Ulrich Rieder

According to our database1, Ulrich Rieder authored at least 17 papers between 1991 and 2017.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

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PhD thesis 
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Links

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Bibliography

2017
Partially Observable Risk-Sensitive Markov Decision Processes.
Math. Oper. Res., 2017

2014
More Risk-Sensitive Markov Decision Processes.
Math. Oper. Res., 2014

2009
Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model.
Math. Methods Oper. Res., 2009

MDP algorithms for portfolio optimization problems in pure jump markets.
Finance Stochastics, 2009

2005
Stochastic control problems with delay.
Math. Methods Oper. Res., 2005

2004
Portfolio optimization with Markov-modulated stock prices and interest rates.
IEEE Trans. Autom. Control., 2004

2001
Optimal control of arrivals in tandem queues of constant service time.
Math. Methods Oper. Res., 2001

2000
Optimal control of single-server fluid networks.
Queueing Syst. Theory Appl., 2000

1998
Optimal scheduling in heterogeneous two-station queueing networks.
Math. Methods Oper. Res., 1998

1997
Markov games with incomplete information.
Math. Methods Oper. Res., 1997

1996
Optimal greedy policies for stochastic control models.
Math. Methods Oper. Res., 1996

1994
Monotonicity and bounds for convex stochastic control models.
Math. Methods Oper. Res., 1994

1993
Optimal control of single-server queueing networks.
ZOR Methods Model. Oper. Res., 1993

1991
Structural results for partially observed control models.
ZOR Methods Model. Oper. Res., 1991

On Bayesian group sequential sampling procedures.
Ann. Oper. Res., 1991

Structured policies in the sequential design of experiments.
Ann. Oper. Res., 1991

Preface.
Ann. Oper. Res., 1991


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