Kurt Helmes

Proceedings of the 11th International Conference on Control, 2025

2024

On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., February, 2024

2015

A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2015

Oligopoly Pricing and Advertising in Isoelastic Adoption Models.

[BibT_eX]

[DOI]

Rainer Schlosser

Dyn. Games Appl., 2015

2013

Optimal advertising and pricing in a class of general new-product adoption models.

[BibT_eX]

[DOI]

Rainer Schlosser

Martin Weber

Eur. J. Oper. Res., 2013

Impulse Control of Standard Brownian Motion: Discounted Criterion.

[BibT_eX]

[DOI]

Proceedings of the System Modeling and Optimization, 2013

Impulse Control of Standard Brownian Motion: Long-Term Average Criterion.

[BibT_eX]

[DOI]

Proceedings of the System Modeling and Optimization, 2013

2008

A Geometrical Characterization of Multidimensional Hausdorff Polytopes with Applications to Exit Time Problems.

[BibT_eX]

[DOI]

Stefan Röhl

Math. Oper. Res., 2008

2006

A Variational Inequality Sufficient Condition for Optimal Stopping with Application to an Optimal Stock Selling Problem.

[BibT_eX]

[DOI]

Raymond Rishel

SIAM J. Control. Optim., 2006

2001

Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2001

Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming.

[BibT_eX]

[DOI]

Stefan Röhl

Oper. Res., 2001

1995

Pursuing a maneuvering target which uses a random process for its control.

[BibT_eX]

[DOI]

Vaclav E. Benes