All Stories

  1. Partially Observable Risk-Sensitive Markov Decision Processes

    Article • Mathematics of Operations Research, November 2017, INFORMS

    Nicole Baeuerle, Ulrich Rieder

  2. On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints

    Article • Advances in Applied Probability, March 2014, Cambridge University Press

    Ulrich Rieder

  3. More Risk-Sensitive Markov Decision Processes

    Article • Mathematics of Operations Research, February 2014, INFORMS

    Nicole Baeuerle, Ulrich Rieder