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Author ID: bauerle.nicole Recent zbMATH articles by "Bäuerle, Nicole"
Published as: Bäuerle, Nicole; Bäuerle, N.
Homepage: https://www.math.kit.edu/stoch/~baeuerle/
External Links: MGP · ORCID · Wikidata · Google Scholar · Math-Net.Ru · dblp · GND

Publications by Year

Citations contained in zbMATH Open

70 Publications have been cited 1,054 times in 792 Documents Cited by Year
Markov decision processes with applications to finance. Zbl 1236.90004
Bäuerle, Nicole; Rieder, Ulrich
153
2011
Benchmark and mean-variance problems for insurers. Zbl 1101.93081
Bäuerle, Nicole
117
2005
Modelling and comparing dependencies in multivariable risk portfolios. Zbl 1137.91484
Bäuerle, N.; Müller, A.
57
1998
More risk-sensitive Markov decision processes. Zbl 1291.90289
Bäuerle, Nicole; Rieder, Ulrich
57
2014
Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428
Rieder, Ulrich; Bäuerle, Nicole
55
2005
Portfolio optimization with Markov-modulated stock prices and interest rates. Zbl 1366.91135
Bäuerle, Nicole; Rieder, Ulrich
54
2004
Stochastic orders and risk measures: consistency and bounds. Zbl 1105.60017
Bäuerle, Nicole; Müller, Alfred
47
2006
Inequalities for stochastic models via supermodular orderings. Zbl 0871.60015
Bäuerle, Nicole
41
1997
Portfolio optimization with jumps and unobservable intensity process. Zbl 1186.91189
Bäuerle, Nicole; Rieder, Ulrich
37
2007
Optimal dividend-payout in random discrete time. Zbl 1233.91139
Albrecher, Hansjörg; Bäuerle, Nicole; Thonhauser, Stefan
23
2011
Markov decision processes with average-value-at-risk criteria. Zbl 1259.49035
Bäuerle, Nicole; Ott, Jonathan
23
2011
Appoximation of optimal reinsurance and dividend payout policies. Zbl 1097.91052
Bäuerle, Nicole
20
2004
Zero-sum risk-sensitive stochastic games. Zbl 1398.91055
Bäuerle, Nicole; Rieder, Ulrich
20
2017
Some results about the expected ruin time in Markov-modulated risk models. Zbl 0859.60081
Bäuerle, Nicole
19
1996
Optimal portfolios for financial markets with Wishart volatility. Zbl 1283.93306
Bäuerle, Nicole; Li, Zejing
18
2013
Asymptotic optimality of tracking policies in stochastic networks. Zbl 1057.90003
Bäuerle, Nicole
17
2000
MDP algorithms for portfolio optimization problems in pure jump markets. Zbl 1199.91169
Bäuerle, Nicole; Rieder, Ulrich
16
2009
A monotonicity result for the workload in Markov-modulated queues. Zbl 0931.60079
Bäuerle, Nicole; Rolski, Tomasz
16
1998
Multivariate counting processes: copulas and beyond. Zbl 1098.62132
Bäuerle, Nicole; Grübel, Rudolf
15
2005
Stochastic optimal growth model with risk sensitive preferences. Zbl 1400.91321
Bäuerle, Nicole; Jaśkiewicz, Anna
15
2018
Optimal control and dependence modeling of insurance portfolios with Lévy dynamics. Zbl 1218.91068
Bäuerle, Nicole; Blatter, Anja
13
2011
Complete markets do not allow free cash flow streams. Zbl 1318.91079
Bäuerle, Nicole; Grether, Stefanie
12
2015
Dependence properties and comparison results for Lévy processes. Zbl 1141.60023
Bäuerle, Nicole; Blatter, Anja; Müller, Alfred
11
2008
Monotonicity results for \(MR/GI/1\) queues. Zbl 0885.60081
Bäuerle, Nicole
11
1997
A note on applications of stochastic ordering to control problems in insurance and finance. Zbl 1314.60104
Bäuerle, Nicole; Bayraktar, Erhan
11
2014
On the waiting time of arriving aircrafts and the capacity of airports with one or two runways. Zbl 1110.90017
Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M.
10
2007
Robust optimal investment and reinsurance problems with learning. Zbl 1468.91121
Bäuerle, Nicole; Leimcke, Gregor
10
2021
Dividends: from refracting to ratcheting. Zbl 1417.91260
Albrecher, Hansjörg; Bäuerle, Nicole; Bladt, Martin
10
2018
Comparison results for Markov-modulated recursive models. Zbl 1096.60518
Bäuerle, Nicole; Rieder, Ulrich
9
1997
Optimal control of queueing networks: An approach via fluid models. Zbl 1027.90007
Bäuerle, Nicole
9
2002
Portfolio optimization in fractional and rough Heston models. Zbl 1437.91403
Bäuerle, Nicole; Desmettre, Sascha
9
2020
Markov-modulated diffusion risk models. Zbl 1144.91023
Bäuerle, Nicole; Kötter, Mirko
8
2007
Optimal dividend payout model with risk sensitive preferences. Zbl 1422.91327
Bäuerle, Nicole; Jaśkiewicz, Anna
7
2017
Risk-sensitive dividend problems. Zbl 1341.91087
Bäuerle, Nicole; Jaśkiewicz, Anna
7
2015
The relaxed investor with partial information. Zbl 1255.91387
Bäuerle, Nicole; Urban, Sebastian P.; Veraart, Luitgard A. M.
7
2012
Risk management in credit risk portfolios with correlated assets. Zbl 1055.91039
Bäuerle, Nicole
6
2002
Minimizing spectral risk measures applied to Markov decision processes. Zbl 1479.90209
Bäuerle, Nicole; Glauner, Alexander
6
2021
Risk-sensitive stopping problems for continuous-time Markov chains. Zbl 1495.60028
Bäuerle, Nicole; Popp, Anton
6
2018
Optimal risk allocation in reinsurance networks. Zbl 1416.91155
Bäuerle, Nicole; Glauner, Alexander
6
2018
Dynamic mean-risk optimization in a binomial model. Zbl 1176.91143
Bäuerle, Nicole; Mundt, André
5
2009
Discounted stochastic fluid programs. Zbl 1082.93058
Bäuerle, Nicole
5
2001
Multivariate risk processes with interacting intensities. Zbl 1152.60058
Bäuerle, Nicole; Grübel, Rudolf
5
2008
Markov decision processes with recursive risk measures. Zbl 1490.90301
Bäuerle, Nicole; Glauner, Alexander
5
2022
Optimal control of single-server fluid networks. Zbl 0960.90019
Bäuerle, Nicole; Rieder, Ulrich
4
2000
Optimal retirement planning under partial information. Zbl 1437.91385
Bäuerle, Nicole; Chen, An
4
2019
The Markov-modulated risk model with investment. Zbl 1209.91083
Kötter, Mirko; Bäuerle, Nicole
3
2007
Traditional versus nontraditional reinsurance in a dynamic setting. Zbl 1091.62101
Bäuerle, Nicole
3
2004
The periodic risk model with investment. Zbl 1141.91522
Kötter, Mirko; Bäuerle, Nicole
2
2008
Optimal control of partially observable piecewise deterministic Markov processes. Zbl 1390.60275
Bäuerle, Nicole; Lange, Dirk
2
2018
Conservation laws for single-server fluid networks. Zbl 0997.90008
Bäuerle, Nicole; Stidham, Shaler
2
2001
Convex stochastic fluid programs with average cost. Zbl 1057.90005
Bäuerle, Nicole
2
2001
The advantage of small machines in a stochastic fluid production process. Zbl 0941.90025
Bäuerle, Nicole
2
1998
Control improvement for jump-diffusion processes with applications to finance. Zbl 1242.93141
Bäuerle, Nicole; Rieder, Ulrich
2
2012
Financial mathematics in discrete time. (Finanzmathematik in diskreter Zeit.) Zbl 1368.91001
Bäuerle, Nicole; Rieder, Ulrich
2
2017
Distributionally robust Markov decision processes and their connection to risk measures. Zbl 1501.90107
Bäuerle, Nicole; Glauner, Alexander
2
2022
Stochastic dynamic programming with non-linear discounting. Zbl 1478.90139
Bäuerle, Nicole; Jaśkiewicz, Anna; Nowak, Andrzej S.
2
2021
How to improve the performance of ATM multiplexers. Zbl 1057.60503
Bäuerle, Nicole
1
1999
On positive Harris recurrence of stochastic fluid networks. Zbl 1048.90055
Bäuerle, Nicole
1
2001
Routing of airplanes to two runways. Zbl 1063.90036
Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M.
1
2004
Exact and approximate hidden Markov chain filters based on discrete observations. Zbl 1339.60040
Bäuerle, Nicole; Gilitschenski, Igor; Hanebeck, Uwe
1
2015
Mean field Markov decision processes. Zbl 1517.90153
Bäuerle, Nicole
1
2023
Extremal behavior of long-term investors with power utility. Zbl 1396.91674
Bäuerle, Nicole; Grether, Stefanie
1
2017
Martingale optimal transport in the discrete case via simple linear programming techniques. Zbl 1435.49010
Bäuerle, Nicole; Schmithals, Daniel
1
2019
Bayesian optimal investment and reinsurance with dependent financial and insurance risks. Zbl 1496.91076
Bäuerle, Nicole; Leimcke, Gregor
1
2022
A joint stock and bond market based on the hyperbolic Gaussian model. Zbl 1273.91448
Bäuerle, Nicole; Pfeiffer, Robin
1
2013
Markov decision processes. Zbl 1229.90254
Bäuerle, Nicole; Rieder, Ulrich
1
2010
Erratum to: Dependence properties of dynamic credit risk models. Zbl 1253.91185
Bäuerle, Nicole; Schmock, Uwe
1
2012
Markov decision processes under ambiguity. Zbl 1460.90199
Bäuerle, Nicole; Rieder, Ulrich
1
2020
Consistent upper price bounds for exotic options. Zbl 1466.91324
Bäuerle, Nicole; Schmithals, Daniel
1
2021
Q-learning for distributionally robust Markov decision processes. Zbl 1478.90138
Bäuerle, Nicole; Glauner, Alexander
1
2021
Mean field Markov decision processes. Zbl 1517.90153
Bäuerle, Nicole
1
2023
Markov decision processes with recursive risk measures. Zbl 1490.90301
Bäuerle, Nicole; Glauner, Alexander
5
2022
Distributionally robust Markov decision processes and their connection to risk measures. Zbl 1501.90107
Bäuerle, Nicole; Glauner, Alexander
2
2022
Bayesian optimal investment and reinsurance with dependent financial and insurance risks. Zbl 1496.91076
Bäuerle, Nicole; Leimcke, Gregor
1
2022
Robust optimal investment and reinsurance problems with learning. Zbl 1468.91121
Bäuerle, Nicole; Leimcke, Gregor
10
2021
Minimizing spectral risk measures applied to Markov decision processes. Zbl 1479.90209
Bäuerle, Nicole; Glauner, Alexander
6
2021
Stochastic dynamic programming with non-linear discounting. Zbl 1478.90139
Bäuerle, Nicole; Jaśkiewicz, Anna; Nowak, Andrzej S.
2
2021
Consistent upper price bounds for exotic options. Zbl 1466.91324
Bäuerle, Nicole; Schmithals, Daniel
1
2021
Q-learning for distributionally robust Markov decision processes. Zbl 1478.90138
Bäuerle, Nicole; Glauner, Alexander
1
2021
Portfolio optimization in fractional and rough Heston models. Zbl 1437.91403
Bäuerle, Nicole; Desmettre, Sascha
9
2020
Markov decision processes under ambiguity. Zbl 1460.90199
Bäuerle, Nicole; Rieder, Ulrich
1
2020
Optimal retirement planning under partial information. Zbl 1437.91385
Bäuerle, Nicole; Chen, An
4
2019
Martingale optimal transport in the discrete case via simple linear programming techniques. Zbl 1435.49010
Bäuerle, Nicole; Schmithals, Daniel
1
2019
Stochastic optimal growth model with risk sensitive preferences. Zbl 1400.91321
Bäuerle, Nicole; Jaśkiewicz, Anna
15
2018
Dividends: from refracting to ratcheting. Zbl 1417.91260
Albrecher, Hansjörg; Bäuerle, Nicole; Bladt, Martin
10
2018
Risk-sensitive stopping problems for continuous-time Markov chains. Zbl 1495.60028
Bäuerle, Nicole; Popp, Anton
6
2018
Optimal risk allocation in reinsurance networks. Zbl 1416.91155
Bäuerle, Nicole; Glauner, Alexander
6
2018
Optimal control of partially observable piecewise deterministic Markov processes. Zbl 1390.60275
Bäuerle, Nicole; Lange, Dirk
2
2018
Zero-sum risk-sensitive stochastic games. Zbl 1398.91055
Bäuerle, Nicole; Rieder, Ulrich
20
2017
Optimal dividend payout model with risk sensitive preferences. Zbl 1422.91327
Bäuerle, Nicole; Jaśkiewicz, Anna
7
2017
Financial mathematics in discrete time. (Finanzmathematik in diskreter Zeit.) Zbl 1368.91001
Bäuerle, Nicole; Rieder, Ulrich
2
2017
Extremal behavior of long-term investors with power utility. Zbl 1396.91674
Bäuerle, Nicole; Grether, Stefanie
1
2017
Complete markets do not allow free cash flow streams. Zbl 1318.91079
Bäuerle, Nicole; Grether, Stefanie
12
2015
Risk-sensitive dividend problems. Zbl 1341.91087
Bäuerle, Nicole; Jaśkiewicz, Anna
7
2015
Exact and approximate hidden Markov chain filters based on discrete observations. Zbl 1339.60040
Bäuerle, Nicole; Gilitschenski, Igor; Hanebeck, Uwe
1
2015
More risk-sensitive Markov decision processes. Zbl 1291.90289
Bäuerle, Nicole; Rieder, Ulrich
57
2014
A note on applications of stochastic ordering to control problems in insurance and finance. Zbl 1314.60104
Bäuerle, Nicole; Bayraktar, Erhan
11
2014
Optimal portfolios for financial markets with Wishart volatility. Zbl 1283.93306
Bäuerle, Nicole; Li, Zejing
18
2013
A joint stock and bond market based on the hyperbolic Gaussian model. Zbl 1273.91448
Bäuerle, Nicole; Pfeiffer, Robin
1
2013
The relaxed investor with partial information. Zbl 1255.91387
Bäuerle, Nicole; Urban, Sebastian P.; Veraart, Luitgard A. M.
7
2012
Control improvement for jump-diffusion processes with applications to finance. Zbl 1242.93141
Bäuerle, Nicole; Rieder, Ulrich
2
2012
Erratum to: Dependence properties of dynamic credit risk models. Zbl 1253.91185
Bäuerle, Nicole; Schmock, Uwe
1
2012
Markov decision processes with applications to finance. Zbl 1236.90004
Bäuerle, Nicole; Rieder, Ulrich
153
2011
Optimal dividend-payout in random discrete time. Zbl 1233.91139
Albrecher, Hansjörg; Bäuerle, Nicole; Thonhauser, Stefan
23
2011
Markov decision processes with average-value-at-risk criteria. Zbl 1259.49035
Bäuerle, Nicole; Ott, Jonathan
23
2011
Optimal control and dependence modeling of insurance portfolios with Lévy dynamics. Zbl 1218.91068
Bäuerle, Nicole; Blatter, Anja
13
2011
Markov decision processes. Zbl 1229.90254
Bäuerle, Nicole; Rieder, Ulrich
1
2010
MDP algorithms for portfolio optimization problems in pure jump markets. Zbl 1199.91169
Bäuerle, Nicole; Rieder, Ulrich
16
2009
Dynamic mean-risk optimization in a binomial model. Zbl 1176.91143
Bäuerle, Nicole; Mundt, André
5
2009
Dependence properties and comparison results for Lévy processes. Zbl 1141.60023
Bäuerle, Nicole; Blatter, Anja; Müller, Alfred
11
2008
Multivariate risk processes with interacting intensities. Zbl 1152.60058
Bäuerle, Nicole; Grübel, Rudolf
5
2008
The periodic risk model with investment. Zbl 1141.91522
Kötter, Mirko; Bäuerle, Nicole
2
2008
Portfolio optimization with jumps and unobservable intensity process. Zbl 1186.91189
Bäuerle, Nicole; Rieder, Ulrich
37
2007
On the waiting time of arriving aircrafts and the capacity of airports with one or two runways. Zbl 1110.90017
Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M.
10
2007
Markov-modulated diffusion risk models. Zbl 1144.91023
Bäuerle, Nicole; Kötter, Mirko
8
2007
The Markov-modulated risk model with investment. Zbl 1209.91083
Kötter, Mirko; Bäuerle, Nicole
3
2007
Stochastic orders and risk measures: consistency and bounds. Zbl 1105.60017
Bäuerle, Nicole; Müller, Alfred
47
2006
Benchmark and mean-variance problems for insurers. Zbl 1101.93081
Bäuerle, Nicole
117
2005
Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428
Rieder, Ulrich; Bäuerle, Nicole
55
2005
Multivariate counting processes: copulas and beyond. Zbl 1098.62132
Bäuerle, Nicole; Grübel, Rudolf
15
2005
Portfolio optimization with Markov-modulated stock prices and interest rates. Zbl 1366.91135
Bäuerle, Nicole; Rieder, Ulrich
54
2004
Appoximation of optimal reinsurance and dividend payout policies. Zbl 1097.91052
Bäuerle, Nicole
20
2004
Traditional versus nontraditional reinsurance in a dynamic setting. Zbl 1091.62101
Bäuerle, Nicole
3
2004
Routing of airplanes to two runways. Zbl 1063.90036
Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M.
1
2004
Optimal control of queueing networks: An approach via fluid models. Zbl 1027.90007
Bäuerle, Nicole
9
2002
Risk management in credit risk portfolios with correlated assets. Zbl 1055.91039
Bäuerle, Nicole
6
2002
Discounted stochastic fluid programs. Zbl 1082.93058
Bäuerle, Nicole
5
2001
Conservation laws for single-server fluid networks. Zbl 0997.90008
Bäuerle, Nicole; Stidham, Shaler
2
2001
Convex stochastic fluid programs with average cost. Zbl 1057.90005
Bäuerle, Nicole
2
2001
On positive Harris recurrence of stochastic fluid networks. Zbl 1048.90055
Bäuerle, Nicole
1
2001
Asymptotic optimality of tracking policies in stochastic networks. Zbl 1057.90003
Bäuerle, Nicole
17
2000
Optimal control of single-server fluid networks. Zbl 0960.90019
Bäuerle, Nicole; Rieder, Ulrich
4
2000
How to improve the performance of ATM multiplexers. Zbl 1057.60503
Bäuerle, Nicole
1
1999
Modelling and comparing dependencies in multivariable risk portfolios. Zbl 1137.91484
Bäuerle, N.; Müller, A.
57
1998
A monotonicity result for the workload in Markov-modulated queues. Zbl 0931.60079
Bäuerle, Nicole; Rolski, Tomasz
16
1998
The advantage of small machines in a stochastic fluid production process. Zbl 0941.90025
Bäuerle, Nicole
2
1998
Inequalities for stochastic models via supermodular orderings. Zbl 0871.60015
Bäuerle, Nicole
41
1997
Monotonicity results for \(MR/GI/1\) queues. Zbl 0885.60081
Bäuerle, Nicole
11
1997
Comparison results for Markov-modulated recursive models. Zbl 1096.60518
Bäuerle, Nicole; Rieder, Ulrich
9
1997
Some results about the expected ruin time in Markov-modulated risk models. Zbl 0859.60081
Bäuerle, Nicole
19
1996
all top 5

Cited by 1,015 Authors

42 Bäuerle, Nicole
20 Guo, Xianping
16 Cavazos-Cadena, Rolando
15 Young, Virginia R.
15 Zeng, Yan
15 Zhang, Yi
13 Li, Danping
13 Liang, Zhibin
13 Shen, Yang
12 Siu, Tak Kuen
12 Wei, Qingda
11 Zhao, Hui
10 Bi, Junna
10 Huang, Yonghui
9 Cruz Suárez, Hugo Adán
9 Denuit, Michel M.
9 Li, Zhongfei
9 Marceau, Étienne
9 Müller, Alfred
9 Piunovskiĭ, Alekseĭ Borisovich
9 Rong, Ximin
8 Albrecher, Hansjörg
8 Chen, Xian
8 Guo, Xin
8 Sass, Jörn
8 Zhang, Xin
7 Dufour, François
7 Frostig, Esther
7 Gu, Ailing
7 Stettner, Łukasz
7 Yang, Hailiang
7 Yang, Peng
7 Yuen, Kam Chuen
6 Dhaene, Jan
6 Eksi, Zehra
6 Escobar, Marcos
6 Forsyth, Peter A.
6 Glauner, Alexander
6 Goovaerts, Marc J.
6 Guo, Junyi
6 Jaśkiewicz, Anna
6 Li, Shuanming
6 Meng, Hui
6 Özekici, Süleyman
6 Pellerey, Franco
6 Rieder, Ulrich
6 Rüschendorf, Ludger
6 Ruszczyński, Andrzej
6 Sun, Zhongyang
6 Thonhauser, Stefan
6 Wang, Ruodu
6 Yoshioka, Hidekazu
5 Chen, Lv
5 Colaneri, Katia
5 Cossette, Hélène
5 de Saporta, Benoîte
5 Hu, Yijun
5 Huo, Hai-Feng
5 Liang, Xiaoqing
5 Liu, Qiuli
5 Szölgyenyi, Michaela
5 Viens, Frederi G.
5 Wong, Hoi Ying
5 Zhang, Caibin
4 Amiri, Mehdi
4 Avanzi, Benjamin
4 Azcue, Pablo
4 Balakrishnan, Narayanaswamy
4 Balbus, Łukasz
4 Bayraktar, Erhan
4 Bellini, Fabio
4 Bielecki, Tomasz R.
4 Cai, Jun
4 Çanakoğlu, Ethem
4 Ceci, Claudia
4 Chen, Zhiping
4 Cialenco, Igor
4 Eisenberg, Julia
4 Feinberg, Eugene Aleksandrovich
4 Genest, Christian
4 Golui, Subrata
4 Han, Xia
4 Hernández-Hernández, Daniel
4 Hu, Taizhong
4 Jelito, Damian
4 Kaas, Rob
4 Kasyanov, Pavlo O.
4 Landriault, David
4 Leobacher, Gunther
4 Li, Bin
4 Lu, Yi
4 Ma, Jingtang
4 Montes-de-Oca, Raúl
4 Muler, Nora E.
4 Pal, Chandan
4 Pham, Huyên
4 Pitera, Marcin
4 Runggaldier, Wolfgang J.
4 Wang, Rongming
4 Wei, Jiaqin
...and 915 more Authors
all top 5

Cited in 153 Serials

114 Insurance Mathematics & Economics
39 Mathematical Methods of Operations Research
30 European Journal of Operational Research
24 Journal of Applied Probability
24 Scandinavian Actuarial Journal
21 SIAM Journal on Financial Mathematics
20 SIAM Journal on Control and Optimization
18 International Journal of Theoretical and Applied Finance
18 Journal of Industrial and Management Optimization
16 Quantitative Finance
15 Communications in Statistics. Theory and Methods
14 Journal of Computational and Applied Mathematics
14 Statistics & Probability Letters
13 Methodology and Computing in Applied Probability
12 Advances in Applied Probability
12 Applied Mathematics and Optimization
11 Finance and Stochastics
10 Journal of Multivariate Analysis
10 Annals of Operations Research
10 Probability in the Engineering and Informational Sciences
9 Journal of Mathematical Analysis and Applications
9 Operations Research Letters
9 Mathematical Finance
9 Stochastic Models
9 Mathematics and Financial Economics
8 Mathematics of Operations Research
8 Stochastic Processes and their Applications
8 Statistics & Risk Modeling
7 Automatica
7 Journal of Optimization Theory and Applications
7 Operations Research
7 The Annals of Applied Probability
7 Discrete Event Dynamic Systems
7 Mathematical Problems in Engineering
7 ASTIN Bulletin
6 Optimization
6 North American Actuarial Journal
5 Computers & Mathematics with Applications
5 Acta Mathematicae Applicatae Sinica. English Series
5 Journal of Economic Dynamics & Control
5 Queueing Systems
5 Asia-Pacific Financial Markets
5 Stochastics
5 Dynamic Games and Applications
4 International Journal of Control
4 Kybernetika
4 Systems & Control Letters
4 Stochastic Analysis and Applications
4 Computers & Operations Research
4 Applied Mathematical Finance
4 Discrete Dynamics in Nature and Society
4 European Actuarial Journal
3 Artificial Intelligence
3 Automation and Remote Control
3 Top
3 Abstract and Applied Analysis
3 Journal of Systems Science and Complexity
3 Decisions in Economics and Finance
3 4OR
3 Frontiers of Mathematics in China
3 Journal of the Operations Research Society of China
2 Theory of Probability and its Applications
2 Applied Mathematics and Computation
2 Journal of Economic Theory
2 Journal of Mathematical Economics
2 MCSS. Mathematics of Control, Signals, and Systems
2 Journal of Scientific Computing
2 Theory of Probability and Mathematical Statistics
2 Electronic Journal of Probability
2 Applied Stochastic Models in Business and Industry
2 The ANZIAM Journal
2 Acta Mathematica Scientia. Series B. (English Edition)
2 Journal of Machine Learning Research (JMLR)
2 Advances in Operations Research
2 Dependence Modeling
2 AIMS Mathematics
1 Archive for Rational Mechanics and Analysis
1 Journal of Engineering Mathematics
1 Mathematical Notes
1 Problems of Information Transmission
1 Archiv der Mathematik
1 Biometrical Journal
1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
1 Demonstratio Mathematica
1 Fuzzy Sets and Systems
1 Journal of Mathematical Psychology
1 Journal of Statistical Planning and Inference
1 Naval Research Logistics
1 Numerische Mathematik
1 Statistica
1 Journal of Information & Optimization Sciences
1 Acta Mathematicae Applicatae Sinica
1 Mathematical Social Sciences
1 Bulletin of the Korean Mathematical Society
1 Probability and Mathematical Statistics
1 Acta Applicandae Mathematicae
1 Chinese Journal of Applied Probability and Statistics
1 International Journal of Approximate Reasoning
1 Numerical Methods for Partial Differential Equations
1 Journal of Theoretical Probability
...and 53 more Serials

Citations by Year

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