The advantage of small machines in a stochastic fluid production process. - Nicole Bäuerle (Math. Methods Oper. Res., 1998)

Optimal scheduling in heterogeneous two-station queueing networks. - Nicole Bäuerle; Gabi Brüstl; Ulrich Rieder (Math. Methods Oper. Res., 1998)

How to improve the performance of ATM multiplexers. - Nicole Bäuerle (Oper. Res. Lett., 1999)

Optimal control of single-server fluid networks. - Nicole Bäuerle; Ulrich Rieder (Queueing Syst. Theory Appl., 2000)

Discounted Stochastic Fluid Programs. - Nicole Bäuerle (Math. Oper. Res., 2001)

Conservation Laws for Single-Server Fluid Networks. - Nicole Bäuerle; Shaler Stidham Jr. (Queueing Syst. Theory Appl., 2001)

Portfolio optimization with Markov-modulated stock prices and interest rates. - Nicole Bäuerle; Ulrich Rieder (IEEE Trans. Autom. Control., 2004)

Benchmark and mean-variance problems for insurers. - Nicole Bäuerle (Math. Methods Oper. Res., 2005)

The Markov-Modulated Risk Model with Investment. - Mirko Kötter; Nicole Bäuerle (OR, 2006)

On the waiting time of arriving aircrafts and the capacity of airports with one or two runways. - Nicole Bäuerle; O. Engelhardt-Funke; Michael Kolonko (Eur. J. Oper. Res., 2007)

Dependence properties and comparison results for Lévy processes. - Nicole Bäuerle; Anja Blatter; Alfred Müller (Math. Methods Oper. Res., 2008)

MDP algorithms for portfolio optimization problems in pure jump markets. - Nicole Bäuerle; Ulrich Rieder (Finance Stochastics, 2009)

Dynamic mean-risk optimization in a binomial model. - Nicole Bäuerle; André Mundt (Math. Methods Oper. Res., 2009)

Markov Decision Processes with Average-Value-at-Risk criteria. - Nicole Bäuerle; Jonathan Ott (Math. Methods Oper. Res., 2011)

The Relaxed Investor with Partial Information. - Nicole Bäuerle; Sebastian P. Urban; Luitgard A. M. Veraart (SIAM J. Financial Math., 2012)

Optimal Portfolios for Financial Markets with Wishart Volatility. - Nicole Bäuerle; Zejing Li (J. Appl. Probab., 2013)

Exact and Approximate Hidden Markov Chain Filters Based on Discrete Observations. - Nicole Bäuerle; Igor Gilitschenski; Uwe D. Hanebeck (CoRR, 2014)

More Risk-Sensitive Markov Decision Processes. - Nicole Bäuerle; Ulrich Rieder (Math. Oper. Res., 2014)

Risk-sensitive dividend problems. - Nicole Bäuerle; Anna Jaskiewicz (Eur. J. Oper. Res., 2015)

Complete markets do not allow free cash flow streams. - Nicole Bäuerle; Stefanie Grether (Math. Methods Oper. Res., 2015)

Partially Observable Risk-Sensitive Markov Decision Processes. - Nicole Bäuerle; Ulrich Rieder (Math. Oper. Res., 2017)

Stochastic optimal growth model with risk sensitive preferences. - Nicole Bäuerle; Anna Jaskiewicz (J. Econ. Theory, 2018)

Optimal Control of Partially Observable Piecewise Deterministic Markov Processes. - Nicole Bäuerle; Dirk Lange (SIAM J. Control. Optim., 2018)

Martingale optimal transport in the discrete case via simple linear programming techniques. - Nicole Bäuerle; Daniel Schmithals (Math. Methods Oper. Res., 2019)

Portfolio Optimization in Fractional and Rough Heston Models. - Nicole Bäuerle; Sascha Desmettre (SIAM J. Financial Math., 2020)

Minimizing spectral risk measures applied to Markov decision processes. - Nicole Bäuerle; Alexander Glauner (Math. Methods Oper. Res., 2021)

Markov decision processes with recursive risk measures. - Nicole Bäuerle; Alexander Glauner (Eur. J. Oper. Res., 2022)

Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures. - Nicole Bäuerle; Alexander Glauner (Math. Oper. Res., 2022)

Nash equilibria for relative investors via no-arbitrage arguments. - Nicole Bäuerle; Tamara Göll (Math. Methods Oper. Res., 2023)

Optimal investment in ambiguous financial markets with learning. - Nicole Bäuerle; Antje Mahayni (Eur. J. Oper. Res., 2024)

Blackwell Optimality and Policy Stability for Long-Run Risk-Sensitive Stochastic Control. - Nicole Bäuerle; Marcin Pitera; Lukasz Stettner (SIAM J. Control. Optim., 2024)

Markov decision processes with risk-sensitive criteria: an overview. - Nicole Bäuerle; Anna Jaskiewicz (Math. Methods Oper. Res., 2024)

Mean-Variance optimization in discrete-time decision processes with general utility function. - Nicole Bäuerle; Anna Jaskiewicz; Andrzej S. Nowak (Autom., 2025)

Time-Consistency in the Mean-Variance Problem: A New Perspective. - Nicole Bäuerle; Anna Jaskiewicz (IEEE Trans. Autom. Control., 2025)