default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDNicole Bäuerle
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
[j29]Nicole Bäuerle
, Antje Mahayni:
Optimal investment in ambiguous financial markets with learning. Eur. J. Oper. Res. 315(1): 393-410 (2024)- [j28]Nicole Bäuerle, Anna Jaskiewicz:
Markov decision processes with risk-sensitive criteria: an overview. Math. Methods Oper. Res. 99(1): 141-178 (2024) - 2023
- [j27]Nicole Bäuerle, Tamara Göll:
Nash equilibria for relative investors via no-arbitrage arguments. Math. Methods Oper. Res. 97(1): 1-23 (2023) - 2022
- [j26]Nicole Bäuerle, Alexander Glauner:
Markov decision processes with recursive risk measures. Eur. J. Oper. Res. 296(3): 953-966 (2022) - [j25]Nicole Bäuerle, Alexander Glauner:
Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures. Math. Oper. Res. 47(3): 1757-1780 (2022) - 2021
- [j24]Nicole Bäuerle, Alexander Glauner:
Minimizing spectral risk measures applied to Markov decision processes. Math. Methods Oper. Res. 94(1): 35-69 (2021) - 2020
- [j23]Nicole Bäuerle, Sascha Desmettre:
Portfolio Optimization in Fractional and Rough Heston Models. SIAM J. Financial Math. 11(1): 240-273 (2020)
2010 – 2019
- 2019
- [j22]Nicole Bäuerle, Daniel Schmithals:
Martingale optimal transport in the discrete case via simple linear programming techniques. Math. Methods Oper. Res. 90(3): 453-476 (2019) - 2018
- [j21]Nicole Bäuerle, Anna Jaskiewicz:
Stochastic optimal growth model with risk sensitive preferences. J. Econ. Theory 173: 181-200 (2018) - [j20]Nicole Bäuerle, Dirk Lange:
Optimal Control of Partially Observable Piecewise Deterministic Markov Processes. SIAM J. Control. Optim. 56(2): 1441-1462 (2018) - 2017
- [j19]Nicole Bäuerle, Ulrich Rieder:
Partially Observable Risk-Sensitive Markov Decision Processes. Math. Oper. Res. 42(4): 1180-1196 (2017) - 2015
- [j18]Nicole Bäuerle, Anna Jaskiewicz:
Risk-sensitive dividend problems. Eur. J. Oper. Res. 242(1): 161-171 (2015) - [j17]Nicole Bäuerle, Stefanie Grether:
Complete markets do not allow free cash flow streams. Math. Methods Oper. Res. 81(2): 137-146 (2015) - 2014
- [j16]Nicole Bäuerle, Ulrich Rieder:
More Risk-Sensitive Markov Decision Processes. Math. Oper. Res. 39(1): 105-120 (2014) - [i1]Nicole Bäuerle, Igor Gilitschenski, Uwe D. Hanebeck:
Exact and Approximate Hidden Markov Chain Filters Based on Discrete Observations. CoRR abs/1411.0849 (2014) - 2013
- [j15]Nicole Bäuerle, Zejing Li:
Optimal Portfolios for Financial Markets with Wishart Volatility. J. Appl. Probab. 50(4): 1025-1043 (2013) - 2012
- [j14]Nicole Bäuerle, Sebastian P. Urban, Luitgard A. M. Veraart:
The Relaxed Investor with Partial Information. SIAM J. Financial Math. 3(1): 304-327 (2012) - 2011
- [j13]Nicole Bäuerle, Jonathan Ott:
Markov Decision Processes with Average-Value-at-Risk criteria. Math. Methods Oper. Res. 74(3): 361-379 (2011)
2000 – 2009
- 2009
- [j12]Nicole Bäuerle, Ulrich Rieder:
MDP algorithms for portfolio optimization problems in pure jump markets. Finance Stochastics 13(4): 591-611 (2009) - [j11]Nicole Bäuerle, André Mundt:
Dynamic mean-risk optimization in a binomial model. Math. Methods Oper. Res. 70(2): 219-239 (2009) - 2008
- [j10]Nicole Bäuerle, Anja Blatter, Alfred Müller:
Dependence properties and comparison results for Lévy processes. Math. Methods Oper. Res. 67(1): 161-186 (2008) - 2007
- [j9]Nicole Bäuerle, O. Engelhardt-Funke, Michael Kolonko:
On the waiting time of arriving aircrafts and the capacity of airports with one or two runways. Eur. J. Oper. Res. 177(2): 1180-1196 (2007) - 2006
- [c1]Mirko Kötter, Nicole Bäuerle:
The Markov-Modulated Risk Model with Investment. OR 2006: 575-580 - 2005
- [j8]Nicole Bäuerle:
Benchmark and mean-variance problems for insurers. Math. Methods Oper. Res. 62(1): 159-165 (2005) - 2004
- [j7]Nicole Bäuerle, Ulrich Rieder:
Portfolio optimization with Markov-modulated stock prices and interest rates. IEEE Trans. Autom. Control. 49(3): 442-447 (2004) - 2001
- [j6]Nicole Bäuerle:
Discounted Stochastic Fluid Programs. Math. Oper. Res. 26(2): 401-420 (2001) - [j5]Nicole Bäuerle, Shaler Stidham Jr.:
Conservation Laws for Single-Server Fluid Networks. Queueing Syst. Theory Appl. 38(2): 185-194 (2001) - 2000
- [j4]Nicole Bäuerle, Ulrich Rieder:
Optimal control of single-server fluid networks. Queueing Syst. Theory Appl. 35(1-4): 185-200 (2000)
1990 – 1999
- 1999
- [j3]Nicole Bäuerle:
How to improve the performance of ATM multiplexers. Oper. Res. Lett. 24(1-2): 81-89 (1999) - 1998
- [j2]Nicole Bäuerle:
The advantage of small machines in a stochastic fluid production process. Math. Methods Oper. Res. 47(1): 83-97 (1998) - [j1]Nicole Bäuerle, Gabi Brüstl, Ulrich Rieder:
Optimal scheduling in heterogeneous two-station queueing networks. Math. Methods Oper. Res. 48(3): 337-347 (1998)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-08-05 21:20 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
