Michael Kohlmann

Publication Activity (10 Years)

Years Active: 2000-2003
Publications (10 Years): 0

Publications

Michael Kohlmann, Shanjian Tang
Minimization of Risk and Linear Quadratic Optimal Control Theory. SIAM J. Control. Optim. 42 (3) (2003)
Michael Kohlmann, Shanjian Tang
Multidimensional Backward Stochastic Riccati Equations and Applications. SIAM J. Control. Optim. 41 (6) (2003)
Michael Kohlmann, Xun Yu Zhou
Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach. SIAM J. Control. Optim. 38 (5) (2000)