Concepedia
Statistics
Publications
21
Citations
841
H-Index
15
Active since
1980
Affiliations
University of Konstanz(Current)
Shanghai Jiao Tong University
University of Alberta
University of Hull
University of Bonn
Michael Kohlmann is an author at University of Konstanz specializing in stochastic processes, mathematics, and stochastic control.
Publications per year
1980–2009
Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach
Michael Kohlmann, Xun Yu Zhou · SIAM Journal on Control and Optimization · 2000 · 172 citations
Business, Finance, Mathematics +17
Multidimensional Backward Stochastic Riccati Equations and Applications
Michael Kohlmann, Shanjian Tang · SIAM Journal on Control and Optimization · 2003 · 90 citations · Full text
Engineering, Mathematics, Differential Equations +16
Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean–variance hedging
Michael Kohlmann, Shanjian Tang · Stochastic Processes and their Applications · 2002 · 84 citations
Engineering, Finance, Mathematics +12
Connections between optimal stopping and singular stochastic control
Frederik Boetius, Michael Kohlmann · Stochastic Processes and their Applications · 1998 · 74 citations
Natural Sciences, Mathematics, Markov Decision Processes +13
The Partially Observed Stochastic Minimum Principle
John S. Baras, Robert J. Elliott, Michael Kohlmann · SIAM Journal on Control and Optimization · 1989 · 62 citations · Full text
Natural Sciences, Mathematics, Optimization +16
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