An Approach to Identification and Optimization in Quality Control. - Wolfgang J. Runggaldier; Giorgio Romanin-Jacur (Optimization Techniques, 1973)

A generalized certainty-equivalence result in stochastic control. - Wolfgang J. Runggaldier (Autom., 1981)

Approximations and bounds for a generalized optimal stopping problem. - Wolfgang J. Runggaldier; Fabio Spizzichino (Z. Oper. Research, 1982)

Combined filtering and parameter estimation: Approximations and robustness. - Wolfgang J. Runggaldier; C. Visentin (Autom., 1990)

Approximations for discrete-time adaptive control: Construction of ε-optimal controls. - Wolfgang J. Runggaldier; Omar Zane (Math. Control. Signals Syst., 1991)

Numerical aspects of monotone approximations in convex stochastic control problems. - Onésimo Hernández-Lerma; C. Piovesan; Wolfgang J. Runggaldier (Ann. Oper. Res., 1995)

Nonlinear filters for linear models (a robust approach). - Robert Sh. Liptser; Wolfgang J. Runggaldier (IEEE Trans. Inf. Theory, 1995)

On control of two-scale stochastic systems with linear dynamics in the fast variables. - Yuri M. Kabanov; Wolfgang J. Runggaldier (Math. Control. Signals Syst., 1996)

Connections between stochastic control and dynamic games. - Paolo Dai Pra; Lorenzo Meneghini; Wolfgang J. Runggaldier (Math. Control. Signals Syst., 1996)

Towards a general theory of bond markets. - Tomas Björk; Giovanni B. Di Masi; Yuri Kabanov; Wolfgang J. Runggaldier (Finance Stochastics, 1997)

On dynamic programming for sequential decision problems under a general form of uncertainty. - Paolo Dai Pra; Wolfgang J. Runggaldier; Cristina Rudari (Math. Methods Oper. Res., 1997)

A Bayesian Dynamic Programming approach tooptimal maintenance combined with burn-in. - Elisa Nicolato; Wolfgang J. Runggaldier (Ann. Oper. Res., 1999)

Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times. - Rüdiger Frey; Wolfgang J. Runggaldier (Math. Methods Oper. Res., 1999)

A robustness result for stochastic control. - Gino Favero; Wolfgang J. Runggaldier (CDC, 2000)

On Stochastic Control in Finance. - Wolfgang J. Runggaldier (Mathematical Systems Theory in Biology, Communications, Computation, and Finance, 2003)

Efficient Hedging When Asset Prices Follow A Geometric Poisson Process With Unknown Intensities. - Michael Kirch; Wolfgang J. Runggaldier (SIAM J. Control. Optim., 2004)

Pathwise optimality for benchmark tracking. - Paolo Dai Pra; Wolfgang J. Runggaldier; Marco Tolotti (IEEE Trans. Autom. Control., 2004)

Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation. - Huyên Pham; Wolfgang J. Runggaldier; Afef Sellami (Monte Carlo Methods Appl., 2005)

The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach. - Ramaprasad Bhar; Carl Chiarella; Hing Hung; Wolfgang J. Runggaldier (Autom., 2006)

Pricing credit derivatives under incomplete information: a nonlinear-filtering approach. - Rüdiger Frey; Wolfgang J. Runggaldier (Finance Stochastics, 2010)

Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance. - Rosario Romera; Wolfgang J. Runggaldier (J. Appl. Probab., 2012)

Monte Carlo Variance Reduction by Conditioning for Pricing with Underlying a Continuous-Time Finite State Markov Process. - Juan Miguel Montes; Valentina Prezioso; Wolfgang J. Runggaldier (SIAM J. Financial Math., 2014)

On the separation of estimation and control in risk-sensitive investment problems under incomplete observation. - Sébastien Lleo; Wolfgang J. Runggaldier (Eur. J. Oper. Res., 2024)

Recent advances in mathematical methods for finance. - Giorgia Callegaro; Claudio Fontana; Martino Grasselli; Wolfgang J. Runggaldier; Tiziano Vargiolu (Ann. Oper. Res., 2024)