S
Zodix
Study
Academic Library
Search
Dashboard
Shelves
Open access
My library
Inbox
Notes
Write
Learn
Alerts
More
Ask your library
Notifications
Quick cite
Review
Search or jump to…
⌘K
Ulrich Rieder · Study
Home
/
Author
Ulrich Rieder
9 works
· latest 2016
· 1 institutions
cluster: provisional
ORCID 0000-0003-3604-0488
Follow
Suggest an ORCID correction
h-index
9
i10
9
Citations
933
Works here
9
00
01
04
05
07
09
11
16
Most cited in this library
Markov Decision Processes with Applications to Finance
2011 · 398 citations
Portfolio Optimization With Markov-Modulated Stock Prices and Interest Rates
2004 · 141 citations
Portfolio optimization with unobservable Markov-modulated drift process
2005 · 126 citations
PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS
2007 · 69 citations
Operations Research Proceedings 2000
2001 · 58 citations
Works
9 shown
Zero-sum risk-sensitive stochastic games
Stochastic Processes and their Applications
·
2016
·
2 authors
·
Open access
47
citations
Markov Decision Processes with Applications to Finance
Universitext
·
2011
·
2 authors
·
book
398
citations
MDP algorithms for portfolio optimization problems in pure jump markets
Finance and Stochastics
·
2009
·
2 authors
·
Open access
37
citations
PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS
Mathematical Finance
·
2007
·
2 authors
·
Open access
69
citations
Stochastic control problems with delay
Mathematical Methods of Operations Research
·
2005
·
1 author
31
citations
Portfolio optimization with unobservable Markov-modulated drift process
Journal of Applied Probability
·
2005
·
2 authors
·
Open access
126
citations
Portfolio Optimization With Markov-Modulated Stock Prices and Interest Rates
IEEE Transactions on Automatic Control
·
2004
·
2 authors
·
Open access
141
citations
Operations Research Proceedings 2000
Operations research proceedings
·
2001
·
4 authors
·
book
58
citations
Optimal control of single-server fluid networks
Queueing Systems
·
2000
·
2 authors
·
Open access
26
citations