Stationary Policies in Dynamic Programming Models Under Compactness Assumptions. - Manfred Schäl (Math. Oper. Res., 1983)

Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes. - Gerhard Hübner; Manfred Schäl (ZOR Methods Model. Oper. Res., 1991)

On the Second Optimality Equation for Semi-Markov Decision Models. - Manfred Schäl (Math. Oper. Res., 1992)

Average Optimality in Dynamic Programming with General State Space. - Manfred Schäl (Math. Oper. Res., 1993)

On Quadratic Cost Criteria for Option Hedging. - Manfred Schäl (Math. Oper. Res., 1994)

On value preserving and growth optimal portfolios. - Ralf Korn; Manfred Schäl (Math. Methods Oper. Res., 1999)

Martingale Measures and Hedging for Discrete-Time Financial Markets. - Manfred Schäl (Math. Oper. Res., 1999)

Price systems constructed by optimal dynamic portfolios. - Manfred Schäl (Math. Methods Oper. Res., 2000)

Control of ruin probabilities by discrete-time investments. - Manfred Schäl (Math. Methods Oper. Res., 2005)