Ulrich G. Haussmann

Publication Activity (10 Years)

Years Active: 1989-2009
Publications (10 Years): 0

Publications

Maria B. Chiarolla, Ulrich G. Haussmann
On a Stochastic, Irreversible Investment Problem. SIAM J. Control. Optim. 48 (2) (2009)
Maria B. Chiarolla, Ulrich G. Haussmann
Multivariable Utility Functions. SIAM J. Optim. 19 (4) (2008)
Maria B. Chiarolla, Ulrich G. Haussmann
Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold. Math. Oper. Res. 30 (1) (2005)
Jörn Sass, Ulrich G. Haussmann
Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain. Finance Stochastics 8 (4) (2004)
P. Collings, Ulrich G. Haussmann
Optimal Portfolio Selection with Transaction Costs. Control of Distributed Parameter and Stochastic Systems (1998)
Ulrich G. Haussmann
A Probabilistic Approach to the Generalized Hessian. Math. Oper. Res. 17 (2) (1992)
Ulrich G. Haussmann
Linear Systems and Optimal Control (C. K. Chui and G. Chen). SIAM Rev. 31 (4) (1989)