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 1 3 3
A Game Theoretic Approach to Linear Systems with L2-bounded Disturbances 0 0 0 2 0 0 0 35
A Game Theoretic Approach to Linear Systems with L2-bounded Disturbances 0 0 0 1 0 0 0 1
A complement on pole placement 0 0 0 1 0 0 0 8
A controlability test for general first-order representations 0 0 0 2 1 1 1 11
A direct approach to compensator design for distributed parameter systems 0 0 0 1 0 0 0 5
A geometric approach to the singular filtering problem 0 0 0 0 1 1 1 7
A nine-fold canonical decomposition for linear systems 0 0 0 6 1 1 1 16
A pointwise criterion for controller robustness 0 0 0 3 0 0 0 9
Actuariële wetenschappen en financiële wiskunde: op weg naar convergentie? 0 0 0 2 0 0 1 20
Algebraic characterizations of almost invariance 0 0 0 0 0 0 0 5
Almost stabilizability subspaces and high gain feedback 0 0 0 0 0 0 0 6
An Evaluation of the nFTK 0 0 0 1 0 0 1 14
An Irregular Grid Approach for Pricing High Dimensional American Options 0 0 0 0 0 0 0 3
An Irregular Grid Approach for Pricing High Dimensional American Options 0 0 0 0 0 0 0 15
An Irregular Grid Approach for Pricing High-Dimensional American Options 0 0 0 2 1 1 1 25
An Irregular Grid Approach for Pricing High-Dimensional American Options 0 0 0 0 0 0 0 4
An equivalence result in linear-quadratic theory 0 0 0 0 0 0 1 11
Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games: The two player case 0 0 0 0 0 0 0 6
Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games: The two player case 0 0 0 3 0 0 1 25
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 0 10
Continuity of singular perturbations in the graph topology 0 0 0 0 0 0 0 5
Coordination in continuously repeated games 0 0 0 0 0 1 1 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 1 1 1 7
Discrete events: perspectives from system theory 0 0 0 0 0 0 0 4
Disturbance Decoupling in Dynamic Games 0 0 0 0 0 0 0 0
Disturbance Decoupling in Dynamic Games 0 0 0 0 0 0 0 8
Feedback Nash equilibria in uncertain infinite time horizon differential games 0 0 0 9 0 0 0 17
Financial fairness and conditional indexation 0 0 0 24 0 0 0 21
Finite-dimensional regulators for a class of infinite-dimensional systems 0 0 0 0 0 0 0 8
Generic eigenvalue assignment by memoryless real output feedback 0 0 0 1 0 0 0 6
Homogeneous behaviors 0 0 0 1 1 1 1 15
Impulsive-Smooth Behavior in Multimode Systems. Part I: State-Space and Polynomial Representations 0 0 0 1 0 0 0 12
Impulsive-Smooth Behavior in Multimode Systems. Part II: Minimality and Equivalence 0 0 0 0 1 1 1 4
Information and entropy 0 0 0 2 0 0 1 11
Input/output structure of linear differential/algebraic systems 0 0 0 1 0 0 1 3
Interpretations of the gap topology: a survey 0 0 0 2 1 1 1 9
Les systèmes non linéaires à plus d'entrées que de sorties ne sont pas inversibles 0 0 0 0 0 0 0 6
Linear complimentarity systems 0 0 0 1 0 0 0 10
Linear passive systems and maximal monotone mappings 0 0 0 4 0 0 2 26
Membership conditions for consistent families of monetary valuations 0 0 0 1 0 0 0 12
Minimality of descriptor representations under external equivalence 0 0 0 1 0 0 0 9
Model Risk and Regulatory Capital 0 0 0 1 0 0 0 4
Model Risk and Regulatory Capital 0 0 0 7 0 0 0 30
Multi-Period Risk Sharing under Financial Fairness 0 0 0 0 0 0 0 5
Observer-based control of linear complementarity systems 0 0 0 2 0 0 0 8
On a conjecture of Basile and Marro 0 0 0 0 0 0 0 5
On behaviors and convolutional codes 0 0 0 0 0 0 0 6
On the dynamic analysis of piecewise-linear networks 0 0 0 1 0 0 1 9
On the inherent integration structure of nonlinear systems 0 0 0 0 1 1 1 7
On the minimal stable observer problem 0 0 0 3 0 0 0 5
On the structure of strongly controllable systems 0 0 0 0 0 0 0 3
Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model 0 0 0 4 0 0 0 22
Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model 0 0 0 0 0 0 1 6
Performance of Delta-hedging strategies in interval models - A robustness study 0 0 1 4 0 0 2 21
Performance of Delta-hedging strategies in interval models - A robustness study 0 0 0 1 0 0 0 2
Pricing High-Dimensional American Options Using Local Consistency Conditions 0 0 0 0 0 0 0 3
Pricing High-Dimensional American Options Using Local Consistency Conditions 0 0 0 1 0 0 0 22
Realization and partial fractions 0 0 0 0 0 0 1 5
Realization by inspection 0 0 0 2 0 0 1 11
Realization of autoregressive equations in pencil and descriptor form 0 0 0 1 0 0 0 7
Regulation as an interpolation problem 0 0 0 0 0 0 1 9
Regulator synthesis using (C,A,B)-pairs 0 0 0 0 0 0 0 4
Risk aversion for nonsmooth utility functions 0 0 0 5 0 0 0 15
Robust control of flexible structures: a case study 0 0 0 3 1 1 1 8
Robust equilibria in indefinite linear-quadratic differential games 0 0 0 3 0 0 0 17
State representations of linear systems with output constraints 0 0 0 0 0 0 0 3
System-theoretic trends in econometrics 0 0 0 0 0 0 0 1
System-theoretic trends in econometrics 0 0 0 5 1 1 1 13
Testing Expected Shortfall Models for Derivative Positions 0 0 0 6 0 0 0 32
Testing Expected Shortfall Models for Derivative Positions 0 0 0 0 0 0 0 2
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 5 0 0 0 20
The regular local noninteracting control problem for nonlinear control systems 0 0 0 0 1 1 1 6
The regulator problem with robust stability 0 0 0 0 0 0 0 7
The role of the dissipation matrix in singular optimal control 0 0 0 0 1 1 1 6
The strictest common relaxation of a family of risk measures 0 0 0 0 1 1 2 7
Transformations of linear systems under external equivalence 0 0 0 0 1 1 1 4
Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options 0 0 0 0 0 0 0 3
Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options 0 0 0 2 0 1 9 34
Vergelijkingen 0 0 0 1 1 1 1 2
Weakly time consistent concave valuations and their dual representations 0 0 0 1 0 0 1 16
Well-posedness of a class of linear networks with ideal diodes 0 0 0 0 0 0 0 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 1
Zeros at infinity for affine nonlinear control systems 0 0 0 0 1 1 1 8
[Review of the book Controlled and Conditioned Invariants in Linear System Theory, G. Basile & G. Marro, 1992] 0 0 0 7 0 0 0 21
[Review of the book H [infinity]-Control for Distributed Parameter Systems: A State-space Approach, B. van Keulen, 1993] 0 0 0 2 0 0 0 17
[Review of the book Identification and Stochastic Adaptive Control, H.F. Chen & L. Guo, 1991] 0 0 0 2 0 0 0 11
Total Working Papers 0 0 1 145 17 20 47 903


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 0 9
A note on Gollier's model for a collective pension scheme 0 0 0 0 0 0 0 11
Asymptotic Analysis of Linear Feedback Nash Equilibria in Nonzero-Sum Linear-Quadratic Differential Games 0 1 3 7 0 1 3 14
COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS 0 0 0 52 0 0 2 122
Cooperative investment in incomplete markets under financial fairness 0 2 2 5 0 3 3 18
Distortion risk measures, ROC curves, and distortion divergence 0 0 0 2 0 1 2 21
Efficiency of institutional spending and investment rules 0 0 0 0 0 0 1 2
Ex-ante estate division under strong Pareto efficiency 0 0 0 0 0 0 1 5
Financial fairness and conditional indexation 0 0 0 0 2 2 2 2
Jump Equilibria in Public-Good Differential Games with a Single State Variable 0 0 0 0 0 0 0 1
LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS 0 0 1 1 0 0 1 9
Membership conditions for consistent families of monetary valuations 0 0 0 2 0 0 1 18
Model risk and capital reserves 0 1 2 163 0 1 7 510
Multi-period risk sharing under financial fairness 0 0 0 3 2 2 2 24
Risk aversion for nonsmooth utility functions 0 0 0 38 1 1 1 131
Robust Equilibria in Indefinite Linear-Quadratic Differential Games 0 1 1 5 0 1 3 10
Solving Maxmin Optimization Problems via Population Games 0 0 0 0 0 0 0 0
Strategic behavior and noncooperative hierarchical control 0 0 0 25 0 0 0 102
The composite iteration algorithm for finding efficient and financially fair risk-sharing rules 0 0 0 5 2 2 2 29
The strictest common relaxation of a family of risk measures 0 0 0 5 1 1 2 24
Time consistency conditions for acceptability measures, with an application to Tail Value at Risk 1 1 1 43 1 2 4 159
Utilitarian versus neutralitarian design of endowment fund policies 0 0 0 1 0 1 2 4
Weakly time consistent concave valuations and their dual representations 0 0 0 0 1 1 2 25
Weakly time consistent concave valuations and their dual representations 0 0 0 1 0 0 1 30
Welfare analysis of conditional indexation schemes from a two-reference-point perspective* 0 0 0 13 0 1 1 52
Total Journal Articles 1 6 10 372 10 20 43 1,332


Statistics updated 2025-03-03