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 0 0 0 0
A Game Theoretic Approach to Linear Systems with L2-bounded Disturbances 0 0 0 2 3 3 10 25
A Game Theoretic Approach to Linear Systems with L2-bounded Disturbances 1 1 1 1 1 1 1 1
A complement on pole placement 0 0 1 1 0 0 1 7
A controlability test for general first-order representations 0 0 0 1 0 0 1 8
A direct approach to compensator design for distributed parameter systems 0 0 0 1 0 0 1 3
A geometric approach to the singular filtering problem 0 0 0 0 0 0 1 6
A nine-fold canonical decomposition for linear systems 0 0 0 5 0 0 0 14
A pointwise criterion for controller robustness 0 0 0 3 0 0 0 8
Actuariële wetenschappen en financiële wiskunde: op weg naar convergentie? 0 0 0 0 0 1 3 11
Algebraic characterizations of almost invariance 0 0 0 0 0 0 0 4
Almost stabilizability subspaces and high gain feedback 0 0 0 0 0 0 1 5
An Evaluation of the nFTK 0 0 0 0 1 1 1 1
An Irregular Grid Approach for Pricing High Dimensional American Options 0 0 0 0 0 1 3 14
An Irregular Grid Approach for Pricing High Dimensional American Options 0 0 0 0 0 0 1 1
An Irregular Grid Approach for Pricing High-Dimensional American Options 0 0 0 2 0 0 1 22
An Irregular Grid Approach for Pricing High-Dimensional American Options 0 0 0 0 0 0 1 1
An equivalence result in linear-quadratic theory 0 0 0 0 0 0 0 7
Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games: The two player case 0 0 0 0 0 1 2 2
Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games: The two player case 0 0 0 1 0 1 2 20
Compensator synthesis using (C,A,B)-pairs 0 0 0 4 0 0 0 11
Consistency of a time-stepping method for a class of piecewise-linear networks 0 0 0 0 0 0 3 10
Continuity of singular perturbations in the graph topology 0 0 0 0 0 0 0 4
Coordination in continuously repeated games 0 0 0 0 0 2 2 2
Discrete events: Perspectives from system theory 0 0 0 0 0 0 0 5
Discrete events: Perspectives from system theory 0 0 0 0 0 0 0 0
Discrete events: perspectives from system theory 0 0 0 0 0 0 0 3
Disturbance Decoupling in Dynamic Games 0 0 0 0 0 0 0 0
Disturbance Decoupling in Dynamic Games 0 0 0 0 0 0 1 7
Feedback Nash equilibria in uncertain infinite time horizon differential games 0 0 0 4 0 0 1 9
Financial fairness and conditional indexation 0 0 0 24 0 0 3 21
Finite-dimensional regulators for a class of infinite-dimensional systems 0 0 0 0 0 0 1 8
Generic eigenvalue assignment by memoryless real output feedback 0 0 0 0 0 0 1 5
Homogeneous behaviors 0 0 0 1 0 0 0 11
Impulsive-Smooth Behavior in Multimode Systems. Part I: State-Space and Polynomial Representations 0 0 0 1 0 0 0 9
Impulsive-Smooth Behavior in Multimode Systems. Part II: Minimality and Equivalence 0 0 0 0 0 0 0 3
Information and entropy 0 0 0 2 0 0 0 8
Input/output structure of linear differential/algebraic systems 0 0 0 1 0 0 0 2
Interpretations of the gap topology: a survey 0 0 0 2 0 0 1 7
Les systèmes non linéaires à plus d'entrées que de sorties ne sont pas inversibles 0 0 0 0 0 0 0 5
Linear complimentarity systems 0 0 0 1 0 0 0 8
Linear passive systems and maximal monotone mappings 0 0 3 3 0 0 6 17
Membership conditions for consistent families of monetary valuations 0 0 0 1 0 0 1 12
Minimality of descriptor representations under external equivalence 0 0 0 1 0 1 2 8
Model Risk and Regulatory Capital 0 0 0 6 0 2 5 27
Model Risk and Regulatory Capital 0 0 0 0 0 0 1 1
Multi-Period Risk Sharing under Financial Fairness 0 0 0 0 0 0 0 0
Observer-based control of linear complementarity systems 0 0 0 2 0 0 0 7
On a conjecture of Basile and Marro 0 0 0 0 1 1 1 4
On behaviors and convolutional codes 0 0 0 0 0 0 1 6
On the dynamic analysis of piecewise-linear networks 0 0 0 1 0 0 1 8
On the inherent integration structure of nonlinear systems 0 0 0 0 0 0 0 5
On the minimal stable observer problem 0 0 1 3 0 0 1 5
On the structure of strongly controllable systems 0 0 0 0 0 0 1 2
Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model 0 0 0 0 0 0 1 1
Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model 0 0 0 4 0 0 1 21
Performance of Delta-hedging strategies in interval models - A robustness study 0 0 0 3 0 0 0 17
Performance of Delta-hedging strategies in interval models - A robustness study 0 0 1 1 0 0 1 1
Pricing High-Dimensional American Options Using Local Consistency Conditions 0 0 0 1 0 0 1 18
Pricing High-Dimensional American Options Using Local Consistency Conditions 0 0 0 0 0 0 1 1
Realization and partial fractions 0 0 0 0 0 0 0 3
Realization by inspection 0 0 0 2 0 1 1 8
Realization of autoregressive equations in pencil and descriptor form 0 1 1 1 0 1 2 7
Regulation as an interpolation problem 0 0 0 0 0 1 2 7
Regulator synthesis using (C,A,B)-pairs 0 0 0 0 0 0 0 3
Risk aversion for nonsmooth utility functions 0 0 2 5 0 1 6 12
Robust control of flexible structures: a case study 0 0 2 3 1 1 3 7
Robust equilibria in indefinite linear-quadratic differential games 0 0 0 2 1 1 2 10
State representations of linear systems with output constraints 0 0 0 0 0 0 0 2
System-theoretic trends in econometrics 0 0 0 0 0 1 1 1
System-theoretic trends in econometrics 0 0 0 5 0 0 0 11
Testing Expected Shortfall Models for Derivative Positions 0 0 1 5 0 0 3 28
Testing Expected Shortfall Models for Derivative Positions 0 0 0 0 0 0 0 0
The algebraic regulator problem from the state-space point of view 0 0 0 0 0 0 0 3
The complementary-slackness class of hybrid systems 0 0 0 3 0 0 1 16
The regular local noninteracting control problem for nonlinear control systems 0 0 0 0 0 0 1 5
The regulator problem with robust stability 0 0 0 0 0 0 1 6
The role of the dissipation matrix in singular optimal control 0 0 0 0 0 0 0 4
The strictest common relaxation of a family of risk measures 0 0 0 0 0 0 2 4
Transformations of linear systems under external equivalence 0 0 0 0 0 0 0 2
Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options 0 0 0 1 0 0 1 16
Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options 0 0 0 0 0 0 1 1
Weakly time consistent concave valuations and their dual representations 0 0 0 0 0 0 3 13
Well-posedness of a class of linear networks with ideal diodes 0 0 0 0 0 0 1 4
Well-posedness of some evolution problems in the theory of automatic feed-back control for systems with distributed parameters 0 0 0 0 0 0 0 0
Zeros at infinity for affine nonlinear control systems 0 0 0 0 0 0 0 5
[Review of the book Controlled and Conditioned Invariants in Linear System Theory, G. Basile & G. Marro, 1992] 0 0 0 4 2 2 3 15
[Review of the book H [infinity]-Control for Distributed Parameter Systems: A State-space Approach, B. van Keulen, 1993] 0 0 0 1 1 1 2 14
[Review of the book Identification and Stochastic Adaptive Control, H.F. Chen & L. Guo, 1991] 0 0 0 0 0 0 1 9
Total Working Papers 1 2 13 115 11 25 105 675


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 1 5
Asymptotic Analysis of Linear Feedback Nash Equilibria in Nonzero-Sum Linear-Quadratic Differential Games 0 0 0 0 0 0 3 5
COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS 0 0 2 51 0 0 2 113
Cooperative investment in incomplete markets under financial fairness 0 0 1 3 1 2 4 11
Distortion risk measures, ROC curves, and distortion divergence 0 0 1 1 0 0 3 7
LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS 0 0 0 0 0 0 1 4
Membership conditions for consistent families of monetary valuations 0 0 0 2 1 2 2 14
Model risk and capital reserves 0 0 0 153 2 6 21 436
Multi-period risk sharing under financial fairness 0 0 0 2 1 1 1 18
Risk aversion for nonsmooth utility functions 0 0 2 37 0 1 4 123
Robust Equilibria in Indefinite Linear-Quadratic Differential Games 0 1 1 1 0 1 2 3
Strategic behavior and noncooperative hierarchical control 0 0 1 25 0 0 2 102
The composite iteration algorithm for finding efficient and financially fair risk-sharing rules 0 0 0 3 2 4 7 20
The strictest common relaxation of a family of risk measures 0 0 0 5 0 0 0 22
Time consistency conditions for acceptability measures, with an application to Tail Value at Risk 0 1 2 42 0 1 3 153
Weakly time consistent concave valuations and their dual representations 0 0 0 0 0 0 3 22
Weakly time consistent concave valuations and their dual representations 0 0 0 0 0 1 3 23
Welfare analysis of conditional indexation schemes from a two-reference-point perspective* 0 0 0 13 0 0 0 49
Total Journal Articles 0 2 10 339 7 19 62 1,130


Statistics updated 2021-01-03