Linear Systems and Optimal Control (C. K. Chui and G. Chen). - Ulrich G. Haussmann (SIAM Rev., 1989)

A Probabilistic Approach to the Generalized Hessian. - Ulrich G. Haussmann (Math. Oper. Res., 1992)

Optimal Portfolio Selection with Transaction Costs. - P. Collings; Ulrich G. Haussmann (Control of Distributed Parameter and Stochastic Systems, 1998)

Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain. - Jörn Sass; Ulrich G. Haussmann (Finance Stochastics, 2004)

Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold. - Maria B. Chiarolla; Ulrich G. Haussmann (Math. Oper. Res., 2005)

Multivariable Utility Functions. - Maria B. Chiarolla; Ulrich G. Haussmann (SIAM J. Optim., 2008)

On a Stochastic, Irreversible Investment Problem. - Maria B. Chiarolla; Ulrich G. Haussmann (SIAM J. Control. Optim., 2009)