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Institutions of the University of Bayreuth
Research Institutions > Research Centres > Forschungszentrum für Modellbildung und Simulation (MODUS)

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Number of items at this level: 43.

Article in a journal

Baumann, Michael Heinrich:
Beating the market? A mathematical puzzle for market efficiency.
In: Decisions in Economics and Finance. (12 November 2021) . - pp. 1-47.
ISSN 1129-6569
DOI der Verlagsversion: https://doi.org/10.1007/s10203-021-00361-8

Njoroge, Parmenas ; Baumann, Michael Heinrich ; Baumann, Michaela ; Shevchenko, Dmitry:
Stock Price Reactions to Publications of Financial Statements : Evidence from the Moscow Stock Exchange.
In: Journal of Corporate Finance Research / Корпоративные Финансы. Vol. 15 (16 May 2021) Issue 1 . - pp. 19-36.
ISSN 2073-0438
DOI der Verlagsversion: https://doi.org/10.17323/j.jcfr.2073-0438.15.1.2021.19-36

Coniglio, Stefano ; Sirvent, Mathias ; Weibelzahl, Martin:
Airport Capacity Extension, Fleet Investment, and Optimal Aircraft Scheduling in a Multi-Level Market Model : Quantifying the Cost of Imperfect Markets.
In: OR Spectrum. Vol. 43 (2021) . - pp. 367-408.
ISSN 1436-6304
DOI der Verlagsversion: https://doi.org/10.1007/s00291-021-00621-4

Grüne, Lars ; Krügel, Lisa:
Local turnpike analysis using local dissipativity for discrete time discounted optimal control.
In: Applied Mathematics and Optimization. Vol. 84 (2021) Issue Suppl. 2 . - S. S1585-S1606.
ISSN 1432-0606
DOI der Verlagsversion: https://doi.org/10.1007/s00245-021-09805-4

Hauck, Moritz ; Aizinger, Vadym ; Frank, Florian ; Hajduk, Hennes ; Rupp, Andreas:
Enriched Galerkin method for the shallow-water equations.
In: GEM : International Journal on Geomathematics. Vol. 11 (2020) Issue 1 . - No. 31.
ISSN 1869-2672
DOI der Verlagsversion: https://doi.org/10.1007/s13137-020-00167-7

Baumann, Michaela ; Baumann, Michael Heinrich ; Schönig, Stefan ; Jablonski, Stefan:
The Process Checklist : Paper-based Enactment of Human-driven Processes.
In: Enterprise Modelling and Information Systems Architectures - An International Journal. Vol. 12 (28 February 2017) Issue 1 . - pp. 1-42.
ISSN 1866-3621
DOI der Verlagsversion: https://doi.org/10.18417/emisa.12.1

Doctoral thesis

Folger, Gaby B.:
Modellierung, Analyse und Optimale Steuerung von gefährlichen Krankheiten.
Bayreuth , 2021 . - VIII, 145 P.
( Doctoral thesis, 2021 , University of Bayreuth, Bayreuther Graduiertenschule für Mathematik und Naturwissenschaften - BayNAT)

Baumann, Michael Heinrich:
Performance and Effects of Linear Feedback Stock Trading Strategies.
Bayreuth , 2018 . - 160 P.
( Doctoral thesis, 2018 , University of Bayreuth, Faculty of Mathematics, Physics and Computer Sciences)

Baumann, Michaela:
Über die Anwendung, Klassifizierung und Übertragbarkeit von Methoden für einen Ähnlichkeitsabgleich von Geschäftsprozessmodellen.
Bayreuth , 2018 . - 239 P.
( Doctoral thesis, 2018 , University of Bayreuth, Faculty of Mathematics, Physics and Computer Sciences)

Stieler, Marleen:
Performance Estimates for Scalar and Multiobjective Model Predictive Control Schemes.
Bayreuth , 2018 . - X, 119 P.
( Doctoral thesis, 2018 , University of Bayreuth, Faculty of Mathematics, Physics and Computer Sciences)

Stock, Isabella:
The Maximum Scatter TSP on a Regular Grid : How to Avoid Heat Peaks in Additive Manufacturing.
Bayreuth , 2017 . - XI, 157 P.
( Doctoral thesis, 2016 , University of Bayreuth, Bayreuther Graduiertenschule für Mathematik und Naturwissenschaften - BayNAT)

Preprint, postprint

Hoffmeister, Susanne ; Rambau, Jörg ; Richter, Rónán Rian Carl:
Wie man beim Beachvolleyball öfter gewinnt.
Bayreuth , 2021 . - 6 S.

Sproll, Tobias ; Schiela, Anton:
An identification problem in electromyography.
Bayreuth , 2021 . - 21 S.
DOI der Verlagsversion: https://doi.org/10.1088/1361-6420/ac362c

Kießling, Miriam ; Kurz, Sascha ; Rambau, Jörg:
An exact column-generation approach for the lot-type design problem.
Bayreuth , 2020 . - 36 S.

Grüne, Lars ; Müller, Matthias A. ; Kellett, Christopher M. ; Weller, Steven R.:
Strict dissipativity for discrete time discounted optimal control problems.
Bayreuth ; Stuttgart ; Canberra, Australia ; Newcastle, Australia , 2020 . - 29 S.

Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Improving Heterogeneous Agent Models by Avoiding Explicit Discretizations of Stiff Equations.
Bayreuth , 2020 . - 38 S.

Grüne, Lars:
Why does strict dissipativity help in model predictive control?
Department of Mathematics, University of Bayreuth
Bayreuth , 2020 . - 4 S.

Hoffmeister, Susanne ; Rambau, Jörg:
Strategy Optimization in Sports via Markov Decision Problems.
Bayreuth , 2020 . - 45 S.

Baumann, Michael Heinrich:
A new stochastic Fubini-type theorem : On interchanging expectations and Itô integrals.
Bayreuth , 2019 . - 12 S.
DOI der Verlagsversion: https://doi.org/10.1007/s13171-019-00195-y

Höger, Matthias ; Grüne, Lars:
On the relation between detectability and dissipativity for nonlinear discrete time systems.
Bayreuth , 2018 . - 13 S.

Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Are ETFs Bad for Financial Health? : Some Counterintuitive Examples.
Bayreuth , 2018 . - 26 S.

Baumann, Michael Heinrich:
Beating the Market?
Universität Bayreuth
Bayreuth , 2018 . - 61 S.
DOI der Verlagsversion: https://doi.org/10.1007/s10203-021-00361-8

Baumann, Michael Heinrich:
Die k-dimensionale Champagnerpyramide.
Universität Bayreuth
Bayreuth , 2018 . - 5 S.

Stieler, Marleen ; Baumann, Michael Heinrich ; Grüne, Lars:
Noncooperative Model Predictive Control for Affine-Quadratic Games.
Bayreuth , 2018 . - 2 S.

Baumann, Michael Heinrich ; Baumann, Michaela ; Erler, Alexander:
Limitations of Stabilizing Effects of Fundamentalists : Facing Positive Feedback Traders.
Bayreuth , 2018 . - 35 S.
DOI der Verlagsversion: https://doi.org/10.5018/economics-ejournal.ja.2019-44

Löhnert, Madeleine ; Rambau, Jörg:
Modeling Demand Propagation in Guaranteed Service Models.
Universität Bayreuth
Bayreuth , 2018 . - 6 S.

Grüne, Lars ; Stieler, Marleen:
Multiobjective Model Predictive Control for Stabilizing Cost Criteria.
Bayreuth , 2018 . - 23 S.

de Kok, Ton ; Grob, Christopher ; Laumanns, Marco ; Minner, Stefan ; Rambau, Jörg ; Schade, Konrad:
A typology and literature review on stochastic multi-echelon inventory models.
Bayreuth , 2018 . - 63 S.

Faulwasser, Timm ; Grüne, Lars ; Müller, Matthias A.:
Economic Nonlinear Model Predictive Control.
Bayreuth , 2017 . - 93 S.

Grüne, Lars:
Dynamic programming, optimal control and model predictive control.
Bayreuth , 2017 . - 24 S.
DOI der Verlagsversion: https://doi.org/10.1007/978-3-319-77489-3_2

Bankau, Marcel ; Baumann, Michaela ; Baumann, Michael Heinrich ; Schönig, Stefan ; Jablonski, Stefan:
The Process Checklist Generator : Establishing Paper-based Process Support.
Universität Bayreuth
Bayreuth , 2017 . - 5 S.

Grüne, Lars ; Pirkelmann, Simon ; Stieler, Marleen:
Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems.
Bayreuth , 2017 . - 22 S.

Müller, Matthias A. ; Grüne, Lars:
On the relation between dissipativity and discounted dissipativity.
Institute for Systems Theory and Automatic Control, University of Stuttgart, Department of Mathematics, University of Bayreuth
Bayreuth , 2017 . - 6 S.

Hans, Christian A. ; Braun, Philipp ; Raisch, Jörg ; Grüne, Lars ; Reincke-Collon, Carsten:
Hierarchical distributed model predictive control of interconnected microgrids.
Bayreuth , 2017 . - 8 S.

Grüne, Lars ; Guglielmi, Roberto:
Turnpike properties and strict dissipativity for discrete time linear quadratic optimal control problems.
Bayreuth , 2017 . - 20 S.

Grüne, Lars ; Kellett, Christopher M. ; Weller, Steven R.:
On the relation between turnpike properties for finite and infinite horizon optimal control problems.
Bayreuth , 2017 . - 18 S.

Grüne, Lars ; Stieler, Marleen:
Performance Guarantees for Multiobjective Model Predictive Control.
Bayreuth , 2017 . - 6 S.

Rambau, Jörg:
Rapid Mathematical Programming for Cooperative Truck Networks.
Universität Bayreuth
Bayreuth , 2017 . - 6 S.

Hegselmann, Rainer ; König, Stefan ; Kurz, Sascha ; Niemann, Christoph ; Rambau, Jörg:
Optimal Opinion Control : The Campaign Problem.
Bayreuth , 2015 . - 47 S.

Kurz, Sascha:
Optimal control of the convergence time in the Hegselmann-Krause dynamics.
Universität Bayreuth
Bayreuth , 2014 . - 14 S.

Working paper, discussion paper

Baumann, Michael Heinrich:
Das Geld liegt auf der Straße.
Bayreuth , 2020 . - 3 S.

Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Analyzing Heterogeneous Agents Models : Avoiding the Explicit Discretization of Stiff Equations (Enlarged Abstract).
Universität Bayreuth
Bayreuth , 2019 . - 8 S.

Conference item

Hoffmeister, Susanne ; Rambau, Jörg:
Sport Strategy Optimization in Beach Volleyball– How to bound direct point probabilities dependent on individual skills.
2017
Event: MathSport International 2017 Conference , 26.-28.06.2017 , Padua (Italy).
(Conference item: Conference , Speech )

This list was generated on Tue Jun 28 01:24:59 2022 CEST.
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