Access Statistics for Johannes M. Schumacher

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cohort-Specific Approach to Retirement Savings 0 0 0 0 2 3 6 9
A Game Theoretic Approach to Linear Systems with L2-bounded Disturbances 0 0 0 1 2 4 9 10
A Game Theoretic Approach to Linear Systems with L2-bounded Disturbances 0 0 0 2 3 6 8 43
A complement on pole placement 0 0 0 1 1 2 3 11
A controlability test for general first-order representations 0 0 0 2 1 1 6 17
A direct approach to compensator design for distributed parameter systems 0 0 0 1 2 2 3 8
A geometric approach to the singular filtering problem 0 0 0 0 2 2 5 12
A nine-fold canonical decomposition for linear systems 0 0 0 6 2 2 2 18
A pointwise criterion for controller robustness 0 0 0 3 2 2 3 12
Actuariële wetenschappen en financiële wiskunde: op weg naar convergentie? 0 0 0 2 1 2 2 22
Algebraic characterizations of almost invariance 0 0 0 0 1 2 4 9
Almost stabilizability subspaces and high gain feedback 0 0 0 0 1 1 4 10
An Evaluation of the nFTK 0 0 0 1 1 2 4 18
An Irregular Grid Approach for Pricing High Dimensional American Options 0 0 0 0 3 3 5 8
An Irregular Grid Approach for Pricing High Dimensional American Options 0 0 0 0 3 4 7 22
An Irregular Grid Approach for Pricing High-Dimensional American Options 0 0 0 0 2 2 7 11
An Irregular Grid Approach for Pricing High-Dimensional American Options 0 0 0 2 3 4 9 34
An equivalence result in linear-quadratic theory 0 1 1 1 0 1 5 17
Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games: The two player case 0 0 0 3 1 1 6 31
Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games: The two player case 0 0 0 0 1 2 4 10
Compensator synthesis using (C,A,B)-pairs 0 0 0 4 4 4 8 19
Consistency of a time-stepping method for a class of piecewise-linear networks 0 0 0 0 3 3 4 14
Continuity of singular perturbations in the graph topology 0 0 0 0 1 2 3 8
Coordination in continuously repeated games 0 0 0 0 1 4 17 22
Discrete events: Perspectives from system theory 0 0 0 0 2 3 8 8
Discrete events: Perspectives from system theory 0 0 0 0 3 3 8 15
Discrete events: perspectives from system theory 0 0 0 0 1 1 5 9
Disturbance Decoupling in Dynamic Games 0 0 0 0 1 1 2 10
Disturbance Decoupling in Dynamic Games 0 0 0 0 2 2 4 4
Feedback Nash equilibria in uncertain infinite time horizon differential games 0 0 0 9 0 1 2 19
Financial fairness and conditional indexation 0 0 1 25 0 0 6 27
Finite-dimensional regulators for a class of infinite-dimensional systems 0 0 0 0 3 3 3 11
Generic eigenvalue assignment by memoryless real output feedback 0 0 0 1 2 2 6 13
Homogeneous behaviors 0 0 0 1 0 0 1 16
Impulsive-Smooth Behavior in Multimode Systems. Part I: State-Space and Polynomial Representations 0 0 0 1 1 1 4 16
Impulsive-Smooth Behavior in Multimode Systems. Part II: Minimality and Equivalence 0 0 0 0 1 2 4 8
Information and entropy 0 0 1 3 2 2 9 20
Input/output structure of linear differential/algebraic systems 0 0 0 1 2 3 4 7
Interpretations of the gap topology: a survey 0 0 0 2 0 0 1 10
Les systèmes non linéaires à plus d'entrées que de sorties ne sont pas inversibles 0 0 0 0 1 2 3 9
Linear complimentarity systems 0 0 0 1 2 2 8 18
Linear passive systems and maximal monotone mappings 0 0 0 4 1 1 4 30
Membership conditions for consistent families of monetary valuations 0 0 0 1 2 3 7 19
Minimality of descriptor representations under external equivalence 0 0 0 1 0 0 0 9
Model Risk and Regulatory Capital 0 0 0 1 1 2 5 9
Model Risk and Regulatory Capital 0 0 0 7 2 4 5 35
Multi-Period Risk Sharing under Financial Fairness 0 0 0 0 2 3 8 13
Observer-based control of linear complementarity systems 0 0 0 2 2 2 9 17
On a conjecture of Basile and Marro 0 0 0 0 2 2 4 9
On behaviors and convolutional codes 0 0 0 0 3 3 7 13
On the dynamic analysis of piecewise-linear networks 0 0 0 1 2 2 7 16
On the inherent integration structure of nonlinear systems 0 0 0 0 2 3 3 10
On the minimal stable observer problem 0 0 0 3 4 4 8 13
On the structure of strongly controllable systems 0 0 0 0 1 1 4 7
Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model 0 0 0 4 0 1 5 27
Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model 0 0 0 0 1 3 4 10
Performance of Delta-hedging strategies in interval models - A robustness study 0 0 0 4 2 3 5 26
Performance of Delta-hedging strategies in interval models - A robustness study 0 0 0 1 3 3 7 9
Pricing High-Dimensional American Options Using Local Consistency Conditions 0 0 0 1 1 1 5 27
Pricing High-Dimensional American Options Using Local Consistency Conditions 0 0 0 0 2 3 5 8
Realization and partial fractions 0 0 0 0 1 1 2 7
Realization by inspection 0 0 0 2 0 0 2 13
Realization of autoregressive equations in pencil and descriptor form 0 0 0 1 0 0 1 8
Regulation as an interpolation problem 0 0 0 0 2 2 4 13
Regulator synthesis using (C,A,B)-pairs 0 0 0 0 7 7 8 12
Risk aversion for nonsmooth utility functions 0 0 0 5 1 2 6 21
Robust control of flexible structures: a case study 0 0 0 3 4 4 9 17
Robust equilibria in indefinite linear-quadratic differential games 0 0 0 3 6 8 12 30
State representations of linear systems with output constraints 0 0 0 0 1 1 3 6
System-theoretic trends in econometrics 0 0 1 6 3 5 8 21
System-theoretic trends in econometrics 0 0 0 0 2 3 6 7
Testing Expected Shortfall Models for Derivative Positions 0 0 0 6 1 1 4 37
Testing Expected Shortfall Models for Derivative Positions 0 0 0 0 2 3 5 7
The algebraic regulator problem from the state-space point of view 0 0 0 0 3 3 6 9
The complementary-slackness class of hybrid systems 0 0 0 5 2 2 4 24
The regular local noninteracting control problem for nonlinear control systems 0 0 0 0 2 2 2 8
The regulator problem with robust stability 0 0 0 0 1 1 5 12
The role of the dissipation matrix in singular optimal control 0 0 0 0 3 3 3 9
The strictest common relaxation of a family of risk measures 0 0 0 0 0 0 4 11
Transformations of linear systems under external equivalence 0 0 0 0 1 1 3 7
Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options 0 0 0 2 2 2 7 41
Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options 0 0 0 0 2 2 7 10
Vergelijkingen 0 0 0 1 1 1 1 4
Weakly time consistent concave valuations and their dual representations 0 0 0 1 1 1 3 19
Well-posedness of a class of linear networks with ideal diodes 0 0 0 0 2 2 3 7
Well-posedness of some evolution problems in the theory of automatic feed-back control for systems with distributed parameters 0 0 0 0 1 3 7 8
Zeros at infinity for affine nonlinear control systems 0 0 1 1 1 1 3 11
[Review of the book Controlled and Conditioned Invariants in Linear System Theory, G. Basile & G. Marro, 1992] 0 0 0 7 2 2 7 28
[Review of the book H [infinity]-Control for Distributed Parameter Systems: A State-space Approach, B. van Keulen, 1993] 0 0 0 2 1 1 3 20
[Review of the book Identification and Stochastic Adaptive Control, H.F. Chen & L. Guo, 1991] 0 0 0 2 5 5 8 19
Total Working Papers 0 1 5 150 159 202 460 1,368


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multi-Objective Interpretation of Optimal Transport 0 0 0 1 0 0 4 13
A note on Gollier's model for a collective pension scheme 0 0 0 0 0 1 6 17
Asymptotic Analysis of Linear Feedback Nash Equilibria in Nonzero-Sum Linear-Quadratic Differential Games 0 0 0 7 0 1 5 19
COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS 0 0 0 52 0 3 12 134
Cooperative investment in incomplete markets under financial fairness 0 0 0 5 1 2 8 26
Distortion risk measures, ROC curves, and distortion divergence 0 0 1 3 1 1 11 33
Efficiency of institutional spending and investment rules 0 0 0 0 1 1 2 4
Ex-ante estate division under strong Pareto efficiency 0 0 0 0 1 2 9 14
Financial fairness and conditional indexation 0 0 1 1 0 1 3 5
Jump Equilibria in Public-Good Differential Games with a Single State Variable 0 0 0 0 0 1 7 8
LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS 0 0 0 1 2 3 6 15
Membership conditions for consistent families of monetary valuations 0 0 0 2 1 2 7 25
Model risk and capital reserves 0 1 1 164 2 3 14 524
Multi-period risk sharing under financial fairness 0 0 0 3 1 2 4 28
Risk aversion for nonsmooth utility functions 0 1 2 40 3 7 15 147
Robust Equilibria in Indefinite Linear-Quadratic Differential Games 0 0 0 5 3 4 9 19
Solving Maxmin Optimization Problems via Population Games 0 0 0 0 0 1 10 10
Strategic behavior and noncooperative hierarchical control 0 0 0 25 3 6 11 113
The composite iteration algorithm for finding efficient and financially fair risk-sharing rules 0 1 1 6 4 5 18 47
The strictest common relaxation of a family of risk measures 0 0 0 5 1 1 5 29
Time consistency conditions for acceptability measures, with an application to Tail Value at Risk 0 0 0 43 4 4 10 169
Utilitarian versus neutralitarian design of endowment fund policies 0 0 0 1 0 0 1 5
Weakly time consistent concave valuations and their dual representations 0 0 0 1 4 4 7 37
Weakly time consistent concave valuations and their dual representations 0 0 0 0 2 2 8 33
Welfare analysis of conditional indexation schemes from a two-reference-point perspective* 0 0 0 13 0 0 3 55
Total Journal Articles 0 3 6 378 34 57 195 1,529


Statistics updated 2026-05-06