| Markov decision processes with applications to finance N Bäuerle, U Rieder Springer Science & Business Media, 2011 | 619 | 2011 |
| More risk-sensitive Markov decision processes N Bäuerle, U Rieder Mathematics of Operations Research 39 (1), 105-120, 2014 | 242 | 2014 |
| Portfolio optimization with Markov-modulated stock prices and interest rates N Bauerle, U Rieder IEEE Transactions on Automatic Control 49 (3), 442-447, 2004 | 198 | 2004 |
| Portfolio optimization with unobservable Markov-modulated drift process U Rieder, N Bäuerle Journal of Applied Probability 42 (2), 362-378, 2005 | 188 | 2005 |
| Bayesian dynamic programming U Rieder Advances in Applied Probability 7 (2), 330-348, 1975 | 145 | 1975 |
| Measurable selection theorems for optimization problems U Rieder manuscripta mathematica 24 (1), 115-131, 1978 | 100 | 1978 |
| Portfolio optimization with jumps and unobservable intensity process N Bäuerle, U Rieder Mathematical Finance 17 (2), 205-224, 2007 | 95 | 2007 |
| Equilibrium plans for non-zero-sum Markov games U Rieder Game theory and related topics, 91-101, 1979 | 87 | 1979 |
| Structural results for partially observed control models U Rieder Zeitschrift für Operations Research 35 (6), 473-490, 1991 | 61 | 1991 |
| Zero-sum risk-sensitive stochastic games N Bäuerle, U Rieder Stochastic processes and their applications 127 (2), 622-642, 2017 | 55 | 2017 |
| Average optimality for continuous-time Markov decision processes in Polish spaces X Guo, U Rieder | 53 | 2006 |
| MDP algorithms for portfolio optimization problems in pure jump markets N Bäuerle, U Rieder Finance and Stochastics 13 (4), 591-611, 2009 | 51 | 2009 |
| Dynamic Optimization: Deterministic and Stochastic Models K Hinderer, U Rieder, M Stieglitz Springer Verlag, 2017 | 47* | 2017 |
| Optimal control of piecewise deterministic Markov processes with finite time horizon N Bäuerle, U Rieder Modern trends in controlled stochastic processes: theory and applications …, 2010 | 43 | 2010 |
| Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model U Rieder, J Winter Mathematical Methods of Operations Research 70 (3), 567-596, 2009 | 42 | 2009 |
| Stochastic control problems with delay H Bauer, U Rieder Mathematical Methods of Operations Research 62 (3), 411-427, 2005 | 41 | 2005 |
| Optimal control of single-server fluid networks N Bäuerle, U Rieder Queueing Systems 35 (1), 185-200, 2000 | 38 | 2000 |
| Partially observable risk-sensitive Markov decision processes N Bäauerle, U Rieder Mathematics of Operations Research 42 (4), 1180-1196, 2017 | 33 | 2017 |
| Markov games with incomplete information A Krausz, U Rieder Mathematical Methods of Operations Research 46 (2), 263-279, 1997 | 28 | 1997 |
| On optimal policies and martingales in dynamic programming U Rieder Journal of Applied Probability 13 (3), 507-518, 1976 | 26 | 1976 |
Nicole BäuerleProfessor, Karlsruhe Institute of TechnologyVerified email at kit.edu
