Ulrich Rieder

Finance · 2005–2011

A researcher in the Science corpus: 4 papers; trusts 4 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Ulrich Rieder trusts overall

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

  1. Huyen Pham
  2. Thaleia Zariphopoulou
  3. Martin L. Puterman
  4. Mu-Fa Chen

Who trusts Ulrich Rieder overall

  1. Rüdiger Frey
  2. Ivo Grondman
  3. Abdelali Gabih
  4. Ralf Wunderlich

Papers from Ulrich Rieder's perspective

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

  1. Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
  2. Controlled Markov processes and viscosity solutions
  3. Dynamic Programming and Markov Processes
  4. Equivalence of exponential ergodicity and L2-exponential convergence for Markov chains
  5. A solution approach to valuation with unhedgeable risks (Finance and Stochastics)
  6. Markov Decision Processes: Discrete Stochastic Dynamic Programming
  7. Mean field games
  8. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
  9. The Master equation in mean field theory
  10. User’s guide to viscosity solutions of second order partial differential equations

Their papers