Publikationen für einzelne Jahre
2017
Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds and Financial Stability
2017
http://2017.mbf-rome.it/xxvi/papers/33/
International Rome Conference on Money, Banking and Finance (MBF), LUMSA University Palermo, Italy
Grüne, Lars; Stieler, Marleen
Performance Guarantees for Multiobjective Model Predictive Control
Proceedings of the 2017 IEEE 56th Annual Conference on Decision and Control (CDC)
Melbourne, Australia , 2017. - S. 5545-5550
doi:10.1109/CDC.2017.8264482 ...
Institution:
Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds and Financial Stability
2017
German Network for New Economic Dynamics (GENED), KIT, Karlsruhe
Baumann, Michael Heinrich; Baumann, Michaela; Erler, Alexander
Limitations of stabilizing effects of fundamentalists facing positive feedback traders
Bayreuth , 2017
The 49th Money, Macro and Finance Research Group Annual Conference, King's College, Strand, London, UK
Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds and Financial Stability
2017
Summer School in Economics and Finance SSEF Canazei 2017, Alba di Canazei, Trento, Italy
Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds and Financial Stability
2017
Graduiertenseminar der VWL-Lehrstühle der Universität Bayreuth, Bayreuth
Baumann, Michael Heinrich; Grüne, Lars; Herz, Bernhard
Effects of Control-based Trading : Between the Poles of Economics&Finance and Mathematics&Engin ...
2017
Interdisciplinary Symposium - Track "interdisciplinarity in economics", Corté, Università di Corsica, France
Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds and Financial Stability
Bayreuth , 2017
The Sixteenth Annual European Economics and Finance Society Conference 2017, University of Ljubljana, Ljubljana, Slovenia
Baumann, Michael Heinrich; Baumann, Michaela; Erler, Alexander
Limitations of Stabilizing Effects of Fundamentalists Facing Positive Feedback Traders
Bayreuth , 2017
The Sixteenth Annual European Economics and Finance Society Conference 2017, University of Ljubljana, Ljubljana, Slovenia
Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds and Financial Stability
Bayreuth , 2017
http://nbn-resolving.org/urn:nbn:de:bvb:703-epub-3 ...
21st Annual International Conference on Macroeconomic Analysis and International Finance (ICMAIF) 2017, Rethymno, Crete, Greece
Riedl, Wolfgang; Baier, Robert; Gerdts, Matthias
Analytical and numerical estimates of reachable sets in a subdivision scheme
Bayreuth ; Neubiberg/München, 2017. - 15 S.
doi:10.15495/EPub_UBT_00005055 ...
Baumann, Michael Heinrich; Grüne, Lars
Simultaneously long short trading in discrete and continuous time - AudioSlides
: Elsevier AudioSlides,
2017
http://www.sciencedirect.com/science/article/pii/S ...
Baumann, Michael Heinrich; Baumann, Michaela; Erler, Alexander
Limitations of stabilizing effects of fundamentalists facing positive feedback traders
Bayreuth , 2017
XVIII Workshop on Quantitative Finance, Mailand, Italien
Christof, Constantin; Müller, Georg
A Note on the Equivalence and the Boundary Behavior of a Class of Sobolev Capacities
Bayreuth, 2017. - 27 S.
http://nbn-resolving.org/urn:nbn:de:bvb:703-epub-3 ...
Grüne, Lars; Pirkelmann, Simon
Closed-loop performance analysis for economic model predictive control of time-varying systems
Proceedings of the 56th IEEE Annual Conference on Decision and Control (CDC 2017), Melbourne, Australia
Melbourne , 2017. - S. 5563-5569
doi:10.1109/CDC.2017.8264485 ...
Zanon, Mario; Boccia, Andrea; Palma, Vryan Gil; Parenti, Sonja; Xausa, Ilaria
Direct Optimal Control and Model Predictive Control
Optimal Control : Novel Directions and Applications
Cham : Springer, 2017. - S. 263-382 . - (Lecture Notes in Mathematics; 2180)
doi:10.1007/978-3-319-60771-9_3 ...
Rez.: Zentralblatt Mathematik
Grüne, Lars; Le, Thuy Thi Thien
A double-sided Dynamic Programming approach to the minimum time problem and its numerical appro ...
In: Applied Numerical Mathematics Bd. 121 (2017) . - S. 68-81
doi:10.1016/j.apnum.2017.06.008 ...
Achtziger, Wolfgang; Baier, Robert; Farkhi, Elza; Roshchina, Vera
Exact Penalty and Lagrange Duality via the Directed Subdifferential
In: Pure and Applied Functional Analysis Bd. 2 (2017) Heft 2. - S. 183-220
http://www.ybook.co.jp/online2/oppafa/vol2/p183.ht ...
Rez.: AMS MathSciNet
RezZentralblatt
Braun, Philipp; Grüne, Lars; Kellett, Christopher M.
Feedback Design Using Nonsmooth Control Lyapunov Functions: A Numerical Case Study for the Nonh ...
Proceedings of the 56th IEEE Annual Conference on Decision and Control (CDC 2017), Melbourne, Australia
Melbourne , 2017. - S. 4890-4895
doi:10.1109/CDC.2017.8264382 ...
Grüne, Lars; Pannek, Jürgen
Nonlinear Model Predictive Control : Theory and Algorithms. 2nd Edition
Cham : Springer, 2017. - 456 S. . - (Communications and Control Engineering)
doi:10.1007/978-3-319-46024-6 ...
Rez.: Zentralblatt Mathematik
Rez.: Mathematical Reviews
Braun, Philipp; Kellett, Christopher M.
On (the existence of) Control Lyapunov Barrier Functions
Newcastle, Australia, 2017. - 19 S.
http://nbn-resolving.org/urn:nbn:de:bvb:703-epub-3 ...
Botner, Meir; Zarai, Yoram; Margaliot, Michael; Grüne, Lars
On approximating contractive systems
In: IEEE Transactions on Automatic Control Bd. 62 (2017) Heft 12. - S. 6451-6457
doi:10.1109/TAC.2017.2651649 ...
Baumann, Michael Heinrich
On Stock Trading Via Feedback Control When Underlying Stock Returns Are Discontinuous
In: IEEE Transactions on Automatic Control Bd. 62 (2017) Heft 6. - S. 2987-2992
doi:10.1109/TAC.2016.2605743 ...
Müller, Matthias A.; Grüne, Lars
On the relation between dissipativity and discounted dissipativity
Proceedings of the 56th IEEE Annual Conference on Decision and Control (CDC 2017), Melbourne, Australia
Melbourne , 2017. - S. 5570-5575
doi:10.1109/CDC.2017.8264486 ...
Grüne, Lars; Kellett, Christopher M.; Weller, Steven R.
On the relation between turnpike properties for finite and infinite horizon optimal control pro ...
In: Journal of Optimization Theory and Applications Bd. 173 (2017) Heft 3. - S. 727-745
doi:10.1007/s10957-017-1103-6 ...
Clason, Christian; Schiela, Anton
Optimal control of elliptic equations with positive measures
In: ESAIM : Control, Optimisation and Calculus of Variations Bd. 23 (2017) Heft 1. - S. 217-240
doi:10.1051/cocv/2015046 ...
Fleig, Arthur; Guglielmi, Roberto
Optimal Control of the Fokker-Planck Equation with Space-Dependent Controls
In: Journal of Optimization Theory and Applications Bd. 174 (2017) Heft 2. - S. 408-427
doi:10.1007/s10957-017-1120-5 ...
Zanon, Mario; Grüne, Lars; Diehl, Moritz
Periodic optimal control, dissipativity and MPC
In: IEEE Transactions on Automatic Control Bd. 62 (2017) Heft 6. - S. 2943-2949
doi:10.1109/TAC.2016.2601881 ...
Baumann, Michaela; Baumann, Michael Heinrich; Schönig, Stefan; Jablonski, Stefan
The Process Checklist : Paper-based Enactment of Human-driven Processes
In: Enterprise Modelling and Information Systems Architectures Bd. 12 (2017) Heft 1. - S. 1-42
doi:10.18417/emisa.12.1 ...
Bankau, Marcel; Baumann, Michaela; Baumann, Michael Heinrich; Schönig, Stefan; Jablonski, Stefan
The Process Checklist Generator : Establishing Paper-based Process Support
Proceedings of the BPM Demo Track and BPM Dissertation Award co-located with 15th International Conference on Business Process Modeling (BPM 2017)
Barcelona , 2017 (CEUR Workshop Proceedings; 1920)
http://ceur-ws.org/Vol-1920/BPM_2017_paper_156.pdf
Baumann, Michael Heinrich; Grüne, Lars
Simultaneously long short trading in discrete and continuous time
In: Systems & Control Letters Bd. 99 (2017) . - S. 85-89
doi:10.1016/j.sysconle.2016.11.011 ...