Concepedia

Ulrich Rieder

UR

26

Publications

1.1K

Citations

17

H-Index

1975

Active since

Affiliations

Universität Ulm(Current)

Karlsruhe Institute of Technology

Universität Hamburg

Helmholtz-Institute Ulm

TU Wien

Ulrich Rieder is an author at Universität Ulm specializing in engineering, probability theory, and business.

Top concepts

EngineeringBusinessProbabilityMathematical ProgrammingFinanceOperations ResearchComputer ScienceSystems EngineeringPortfolio OptimizationManagement

Publications per year

1975–2017

26

Publications

26

More Risk-Sensitive Markov Decision Processes

Nicole Bäuerle, Ulrich Rieder · Mathematics of Operations Research · 2013 · 174 citations · Full text

Engineering, Game Theory, Ordinary Mdp +16

Portfolio Optimization With Markov-Modulated Stock Prices and Interest Rates

Nicole Bäuerle, Ulrich Rieder · IEEE Transactions on Automatic Control · 2004 · 141 citations · Full text

Mathematical Programming, Economics, Portfolio Optimization +14

Portfolio optimization with unobservable Markov-modulated drift process

Ulrich Rieder, Nicole Bäuerle · Journal of Applied Probability · 2005 · 125 citations · Full text

Portfolio Optimization Problems, Portfolio Optimization, Engineering +10

Bayesian dynamic programming

Ulrich Rieder · Advances in Applied Probability · 1975 · 91 citations

Bayesian Statistic, Bayesian Decision Theory, Engineering +18

Measurable selection theorems for optimization problems

Ulrich Rieder · manuscripta mathematica · 1978 · 76 citations

Mathematical Programming, Engineering, Continuous Optimization +5

Rows per page

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