Ulrich G. Haussmann - Concepedia

Author

Ulrich G. Haussmann

University of British Columbia

Also Known As

Haussmann, Ulrich, Haussmann, Ulrich G, Haussmann, Ulrich G., ULRICH HAUSSMANN, Ulrich G. Haussmann, Ulrich Haussmann

Publications

496

Citations

H-Index

Concepts

All Affiliations

University of British Columbia

About

Ulrich G. Haussmann is an author at University of British Columbia specializing in engineering, business, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	4	4	115
2	Engineering	4	4	307
3	Economics	4	4	115
4	Finance	4	4	115
5	Management	1	1	10

Ulrich G. Haussmann

Publications

437

Citations

H-Index

Page 1

	Year	Citations
Singular Optimal Stochastic Controls I: Existence Ulrich G. Haussmann, Wulin Suo SIAM Journal on Control and Optimization Optimal ControlEngineeringStochastic SystemMathematical Control TheoryStochastic Dynamical System	1995	97
The stochastic maximum principle for a singular control problem Abel Cadenillas, Ulrich G. Haussmann Stochastics and stochastics reports Mathematical ProgrammingEngineeringStochastic SystemMathematical Control TheoryStochastic Calculus	1994	94
Singular Optimal Stochastic Controls II: Dynamic programming Ulrich G. Haussmann, Wulin Suo SIAM Journal on Control and Optimization Mathematical ProgrammingLipschitz ContinuityEngineeringUnique Viscosity SolutionDynamic Programming Principle	1995	78
Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold Maria B. Chiarolla, Ulrich G. Haussmann Mathematics of Operations Research Mathematical ProgrammingEngineeringExplicit SolutionOptimal Investment PolicyAsset Pricing	2005	38
On a Stochastic, Irreversible Investment Problem Maria B. Chiarolla, Ulrich G. Haussmann SIAM Journal on Control and Optimization Productive SectorEconomicsAsset PricingReal InvestmentIrreversible Investment Problem	2009	35
Optimal Control of Inflation: A Central Bank Problem Maria B. Chiarolla, Ulrich G. Haussmann SIAM Journal on Control and Optimization Monetary PolicyEconomicsOptimal ControlCentral BankStochastic Differential Game	1998	32
The Free Boundary of the Monotone Follower Maria B. Chiarolla, Ulrich G. Haussmann SIAM Journal on Control and Optimization Monotone FollowerCheap Control ProblemFree Boundary ProblemExtremal Set TheorySet-theoretic Topology	1994	17
The optimal control of the cheap monotone follower Maria B. Chiarolla, Ulrich G. Haussmann Stochastics and stochastics reports Unique Optimal ControlMathematical Control TheoryCheap Monotone FollowerLipschitz ConditionsStochastic Control	1994	14
Generalized Solutions of the Hamilton–Jacobi Equation of Stochastic Control Ulrich G. Haussmann SIAM Journal on Control and Optimization	1994	12
Existence of singular optimal control laws for stochastic differential equations Ulrich G. Haussmann, Wulin Suo Stochastics and stochastics reports	1994	10

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