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Bäuerle, Nicole
177  Ergebnisse:
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1

Time-consistency in the mean-variance problem: A new perspe..:

Bäuerle, Nicole ; Jaśkiewicz, Anna
IEEE Transactions on Automatic Control.  , 2024
Link: https://doi.org/10.1109/..
 
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2

Optimal investment in ambiguous financial markets with lear..:

Bäuerle, Nicole ; Mahayni, Antje
European Journal of Operational Research.  315 (2024)  1 - p. 393-410 , 2024
Link: https://doi.org/10.1016/..
 
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3

Continuous-Time Mean Field Markov Decision Models:

Bäuerle, Nicole ; Höfer, Sebastian
Applied Mathematics & Optimization.  90 (2024)  1 - p. , 2024
Link: https://doi.org/10.1007/..
 
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4

To bucket or not to bucket? Analyzing the performanceand in..:

Acuña Espinoza, Eduardo ; Loritz, Ralf ; Álvarez Chaves, Manuel..
Hydrology and Earth System Sciences.  28 (2024)  12 - p. 2705-2719 , 2024
Link: https://doi.org/10.5194/..
 
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5

Markov decision processes with risk-sensitive criteria: an ..:

Bäuerle, Nicole ; Jaśkiewicz, Anna
Mathematical Methods of Operations Research.  99 (2024)  1-2 - p. 141-178 , 2024
Link: https://doi.org/10.1007/..
 
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6

Nash equilibria for relative investors with (non)linear pri..:

Bäuerle, Nicole ; Göll, Tamara
Mathematics and Financial Economics.  18 (2024)  1 - p. 27-48 , 2024
Link: https://doi.org/10.1007/..
 
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7

Mean Field Markov Decision Processes:

Bäuerle, Nicole
Applied Mathematics & Optimization.  88 (2023)  1 - p. , 2023
Link: https://doi.org/10.1007/..
 
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8

Markov decision processes with recursive risk measures:

Bäuerle, Nicole ; Glauner, Alexander
European Journal of Operational Research.  296 (2022)  3 - p. 953-966 , 2022
Link: https://doi.org/10.1016/..
 
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9

Nash equilibria for relative investors via no-arbitrage arg..:

Bäuerle, Nicole ; Göll, Tamara
Mathematical Methods of Operations Research.  97 (2022)  1 - p. 1-23 , 2022
Link: https://doi.org/10.1007/..
 
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10

Bayesian optimal investment and reinsurance with dependent ..:

Bäuerle, Nicole ; Leimcke, Gregor
Statistics & Risk Modeling.  39 (2022)  1-2 - p. 23-47 , 2022
Link: https://doi.org/10.1515/..
 
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11

Minimizing spectral risk measures applied to Markov decisio..:

Bäuerle, Nicole ; Glauner, Alexander
Mathematical Methods of Operations Research.  94 (2021)  1 - p. 35-69 , 2021
Link: https://doi.org/10.1007/..
 
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12

Q-Learning for Distributionally Robust Markov Decision Proc..:

, In: Modern Trends in Controlled Stochastic Processes:; Emergence, Complexity and Computation,
Bäuerle, Nicole ; Glauner, Alexander - p. 108-128 , 2021
Link: https://doi.org/10.1007/..
 
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13

Robust optimal investment and reinsurance problems with lea..:

Bäuerle, Nicole ; Leimcke, Gregor
Scandinavian Actuarial Journal.  2021 (2020)  2 - p. 82-109 , 2020
Link: https://doi.org/10.1080/..
 
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14

Portfolio Optimization in Fractional and Rough Heston Model:

Bäuerle, Nicole ; Desmettre, Sascha
SIAM Journal on Financial Mathematics.  11 (2020)  1 - p. 240-273 , 2020
Link: https://doi.org/10.1137/..
 
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15

Stochastic Dynamic Programming with Non-linear Discounting:

Bäuerle, Nicole ; Jaśkiewicz, Anna ; Nowak, Andrzej S.
Applied Mathematics & Optimization.  84 (2020)  3 - p. 2819-2848 , 2020
Link: https://doi.org/10.1007/..
 
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