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Institute of Stochastics

Secretariat
Allianz-Gebäude (05.20)
Room 5A-23 und 5A-22

Address
Karlsruhe Institute of Technology
Institut für Stochastik
Kaiserstraße 89
D-76133 Karlsruhe, Germany

Office hours:
Mo-Fr 10:00 - 12:00

Tel.: ++49 721 608 43265/ 43270

Fax.: ++49 721 608 46691/ 46066

My Publications

Ordered by research topics:


1. Finance- and Insurance Mathematics

2. Queueing Systems & Networks

3. Markov Decision Processes and Control

4. Stochastic Orderings

5. Other Publications

Some of the papers can be downloaded. Please note that these are not the final papers as they appeared in the journals.


Books

Book

N. Bäuerle, U. Rieder: Markov Decision Processes with Applications to Finance. Springer, Universitext, 2011.

Link to Spinger-page