Publikationen für einzelne Jahre

2018

Baumann, Michael Heinrich
Die k-dimensionale Champagnerpyramide
In: Mathematische Semesterberichte Bd. Online first (2018) . - S. 1-12
doi:10.1007/s00591-018-00236-x ...

Baumann, Michael Heinrich
Beating the Market? : A Mathematical Puzzle to Market Efficiency
2018
Forschungsseminar am Lehrstuhl für Finanzierung und Banken der Martin-Luther-Universität Halle-Wittenberg, Halle, Deutschland

Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds, Investment Strategies, and Financial Stability
2018
Forschungsseminar am Lehrstuhl Finanzierung und Banken der Martin-Luther-Universität Halle-Wittenberg, Halle, Deutschland

Baumann, Michael Heinrich
Performance and Effects of Linear Feedback Stock Trading Strategies
Bayreuth, 2018. - 160 S.
http://nbn-resolving.org/urn:nbn:de:bvb:703-epub-3 ...
(Dissertation, 2018, )

Schaller, Manuel; Schiela, Anton; Stöcklein, Matthias
A Composite Step Method with Inexact Step Computations for PDE Constrained Optimization
Bayreuth, 2018. - 29 S.
https://spp1962.wias-berlin.de/preprints/098.pdf

Schiela, Anton; Stöcklein, Matthias
Optimal Control of Static Contact in Finite Strain Elasticity
Bayreuth, 2018. - 28 S.
https://spp1962.wias-berlin.de/preprints/097.pdf

Baumann, Michael Heinrich; Stieler, Marleen
Noncooperative Model Predictive Control
2018
International Conference on Optimization and Decision Science ODS 2018 : XLVIII Annual Meeting of AIRO-Italian Operations Research Society, Taormina, Italien

Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds, Investment Strategies, and Financial Stability
2018
The 50th Annual Conference of the Money, Macro & Finance Research Group (MMF), Edinburgh, Scotland, UK

Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds, Investment Strategies, and Financial Stability
2018
Digitale Wirtschaft : Jahrestagung 2018 des Vereins für Socialpolitik, Freiburg im Breisgau

Baumann, Michael Heinrich; Stieler, Marleen
Noncooperative Model Predictive Control
2018
18th International Symposium on Dynamic Games and Applications, Grenoble, France

Baumann, Michael Heinrich
Beating the Market? : A Mathematical Puzzle to Market Efficiency
2018
6th International PhD Meeting in Economics 2018, University of Macedonia, Thessaloniki, Greece

Yegorov, Ivan; Dower, Peter; Grüne, Lars
A characteristics based curse-of-dimensionality-free approach for approximating control Lyapuno ...
Proceedings of the 23rd International Symposium on Mathematical Theory of Networks and Systems
Hong Kong , 2018. - S. 342-349
http://mtns2018.ust.hk/media/files/0137.pdf

Grüne, Lars; Dower, Peter
Hamiltonian based a posteriori error estimation for Hamilton-Jacobi-Bellman equations
Proceedings of the 23rd International Symposium on Mathematical Theory of Networks and Systems
Hong Kong , 2018. - S. 372-374
http://mtns2018.ust.hk/media/files/0061.pdf

Grüne, Lars; Schaller, Manuel; Schiela, Anton
Sensitivity analysis of optimal control motivated by model predictive control
Proceedings of the 23rd International Symposium on Mathematical Theory of Networks and Systems
Hong Kong , 2018. - S. 93-96
http://mtns2018.ust.hk/media/files/0047.pdf

Baumann, Michael Heinrich
Beating the Market? : A Mathematical Puzzle to Market Efficiency
2018
Seventeenth Annual European Economics and Finance Society Conference (EEFS2018), Department of Economics, City, University of London, London, England

Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds, Investment Strategies, and Financial Stability
2018
First Behavioral Macroeconomics Workshop: New Approaches to Macro-Financial Instability and Inequality, Otto-Friedrich-Universität Bamberg, Germany

Kurz, Sascha; Stoll, Michael; Worthmann, Karl
Angewandte Mathematik : ein Lehrbuch für Lehramtsstudierende
Berlin : Springer, 2018. - XVIII + 210 S.
doi:10.1007/978-3-662-56705-0 ...

Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds, Investment Strategies, and Financial Stability
2018
Seventeenth Annual European Economics and Finance Society Conference (EEFS2018), Department of Economics, City, University of London, London, England

Baumann, Michael Heinrich
Beating the Market? : A Mathematical Puzzle to Market Efficiency
2018
22nd Annual International Conference on Macroeconomic Analysis and International Finance, University of Crete, Rethymno, Greece

Baumann, Michael Heinrich
Basics of Modern Stochastic Finance
2018
Seminar bei Dmitry Shevchenko, Südliche Föderale Universität, Rostow am Don, Russische Föderation

Baumann, Michael Heinrich
Beating the Market? : A Mathematical Puzzle to Market Efficiency
2018
Seminar bei Dmitry Shevchenko, Südliche Föderale Universität, Rostow am Don, Russische Föderation

Baumann, Michael Heinrich; Baumann, Michaela; Herz, Bernhard
Exchange-traded Funds, Investment Strategies, and Financial Stability
2018
Seminar bei Dmitry Shevchenko, Südliche Föderale Universität, Rostow am Don, Russische Föderation

Stieler, Marleen; Baumann, Michael Heinrich; Grüne, Lars
Noncooperative Model Predictive Control
2018
89th GAMM Annual Meeting 2018, München

Baumann, Michael Heinrich
Beating the Market? : A Mathematical Puzzle to Market Efficiency
2018
XIX Workshop on Quantitative Finance – QFW2018, University of Roma Tre

Stieler, Marleen; Baumann, Michael Heinrich; Grüne, Lars
Nichtkooperative linear-quadratische Spiele, ihre Beziehung zu Riccati-artigen Gleichungen und ...
2018
Forschungszentrum Modellierung und Simulation (MODUS), Bayreuth

Baumann, Michael Heinrich
Beating the Market? : A Mathematical Puzzle to Market Efficiency
2018
Graduiertenseminar der VWL-Lehrstühle der Universität Bayreuth, Franken-Akademie Schloß Schney, Lichtenfels

Braun, Philipp; Grüne, Lars; Kellett, Christopher M.
Complete Instability of Differential Inclusions using Lyapunov Methods
2018 IEEE Conference on Decision and Control (CDC). Tagungsband
Miami Beach, Florida , 2018. - S. 718-724
doi:10.1109/CDC.2018.8618663 ...

Baier, Robert; Farkhi, Elza
Discrete Filippov-type stability for one-sided Lipschitzian difference inclusions
Control Systems and Mathematical Methods in Economics : Essays in Honor of Vladimir M. Veliov
Cham : Springer, 2018. - S. 27-55 . - (Lecture Notes in Economics and Mathematical Systems; 687)
doi:10.1007/978-3-319-75169-6_3 ...
Rez.: AMS MathSciNet
RezZentralblatt

Braun, Philipp; Sauerteig, Philipp; Worthmann, Karl
Distributed optimization based control on the example of microgrids
Newcastle, Australia ; Ilmenau, Germany, 2018. - 28 S.
http://nbn-resolving.org/urn:nbn:de:bvb:703-epub-3 ...

Grüne, Lars
Dynamic programming, optimal control and model predictive control
Handbook of Model Predictive Control
Basel : Birkhäuser, 2018. - S. 29-52
doi:10.1007/978-3-319-77489-3_2 ...

Faulwasser, Timm; Grüne, Lars; Müller, Matthias A.
Economic Nonlinear Model Predictive Control
In: Foundations and Trends® in Systems and Control Bd. 5 (2018) Heft 1. - S. 1-98
doi:10.1561/2600000014 ...

Margaliot, Michael; Grüne, Lars; Kriecherbauer, Thomas
Entrainment in the Master Equation
In: Royal Society Open Science Bd. 5 (2018) Heft 4
doi:10.1098/rsos.172157 ...

Braun, Philipp; Faulwasser, Timm; Grüne, Lars; Kellett, Christopher M.; Weller, Steven R.; Worthmann, Karl
Hierarchical distributed ADMM for predictive control with applications in power networks
In: IFAC Journal of Systems and Control Bd. 3 (2018) . - S. 10-22
doi:10.1016/j.ifacsc.2018.01.001 ...

Fleig, Arthur; Grüne, Lars
L²-Tracking of Gaussian Distributions via Model Predictive Control for the Fokker-Planck Equati ...
In: Vietnam Journal of Mathematics Bd. 46 (2018) . - S. 915-948
doi:10.1007/s10013-018-0309-8 ...

Deutschen, Thomas; Gasser, Sophie; Schaller, Manuel; Siehr, Jochen
Modeling the self-discharge by voltage decay of a NMC/graphite lithium-ion cell
In: Journal of Energy Storage Bd. 19 (2018) . - S. 113-119
doi:10.1016/j.est.2018.07.003 ...

Noroozi, Navid; Geiselhart, Roman; Grüne, Lars; Rüffer, Björn; Wirth, Fabian
Non-conservative discrete-time ISS small-gain conditions for closed sets
In: IEEE Transactions on Automatic Control Bd. 63 (2018) Heft 5. - S. 1231-1242
doi:10.1109/TAC.2017.2735194 ...

Stieler, Marleen; Baumann, Michael Heinrich; Grüne, Lars
Noncooperative Model Predictive Control for Affine-Quadratic Games
In: Proceedings in Applied Mathematics and Mechanics Bd. 18 (2018) Heft 1
doi:10.1002/pamm.201800036 ...
89th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM), Munich

Baier, Robert; Braun, Philipp; Grüne, Lars; Kellett, Christopher M.
Numerical construction of nonsmooth control Lyapunov functions
Large-Scale and Distributed Optimization
Cham : Springer, 2018. - S. 343-373 . - (Lecture Notes in Mathematics; 2227)
doi:10.1007/978-3-319-97478-1_12 ...
Rez.: AMS MathSciNet
RezZentralblatt

Sproll, Tobias; Schiela, Anton; Lowery, Madeleine
Numerical Identification of Motor Units using an Optimal Control Approach
In: IFAC-PapersOnLine Bd. 51 (2018) Heft 2. - S. 174-179
doi:10.1016/j.ifacol.2018.03.030 ...
9th Vienna International Conference on Mathematical Modelling, TU Wien, Österreich

Numerical Methods for Optimal Control Problems
Hrsg.: Falcone, Maurizio; Ferretti, Roberto; Grüne, Lars; McEneaney, William M.
Cham : Springer, 2018. - X, 268 S. . - (Springer INdAM Series; 29)
doi:10.1007/978-3-030-01959-4 ...

Stieler, Marleen
Performance Estimates for Scalar and Multiobjective Model Predictive Control Schemes
Bayreuth, 2018. - X, 119 S.
http://nbn-resolving.org/urn:nbn:de:bvb:703-epub-3 ...
(Dissertation, 2018, )

Gaitsgory, Vladimir; Grüne, Lars; Höger, Matthias; Kellett, Christopher M.; Weller, Steven R.
Stabilization of strictly dissipative discrete time systems with discounted optimal control
In: Automatica Bd. 93 (2018) . - S. 311-320
doi:10.1016/j.automatica.2018.03.076 ...

Grüne, Lars; Pirkelmann, Simon; Stieler, Marleen
Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control p ...
Control Systems and Mathematical Methods in Economics: Essays in Honor of Vladimir M. Veliov
Cham : Springer, 2018. - S. 195-218 . - (Lecture Notes in Economics and Mathematical Systems; 687)
doi:10.1007/978-3-319-75169-6_10 ...

Grüne, Lars; Guglielmi, Roberto
Turnpike properties and strict dissipativity for discrete time linear quadratic optimal control ...
In: SIAM Journal on Control and Optimization Bd. 56 (2018) Heft 2. - S. 1282-1302
doi:10.1137/17M112350X ...

Braun, Philipp; Kellett, Christopher M.; Zaccarian, Luca
Unsafe Point Avoidance in Linear State Feedback
Newcastle, Australia, 2018. - 8 S.
http://nbn-resolving.org/urn:nbn:de:bvb:703-epub-3 ...

Braun, Philipp; Grüne, Lars
Verteilte Optimierung : Anwendungen in der Modellprädiktiven Regelung
In: Automatisierungstechnik Bd. 66 (2018) Heft 11. - S. 939-949
doi:10.1515/auto-2018-0009 ...