Manfred Schäl

Publication Activity (10 Years)

Years Active: 1983-2005
Publications (10 Years): 0

Publications

Manfred Schäl
Control of ruin probabilities by discrete-time investments. Math. Methods Oper. Res. 62 (1) (2005)
Manfred Schäl
Price systems constructed by optimal dynamic portfolios. Math. Methods Oper. Res. 51 (3) (2000)
Manfred Schäl
Martingale Measures and Hedging for Discrete-Time Financial Markets. Math. Oper. Res. 24 (2) (1999)
Ralf Korn, Manfred Schäl
On value preserving and growth optimal portfolios. Math. Methods Oper. Res. 50 (2) (1999)
Manfred Schäl
On Quadratic Cost Criteria for Option Hedging. Math. Oper. Res. 19 (1) (1994)
Manfred Schäl
Average Optimality in Dynamic Programming with General State Space. Math. Oper. Res. 18 (1) (1993)
Manfred Schäl
On the Second Optimality Equation for Semi-Markov Decision Models. Math. Oper. Res. 17 (2) (1992)
Gerhard Hübner, Manfred Schäl
Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes. ZOR Methods Model. Oper. Res. 35 (6) (1991)
Manfred Schäl
Stationary Policies in Dynamic Programming Models Under Compactness Assumptions. Math. Oper. Res. 8 (3) (1983)