization problems in pure jump markets
N Bäuerle, U Rieder
Finance and Stochastics 13, 591-611, 2009
482009
Zero-sum risk-sensitive stochastic games
N Bäuerle, U Rieder
Stochastic processes and their applications 127 (2), 622-642, 2017
402017
Optimal control of piecewise deterministic Markov processes with finite time horizon
N Bäuerle, U Rieder
Modern trends in controlled stochastic processes: theory and applications …, 2010
402010
Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
U Rieder, J Winter
Mathematical Methods of Operations Research 70, 567-596, 2009
392009
Stochastic control problems with delay
H Bauer, U Rieder
Mathematical Methods of Operations Research 62, 411-427, 2005
362005
Optimal control of single-server fluid networks
N Bäuerle, U Rieder
Queueing Systems 35, 185-200, 2000
362000
Dynamic Optimization: Deterministic and Stochastic Models
K Hinderer, U Rieder, M Stieglitz
Springer Verlag, 2017
33*2017
Partially observable risk-sensitive Markov decision processes
N Bäauerle, U Rieder
Mathematics of Operations Research 42 (4), 1180-1196, 2017
272017
On optimal policies and martingales in dynamic programming
U Rieder
Journal of Applied Probability 13 (3), 507-518, 1976
251976
On stopped decision processes with discrete time parameter
U Rieder
Stochastic Processes and their Applications 3 (4), 365-383, 1975
241975
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