Ulrich G. Haussmann

According to our database, Ulrich G. Haussmann authored at least 7 papers between 1989 and 2009.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2009

On a Stochastic, Irreversible Investment Problem.

Maria B. Chiarolla, Ulrich G. Haussmann

SIAM J. Control. Optim., 2009

2008

Multivariable Utility Functions.

Maria B. Chiarolla, Ulrich G. Haussmann

SIAM J. Optim., 2008

2005

Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold.

Maria B. Chiarolla, Ulrich G. Haussmann

Math. Oper. Res., 2005

2004

Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain.

Jörn Sass, Ulrich G. Haussmann

Finance Stochastics, 2004

1998

Optimal Portfolio Selection with Transaction Costs.

P. Collings, Ulrich G. Haussmann

Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998

1992

A Probabilistic Approach to the Generalized Hessian.

Ulrich G. Haussmann

Math. Oper. Res., 1992

1989

Linear Systems and Optimal Control (C. K. Chui and G. Chen).

Ulrich G. Haussmann

SIAM Rev., 1989