Neue Publikationen sind erschienen:
A. Gabih, R. Wunderlich
Portfolio optimization in a market with hidden Gaussian drift and randomly arriving expert opinions. Annals of Operations Research, 2025
F. Ouabo Kamkumo, I. Mbouandi Njiasse, R. Wunderlich
Estimating Unobservable States in Stochastic Epidemic Models with Partial Information.
arXiv: 2506.00906 [q-bio.PE] 2025
K. Lamert, B.R. Auer, R. Wunderlich
Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion
Mathematical Methods of Operations Research, 2025
P.H. Takam, R. Wunderlich
Numerical Simulation of the Input-Output Behavior of a Geothermal Energy Storage.
Energies, 18, 1558, 2025
F. Ouabo Kamkumo, I. Mbouandi Njiasse, R. Wunderlich
Stochastic Epidemic Models with Partial Information
arXiv:2503.07251 [q-bio.PE], 2025
I. Mbouandi Njiasse, F. Ouabo Kamkumo, R. Wunderlich
Stochastic Optimal Control of an Epidemic Under Partial Information
arXiv:2503.06804 [math.OC], 2025