Concepedia

Ulrich G. Haussmann

UG

Statistics

Publications

11

Citations

441

H-Index

10

Active since

1994

Affiliations

University of British Columbia(Current)

Ulrich G. Haussmann is an author at University of British Columbia specializing in stochastic control, stochastic processes, and optimal control.

Publications per year

1994–2009

11

Publications

11

Singular Optimal Stochastic Controls I: Existence

Ulrich G. Haussmann, Wulin Suo · SIAM Journal on Control and Optimization · 1995 · 99 citations

, , +16

The stochastic maximum principle for a singular control problem

Abel Cadenillas, Ulrich G. Haussmann · Stochastics and stochastics reports · 1994 · 95 citations

, , +12

Singular Optimal Stochastic Controls II: Dynamic programming

Ulrich G. Haussmann, Wulin Suo · SIAM Journal on Control and Optimization · 1995 · 79 citations

, , +16

Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold

Maria B. Chiarolla, Ulrich G. Haussmann · Mathematics of Operations Research · 2005 · 38 citations

, , +17

On a Stochastic, Irreversible Investment Problem

Maria B. Chiarolla, Ulrich G. Haussmann · SIAM Journal on Control and Optimization · 2009 · 35 citations

, , +17

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