Michael Kohlmann

According to our database, Michael Kohlmann authored at least 3 papers between 2000 and 2003.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2003

Multidimensional Backward Stochastic Riccati Equations and Applications.

Michael Kohlmann, Shanjian Tang

SIAM J. Control. Optim., 2003

Minimization of Risk and Linear Quadratic Optimal Control Theory.

Michael Kohlmann, Shanjian Tang

SIAM J. Control. Optim., 2003

2000

Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach.

Michael Kohlmann, Xun Yu Zhou

SIAM J. Control. Optim., 2000