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Ulrich G. Haussmann

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2000 – 2009

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2009
[j6]
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Maria B. Chiarolla, Ulrich G. Haussmann:
On a Stochastic, Irreversible Investment Problem. SIAM J. Control. Optim. 48(2): 438-462 (2009)
2008
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Maria B. Chiarolla, Ulrich G. Haussmann:
Multivariable Utility Functions. SIAM J. Optim. 19(4): 1511-1533 (2008)
2005
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Maria B. Chiarolla, Ulrich G. Haussmann:
Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold. Math. Oper. Res. 30(1): 91-108 (2005)
2004
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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): 553-577 (2004)

1990 – 1999

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1998
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P. Collings, Ulrich G. Haussmann:
Optimal Portfolio Selection with Transaction Costs. Control of Distributed Parameter and Stochastic Systems 1998: 189-198
1992
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Ulrich G. Haussmann:
A Probabilistic Approach to the Generalized Hessian. Math. Oper. Res. 17(2): 411-443 (1992)

1980 – 1989

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1989
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Ulrich G. Haussmann:
Linear Systems and Optimal Control (C. K. Chui and G. Chen). SIAM Rev. 31(4): 696-698 (1989)

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