Michael Kohlmann

2002

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Michael Kohlmann trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Shuping Chen

Papers from Michael Kohlmann's perspective

Ordered by how strongly the researchers Michael Kohlmann trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (SIAM Journal of Control and Optimization)
  2. Stochastic Linear Quadratic Optimal Control Problems
  3. Controlled Markov processes and viscosity solutions
  4. Contributions to the Theory of Optimal Control
  5. Stability of an abstract system of coupled hyperbolic and parabolic equations (Zeitschrift für Angewandte Mathematik und Physik)
  6. Stochastic finance. an introduction in discrete time
  7. Consumption--Savings Decisions with Quasi--Geometric Discounting
  8. Pessimistic Portfolio Allocation and Choquet Expected Utility
  9. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
  10. Prospect Theory and Mean-Variance Analysis

Their papers