1
0
0
(1 - 28 von 34
)
Ulrich Rieder, University of Ulm | Operations Research & Financial ...Princeton University
orfe.princeton.edu
Ulrich Rieder, University of Ulm. Portfolio Optimization with Differential Information. Date. Oct 23, 2003, 4:30 pm – 5:30 pm. Location. E Engineering ...
HEIDI: Bäuerle, Nicole: Finanzmathematik in diskreter ZeitHeidelberg University
katalog.ub.uni-heidelberg.de
von N Bäuerle · · Zitiert von: 11 — von Nicole Bäuerle, Ulrich Rieder. Verlagsort: Berlin, Heidelberg. Verlag ... Ulrich Rieder, Institut für Optimierung und Operations Research, Universität Ulm.
Ulrich RIEDER | Head of Department | Prof. Dr. | Ulm ...ResearchGate
www.researchgate.net
Ulrich RIEDER, Head of Department | Cited by | of Ulm University, Ulm (UULM) | Read 108 publications | Contact Ulrich RIEDER.
Ulrich RIEDER | Head of Department | Prof. Dr. | Ulm University,...
www.researchgate.net
Ulrich Rieder We consider a financial market with one bond and one stock. The dynamics of the stock price process allow jumps which occur according to a Markov-modulated Poisson process.
Simzentrum: Advisors
www.simzentrum.com
Prof. Dr. Ulrich Rieder. Institute of Optimization and Operations Research Ulm University Room 1.09Ulm E-Mail: ulrich.rieder @ uni-ulm.de Phone: + Fax: + Prof. Dr. Siegfried Schmauder.
Advisors - Simzentrum
www.simzentrum.de
Dr. Ulrich Rieder. Prof. Dr. Ulrich Rieder. Institute of Optimization and Operations Research Ulm University. Room 1.09Ulm › staff › advisors
Ulrich Rieder | University of Ulm | 76 PublicationsAI Chat for scientific PDFs
typeset.io
Ulrich Rieder is an academic researcher from University of Ulm. The author has contributed to research in topics: Markov decision process & Markov process.
OPTIMIZATION AND OPERATIONS RESEARCH – Volume IVgoogle.nl
books.google.nl
... Ulrich Rieder, born in 1945, received the Ph.D. degree in mathematics in (University of Hamburg) and the Habilitation in (University of Karlsruhe) ...
Dynamic Optimization: Deterministic and Stochastic Models
bookshop.org
Ulrich Rieder is Professor emeritus at the University of Ulm. From to 2008, he was Editor-in-Chief of Mathematical Methods of Operations Research. › books › dy...
OPTIMIZATION AND OPERATIONS RESEARCH – Volume I - Google Books
books.google.de
Stochastic Operations Research 1 Ulrich Rieder, University of Ulm, Germany 1. Introduction 2. Markov Models 3. Markov Decision Processes 4. Stochastic ...
Stochastic GamesENCYCLOPEDIA OF LIFE SUPPORT SYSTEMS
www.eolss.net
IV - Stochastic Games - Ulrich Rieder. ©Encyclopedia of Life Support Systems (EOLSS). STOCHASTIC GAMES. Ulrich Rieder. University of Ulm, Germany. Keywords ...
PORTFOLIO OPTIMIZATION WITH JUMPS AND ...
onlinelibrary.wiley.com
von N Bäuerle · · Zitiert von: 82 — Ulrich Rieder,. Ulrich Rieder. Department of Optimization and Operations Research, University of Ulm. Search for more papers by this author. › abs
Investment Models - Encyclopedia of Life Support Systems
www.eolss.net
Ulrich Rieder. University of Ulm, Germany. Keywords: mean-variance portfolio selection, Markowitz model, minimum variance portfolio, two-fund separation, ... Ulrich Rieder. University of Ulm, Germany. Keywords: minimax theorem, optimal strategies, Nash-equilibria, zero-sum games, general-sum games, discounted and ... › sample-chapters
More Risk-Sensitive Markov Decision Processes - JSTOR
www.jstor.org
von N Bäuerle · · Zitiert von: 152 — Ulrich Rieder university oi uim, L/-цyuoy uim, uermany, uincn.neuervь'um-uini.ue. We investigate the problem of minimizing a certainty equivalent of the ... › stable
EURO Working Group on Stochastic Modelling Ulrich Rieder
www-1v96.rz.uni-mannheim.de
Ulrich Rieder: Institute (affiliation): Department of Optimization and Operations Research: Address: University of Ulm Ulm: Country: Germany: : Fax: + : Email address: Homepage: link: Areas of interest: Optimization of stochastic systems, Applications in Finance, Insurance and Queueing
Stochastic Finance Universität Ulm
www.uni-ulm.de
September , 2010, Ulm University Ulrich Rieder (Ulm University, Germany) Albert Shiryaev (Steklov Mathematical Institute, and Moscow State University, Russia)
Ulrich RiederUni Mannheim
www-1v96.rz.uni-mannheim.de
Name, Ulrich Rieder. Institute (affiliation):, Department of Optimization and Operations Research. Address: University of Ulm Ulm.
Optimal greedy policies for stochastic control models | SpringerLinklink.springer.com › article
link.springer.com
Thilo Liebig; Ulrich Rieder. Thilo Liebig. 1. Ulrich Rieder Department of Mathematics VIIUniversity of UlmUlmGermany. Article. 82 Downloads; 1 Citations ...
8th Vienna Workshop on Optimal Control Ventana software support...
www.ventanasystems.co.uk
... University of Southern California, USA - Recursive Programs and Games -> Ulrich Rieder, Ulm, Germany - Stochastic Control -> Evgenii Mishchenko, Steklov ...
Ulrich Rieder - Info zur Person mit Bilder, News & Links Yasni
www.bing.com
Nettet266 Ergebnisse zu Ulrich Rieder: Landau, University, Nicole Bäuerle, Rechtsanwalt, Finanzmathematik, Dynamic Optimization
Rieder UlrichBookpath
bookpath.gr
Ulrich Rieder is Professor emeritus at the University of Ulm. From to 2008, he was Editor-in-Chief of Mathematical Methods of Operations Research. His ...
Dynamic Optimization [electronic resource] Deterministic and ...Michigan State University
catalog.lib.msu.edu
Dynamic Optimization [electronic resource] Deterministic and Stochastic Models / by Karl Hinderer, Ulrich Rieder, Michael Stieglitz. This book explores ...
Markov Decision Processes with Applications to FinanceMorawa
www.morawa.at
Ulrich Rieder is full professor for Optimization and Operations Research at the University of Ulm since He helped to establish a new program in ...
Ulrich Rieder - Google Scholar
scholar.google.de
Professor of Mathematics, Ulm University - mal zitiert - Markov Decision Processes - Control of Stochastic Processes - Financial Optimization...
Ulrich Rieder - Info zur Person mit Bilder, News & Links
www.bing.com
Web236 Ergebnisse zu Ulrich Rieder: Landau, Nicole Bäuerle, University, Finanzmathematik, Rechtsanwalt, Dynamic Optimization
Ulrich Rieder - AD Scientific Index 2023World Scientist and University Rankings 2023
www.adscientificindex.com
Ulrich Rieder AD Scientific Index * Aug 10, According to Total H. BETA VERSION. Subject field ranking in world, region, country and university is ...
Bayesian dynamic programming | Advances in Applied ...
www.cambridge.org
von U Rieder · · Zitiert von: 129 — Bayesian dynamic programming. Published online by Cambridge University Press: 01 July Ulrich Rieder. Show author details ... › article
portfolio optimization with jumps and unobservable intensity ...
www.academia.edu
... University of Karlsruhe ULRICH RIEDER Department of Optimization and Operations Research, University of Ulm We consider a financial market with one bond ... › PORT...
Alle Infos zum Namen "Ulrich Rieder"
Verwandte Suchanfragen zu Ulrich Rieder
Volker Schmidt Nicole Bäuerle Hans Ulrich | Marc Felber Anja Houdek Bernd Jilka | Anja Karolewiez Claudia Röscheisen |
Person "Rieder" (10) Vorname "Ulrich" (33433) Name "Rieder" (1099) |
sortiert nach Relevanz / Datum