Authors: Rieder, Ulrich Wittlinger, Marc

Citation: Rieder, Ulrich et Wittlinger, Marc, On optimal terminal wealth problems with random trading times and drawdown constraints, Advances in applied probability , 46(1), 2014, pp. 121-138

Authors: Guo, Xianping Rieder, Ulrich

Citation: Guo, Xianping et Rieder, Ulrich, Average optimality for continuous-time Markov decision processes in Polish spaces, Annals of applied probability , 16(2), 2006, pp. 730-756