Manfred Schäl

According to our database, Manfred Schäl authored at least 9 papers between 1983 and 2005.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2005

Control of ruin probabilities by discrete-time investments.

Manfred Schäl

Math. Methods Oper. Res., 2005

2000

Price systems constructed by optimal dynamic portfolios.

Manfred Schäl

Math. Methods Oper. Res., 2000

1999

Martingale Measures and Hedging for Discrete-Time Financial Markets.

Manfred Schäl

Math. Oper. Res., 1999

On value preserving and growth optimal portfolios.

Ralf Korn, Manfred Schäl

Math. Methods Oper. Res., 1999

1994

On Quadratic Cost Criteria for Option Hedging.

Manfred Schäl

Math. Oper. Res., 1994

1993

Average Optimality in Dynamic Programming with General State Space.

Manfred Schäl

Math. Oper. Res., 1993

1992

On the Second Optimality Equation for Semi-Markov Decision Models.

Manfred Schäl

Math. Oper. Res., 1992

1991

Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes.

Gerhard Hübner, Manfred Schäl

ZOR Methods Model. Oper. Res., 1991

1983

Stationary Policies in Dynamic Programming Models Under Compactness Assumptions.

Manfred Schäl

Math. Oper. Res., 1983