Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain von Sass, J rn, Haussmann, UlrichG

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On the existence of optimal controls von HAUSSMANN, U. G, LEPELTIER, J. P

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Time Reversal of Diffusions von Haussmann, U. G., Pardoux, E.

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A Probabilistic Approach to the Generalized Hessian von Haussmann, U. G

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Stochastic variational inequalities of parabolic type von HAUSSMANN, U. G, PARDOUX, E

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The maximum principle for optimal control of diffusions with partial information von HAUSSMANN, H. G

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Some Examples of Optimal Stochastic Controls Or: The Stochastic Maximum Principle at Work von Haussmann, U. G.

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Discrete-time stochastic adaptive control with small observation noise von HAUSSMANN, U. G, ZHANG, Q

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Optimal control of inflation : A central bank problem von CHIAROLLA, M. B, HAUSSMANN, U. G

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Functionals of Itô Processes as Stochastic Integrals von Haussmann, U. G.

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On the Adjoint Process for Optimal Control of Diffusion Processes von Haussmann, U. G.

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On the approximation of optimal stochastic controls von Haussmann, U. G.

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Equilibrium in a stochastic model with consumption, wages and investment von Chiarolla, Maria B., Haussmann, Ulrich G.

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Controlling Inflation: The Infinite Horizon Case von Chiarolla, M. B., Haussmann, U. G.

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On the Stochastic Maximum Principle von Haussmann, U. G.

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On the principle of competitive exclusion von Haussmann, U.G.

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On the Existence of Optimal Controls for Partially Observed Diffusions von Haussmann, U. G.

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Asymptotic stability of the linear ito equation in infinite dimensions von Haussmann, U.G

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Singular optimal stochastic controls. I: Existence von HAUSSMANN, U. G, SUO, W

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Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold von Chiarolla, Maria B, Haussmann, Ulrich G

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