Edit Profile (opens in new tab) Bäuerle, Nicole Compute Distance To: Compute Author ID: bauerle.nicole Published as: Bäuerle, Nicole; Bäuerle, N. Homepage: https://www.math.kit.edu/stoch/~baeuerle/ External Links: MGP · ORCID · Wikidata · Google Scholar · Math-Net.Ru · dblp Documents Indexed: 73 Publications since 1996, including 2 Books 2 Contributions as Editor Co-Authors: 40 Co-Authors with 61 Joint Publications 717 Co-Co-Authors all top 5 Co-Authors 14 single-authored 14 Rieder, Ulrich 4 Glauner, Alexander 4 Jaśkiewicz, Anna 3 Kötter, Mirko 3 Müller, Alfred 2 Albrecher, Hansjörg 2 Blatter, Anja 2 Engelhardt-Funke, Ophelia 2 Grether, Stefanie 2 Grübel, Rudolf 2 Kolonko, Michael 2 Leimcke, Gregor 2 Mundt, André 2 Schmithals, Daniel 2 Schmock, Uwe 2 Veraart, Luitgard A. M. 1 Asmussen, Søren 1 Bayraktar, Erhan 1 Bladt, Martin 1 Brüstl, Gabi 1 Chen, An 1 Dehling, Herold G. 1 Desmettre, Sascha 1 Gilitschenski, Igor 1 Hanebeck, Uwe D. 1 Houdek, Anja 1 Kersting, Götz-Dietrich 1 Klenke, Achim 1 Korn, Ralf 1 Kreiß, Jens-Peter 1 Lange, Dirk 1 Li, Zejing 1 Nowak, Andrzej S. 1 Ott, Jonathan 1 Pfeiffer, Robin 1 Popp, Anton 1 Rolski, Tomasz 1 Stidham, Shaler jun. 1 Thonhauser, Stefan 1 Urban, Sebastian P. all top 5 Serials 9 Mathematical Methods of Operations Research 8 Insurance Mathematics & Economics 6 Statistics & Risk Modeling 4 Journal of Applied Probability 3 European Journal of Operational Research 3 Probability in the Engineering and Informational Sciences 3 Scandinavian Actuarial Journal 2 Advances in Applied Probability 2 Applied Mathematics and Optimization 2 Mathematics of Operations Research 2 Queueing Systems 2 Mathematical Finance 2 International Journal of Theoretical and Applied Finance 2 ASTIN Bulletin 2 Stochastics 2 SIAM Journal on Financial Mathematics 1 Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) 1 Journal of Mathematical Analysis and Applications 1 Metrika 1 IEEE Transactions on Automatic Control 1 Journal of Economic Theory 1 SIAM Journal on Control and Optimization 1 Operations Research Letters 1 Statistics & Decisions 1 Communications in Statistics. Stochastic Models 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 Finance and Stochastics 1 Stochastic Models 1 Oberwolfach Reports 1 European Actuarial Journal 1 Universitext 1 Springer-Lehrbuch Masterclass all top 5 Fields 50 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 36 Probability theory and stochastic processes (60-XX) 29 Operations research, mathematical programming (90-XX) 23 Systems theory; control (93-XX) 9 Statistics (62-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 2 General and overarching topics; collections (00-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 59 Publications have been cited 851 times in 648 Documents Cited by ▼ Year ▼ Markov decision processes with applications to finance. Zbl 1236.90004Bäuerle, Nicole; Rieder, Ulrich 124 2011 Benchmark and mean-variance problems for insurers. Zbl 1101.93081Bäuerle, Nicole 93 2005 Modelling and comparing dependencies in multivariable risk portfolios. Zbl 1137.91484Bäuerle, N.; Müller, A. 54 1998 Portfolio optimization with Markov-modulated stock prices and interest rates. Zbl 1366.91135Bäuerle, Nicole; Rieder, Ulrich 51 2004 Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428Rieder, Ulrich; Bäuerle, Nicole 48 2005 Stochastic orders and risk measures: consistency and bounds. Zbl 1105.60017Bäuerle, Nicole; Müller, Alfred 45 2006 More risk-sensitive Markov decision processes. Zbl 1291.90289Bäuerle, Nicole; Rieder, Ulrich 41 2014 Inequalities for stochastic models via supermodular orderings. Zbl 0871.60015Bäuerle, Nicole 37 1997 Portfolio optimization with jumps and unobservable intensity process. Zbl 1186.91189Bäuerle, Nicole; Rieder, Ulrich 29 2007 Optimal dividend-payout in random discrete time. Zbl 1233.91139Albrecher, Hansjörg; Bäuerle, Nicole; Thonhauser, Stefan 21 2011 Some results about the expected ruin time in Markov-modulated risk models. Zbl 0859.60081Bäuerle, Nicole 19 1996 Asymptotic optimality of tracking policies in stochastic networks. Zbl 1057.90003Bäuerle, Nicole 17 2000 A monotonicity result for the workload in Markov-modulated queues. Zbl 0931.60079Bäuerle, Nicole; Rolski, Tomasz 16 1998 Optimal portfolios for financial markets with Wishart volatility. Zbl 1283.93306Bäuerle, Nicole; Li, Zejing 16 2013 Markov decision processes with average-value-at-risk criteria. Zbl 1259.49035Bäuerle, Nicole; Ott, Jonathan 16 2011 Appoximation of optimal reinsurance and dividend payout policies. Zbl 1097.91052Bäuerle, Nicole 15 2004 Multivariate counting processes: copulas and beyond. Zbl 1098.62132Bäuerle, Nicole; Grübel, Rudolf 14 2005 MDP algorithms for portfolio optimization problems in pure jump markets. Zbl 1199.91169Bäuerle, Nicole; Rieder, Ulrich 14 2009 Zero-sum risk-sensitive stochastic games. Zbl 1398.91055Bäuerle, Nicole; Rieder, Ulrich 11 2017 Monotonicity results for \(MR/GI/1\) queues. Zbl 0885.60081Bäuerle, Nicole 11 1997 Optimal control and dependence modeling of insurance portfolios with Lévy dynamics. Zbl 1218.91068Bäuerle, Nicole; Blatter, Anja 10 2011 On the waiting time of arriving aircrafts and the capacity of airports with one or two runways. Zbl 1110.90017Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M. 10 2007 Stochastic optimal growth model with risk sensitive preferences. Zbl 1400.91321Bäuerle, Nicole; Jaśkiewicz, Anna 10 2018 Optimal control of queueing networks: An approach via fluid models. Zbl 1027.90007Bäuerle, Nicole 9 2002 Comparison results for Markov-modulated recursive models. Zbl 1096.60518Bäuerle, Nicole; Rieder, Ulrich 9 1997 Dependence properties and comparison results for Lévy processes. Zbl 1141.60023Bäuerle, Nicole; Blatter, Anja; Müller, Alfred 9 2008 A note on applications of stochastic ordering to control problems in insurance and finance. Zbl 1314.60104Bäuerle, Nicole; Bayraktar, Erhan 8 2014 Markov-modulated diffusion risk models. Zbl 1144.91023Bäuerle, Nicole; Kötter, Mirko 8 2007 The relaxed investor with partial information. Zbl 1255.91387Bäuerle, Nicole; Urban, Sebastian P.; Veraart, Luitgard A. M. 7 2012 Risk-sensitive dividend problems. Zbl 1341.91087Bäuerle, Nicole; Jaśkiewicz, Anna 6 2015 Risk management in credit risk portfolios with correlated assets. Zbl 1055.91039Bäuerle, Nicole 6 2002 Dynamic mean-risk optimization in a binomial model. Zbl 1176.91143Bäuerle, Nicole; Mundt, André 5 2009 Discounted stochastic fluid programs. Zbl 1082.93058Bäuerle, Nicole 5 2001 Complete markets do not allow free cash flow streams. Zbl 1318.91079Bäuerle, Nicole; Grether, Stefanie 5 2015 Portfolio optimization in fractional and rough Heston models. Zbl 1437.91403Bäuerle, Nicole; Desmettre, Sascha 5 2020 Optimal dividend payout model with risk sensitive preferences. Zbl 1422.91327Bäuerle, Nicole; Jaśkiewicz, Anna 4 2017 Optimal control of single-server fluid networks. Zbl 0960.90019Bäuerle, Nicole; Rieder, Ulrich 4 2000 Multivariate risk processes with interacting intensities. Zbl 1152.60058Bäuerle, Nicole; Grübel, Rudolf 4 2008 Dividends: from refracting to ratcheting. Zbl 1417.91260Albrecher, Hansjörg; Bäuerle, Nicole; Bladt, Martin 4 2018 Traditional versus nontraditional reinsurance in a dynamic setting. Zbl 1091.62101Bäuerle, Nicole 3 2004 The Markov-modulated risk model with investment. Zbl 1209.91083Kötter, Mirko; Bäuerle, Nicole 3 2007 Optimal risk allocation in reinsurance networks. Zbl 1416.91155Bäuerle, Nicole; Glauner, Alexander 3 2018 Control improvement for jump-diffusion processes with applications to finance. Zbl 1242.93141Bäuerle, Nicole; Rieder, Ulrich 2 2012 The advantage of small machines in a stochastic fluid production process. Zbl 0941.90025Bäuerle, Nicole 2 1998 Conservation laws for single-server fluid networks. Zbl 0997.90008Bäuerle, Nicole; Stidham, Shaler 2 2001 The periodic risk model with investment. Zbl 1141.91522Kötter, Mirko; Bäuerle, Nicole 2 2008 Risk-sensitive stopping problems for continuous-time Markov chains. Zbl 07550691Bäuerle, Nicole; Popp, Anton 2 2018 Extremal behavior of long-term investors with power utility. Zbl 1396.91674Bäuerle, Nicole; Grether, Stefanie 1 2017 Exact and approximate hidden Markov chain filters based on discrete observations. Zbl 1339.60040Bäuerle, Nicole; Gilitschenski, Igor; Hanebeck, Uwe 1 2015 On positive Harris recurrence of stochastic fluid networks. Zbl 1048.90055Bäuerle, Nicole 1 2001 A joint stock and bond market based on the hyperbolic Gaussian model. Zbl 1273.91448Bäuerle, Nicole; Pfeiffer, Robin 1 2013 Convex stochastic fluid programs with average cost. Zbl 1057.90005Bäuerle, Nicole 1 2001 How to improve the performance of ATM multiplexers. Zbl 1057.60503Bäuerle, Nicole 1 1999 Routing of airplanes to two runways. Zbl 1063.90036Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M. 1 2004 Markov decision processes. Zbl 1229.90254Bäuerle, Nicole; Rieder, Ulrich 1 2010 Martingale optimal transport in the discrete case via simple linear programming techniques. Zbl 1435.49010Bäuerle, Nicole; Schmithals, Daniel 1 2019 Robust optimal investment and reinsurance problems with learning. Zbl 1468.91121Bäuerle, Nicole; Leimcke, Gregor 1 2021 Optimal control of partially observable piecewise deterministic Markov processes. Zbl 1390.60275Bäuerle, Nicole; Lange, Dirk 1 2018 Minimizing spectral risk measures applied to Markov decision processes. Zbl 1479.90209Bäuerle, Nicole; Glauner, Alexander 1 2021 Robust optimal investment and reinsurance problems with learning. Zbl 1468.91121Bäuerle, Nicole; Leimcke, Gregor 1 2021 Minimizing spectral risk measures applied to Markov decision processes. Zbl 1479.90209Bäuerle, Nicole; Glauner, Alexander 1 2021 Portfolio optimization in fractional and rough Heston models. Zbl 1437.91403Bäuerle, Nicole; Desmettre, Sascha 5 2020 Martingale optimal transport in the discrete case via simple linear programming techniques. Zbl 1435.49010Bäuerle, Nicole; Schmithals, Daniel 1 2019 Stochastic optimal growth model with risk sensitive preferences. Zbl 1400.91321Bäuerle, Nicole; Jaśkiewicz, Anna 10 2018 Dividends: from refracting to ratcheting. Zbl 1417.91260Albrecher, Hansjörg; Bäuerle, Nicole; Bladt, Martin 4 2018 Optimal risk allocation in reinsurance networks. Zbl 1416.91155Bäuerle, Nicole; Glauner, Alexander 3 2018 Risk-sensitive stopping problems for continuous-time Markov chains. Zbl 07550691Bäuerle, Nicole; Popp, Anton 2 2018 Optimal control of partially observable piecewise deterministic Markov processes. Zbl 1390.60275Bäuerle, Nicole; Lange, Dirk 1 2018 Zero-sum risk-sensitive stochastic games. Zbl 1398.91055Bäuerle, Nicole; Rieder, Ulrich 11 2017 Optimal dividend payout model with risk sensitive preferences. Zbl 1422.91327Bäuerle, Nicole; Jaśkiewicz, Anna 4 2017 Extremal behavior of long-term investors with power utility. Zbl 1396.91674Bäuerle, Nicole; Grether, Stefanie 1 2017 Risk-sensitive dividend problems. Zbl 1341.91087Bäuerle, Nicole; Jaśkiewicz, Anna 6 2015 Complete markets do not allow free cash flow streams. Zbl 1318.91079Bäuerle, Nicole; Grether, Stefanie 5 2015 Exact and approximate hidden Markov chain filters based on discrete observations. Zbl 1339.60040Bäuerle, Nicole; Gilitschenski, Igor; Hanebeck, Uwe 1 2015 More risk-sensitive Markov decision processes. Zbl 1291.90289Bäuerle, Nicole; Rieder, Ulrich 41 2014 A note on applications of stochastic ordering to control problems in insurance and finance. Zbl 1314.60104Bäuerle, Nicole; Bayraktar, Erhan 8 2014 Optimal portfolios for financial markets with Wishart volatility. Zbl 1283.93306Bäuerle, Nicole; Li, Zejing 16 2013 A joint stock and bond market based on the hyperbolic Gaussian model. Zbl 1273.91448Bäuerle, Nicole; Pfeiffer, Robin 1 2013 The relaxed investor with partial information. Zbl 1255.91387Bäuerle, Nicole; Urban, Sebastian P.; Veraart, Luitgard A. M. 7 2012 Control improvement for jump-diffusion processes with applications to finance. Zbl 1242.93141Bäuerle, Nicole; Rieder, Ulrich 2 2012 Markov decision processes with applications to finance. Zbl 1236.90004Bäuerle, Nicole; Rieder, Ulrich 124 2011 Optimal dividend-payout in random discrete time. Zbl 1233.91139Albrecher, Hansjörg; Bäuerle, Nicole; Thonhauser, Stefan 21 2011 Markov decision processes with average-value-at-risk criteria. Zbl 1259.49035Bäuerle, Nicole; Ott, Jonathan 16 2011 Optimal control and dependence modeling of insurance portfolios with Lévy dynamics. Zbl 1218.91068Bäuerle, Nicole; Blatter, Anja 10 2011 Markov decision processes. Zbl 1229.90254Bäuerle, Nicole; Rieder, Ulrich 1 2010 MDP algorithms for portfolio optimization problems in pure jump markets. Zbl 1199.91169Bäuerle, Nicole; Rieder, Ulrich 14 2009 Dynamic mean-risk optimization in a binomial model. Zbl 1176.91143Bäuerle, Nicole; Mundt, André 5 2009 Dependence properties and comparison results for Lévy processes. Zbl 1141.60023Bäuerle, Nicole; Blatter, Anja; Müller, Alfred 9 2008 Multivariate risk processes with interacting intensities. Zbl 1152.60058Bäuerle, Nicole; Grübel, Rudolf 4 2008 The periodic risk model with investment. Zbl 1141.91522Kötter, Mirko; Bäuerle, Nicole 2 2008 Portfolio optimization with jumps and unobservable intensity process. Zbl 1186.91189Bäuerle, Nicole; Rieder, Ulrich 29 2007 On the waiting time of arriving aircrafts and the capacity of airports with one or two runways. Zbl 1110.90017Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M. 10 2007 Markov-modulated diffusion risk models. Zbl 1144.91023Bäuerle, Nicole; Kötter, Mirko 8 2007 The Markov-modulated risk model with investment. Zbl 1209.91083Kötter, Mirko; Bäuerle, Nicole 3 2007 Stochastic orders and risk measures: consistency and bounds. Zbl 1105.60017Bäuerle, Nicole; Müller, Alfred 45 2006 Benchmark and mean-variance problems for insurers. Zbl 1101.93081Bäuerle, Nicole 93 2005 Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428Rieder, Ulrich; Bäuerle, Nicole 48 2005 Multivariate counting processes: copulas and beyond. Zbl 1098.62132Bäuerle, Nicole; Grübel, Rudolf 14 2005 Portfolio optimization with Markov-modulated stock prices and interest rates. Zbl 1366.91135Bäuerle, Nicole; Rieder, Ulrich 51 2004 Appoximation of optimal reinsurance and dividend payout policies. Zbl 1097.91052Bäuerle, Nicole 15 2004 Traditional versus nontraditional reinsurance in a dynamic setting. Zbl 1091.62101Bäuerle, Nicole 3 2004 Routing of airplanes to two runways. Zbl 1063.90036Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M. 1 2004 Optimal control of queueing networks: An approach via fluid models. Zbl 1027.90007Bäuerle, Nicole 9 2002 Risk management in credit risk portfolios with correlated assets. Zbl 1055.91039Bäuerle, Nicole 6 2002 Discounted stochastic fluid programs. Zbl 1082.93058Bäuerle, Nicole 5 2001 Conservation laws for single-server fluid networks. Zbl 0997.90008Bäuerle, Nicole; Stidham, Shaler 2 2001 On positive Harris recurrence of stochastic fluid networks. Zbl 1048.90055Bäuerle, Nicole 1 2001 Convex stochastic fluid programs with average cost. Zbl 1057.90005Bäuerle, Nicole 1 2001 Asymptotic optimality of tracking policies in stochastic networks. Zbl 1057.90003Bäuerle, Nicole 17 2000 Optimal control of single-server fluid networks. Zbl 0960.90019Bäuerle, Nicole; Rieder, Ulrich 4 2000 How to improve the performance of ATM multiplexers. Zbl 1057.60503Bäuerle, Nicole 1 1999 Modelling and comparing dependencies in multivariable risk portfolios. Zbl 1137.91484Bäuerle, N.; Müller, A. 54 1998 A monotonicity result for the workload in Markov-modulated queues. Zbl 0931.60079Bäuerle, Nicole; Rolski, Tomasz 16 1998 The advantage of small machines in a stochastic fluid production process. Zbl 0941.90025Bäuerle, Nicole 2 1998 Inequalities for stochastic models via supermodular orderings. Zbl 0871.60015Bäuerle, Nicole 37 1997 Monotonicity results for \(MR/GI/1\) queues. Zbl 0885.60081Bäuerle, Nicole 11 1997 Comparison results for Markov-modulated recursive models. Zbl 1096.60518Bäuerle, Nicole; Rieder, Ulrich 9 1997 Some results about the expected ruin time in Markov-modulated risk models. Zbl 0859.60081Bäuerle, Nicole 19 1996 all cited Publications top 5 cited Publications all top 5 Cited by 824 Authors 38 Bäuerle, Nicole 15 Zeng, Yan 14 Guo, Xianping 13 Cavazos-Cadena, Rolando 13 Zhang, Yi 12 Shen, Yang 12 Young, Virginia R. 11 Liang, Zhibin 10 Li, Danping 10 Siu, Tak Kuen 10 Wei, Qingda 9 Bi, Junna 9 Denuit, Michel M. 9 Huang, Yonghui 9 Li, Zhongfei 9 Marceau, Étienne 9 Müller, Alfred 9 Zhao, Hui 8 Piunovskiĭ, Alekseĭ Borisovich 8 Sass, Jörn 8 Zhang, Xin 7 Albrecher, Hansjörg 7 Dufour, François 7 Frostig, Esther 7 Rong, Ximin 7 Yang, Hailiang 6 Chen, Xian 6 Cruz Suárez, Hugo Adán 6 Dhaene, Jan 6 Eksi, Zehra 6 Escobar, Marcos 6 Goovaerts, Marc J. 6 Gu, Ailing 6 Guo, Junyi 6 Guo, Xin 6 Jaśkiewicz, Anna 6 Özekici, Süleyman 6 Pellerey, Franco 6 Rieder, Ulrich 6 Rüschendorf, Ludger 6 Sun, Zhongyang 6 Thonhauser, Stefan 6 Wang, Ruodu 6 Yang, Peng 6 Yuen, Kam Chuen 5 Cai, Jun 5 Colaneri, Katia 5 Cossette, Hélène 5 de Saporta, Benoîte 5 Forsyth, Peter A. 5 Glauner, Alexander 5 Hu, Yijun 5 Li, Shuanming 5 Szölgyenyi, Michaela 5 Viens, Frederi G. 4 Bayraktar, Erhan 4 Bellini, Fabio 4 Çanakoğlu, Ethem 4 Chen, Zhiping 4 Genest, Christian 4 Hu, Taizhong 4 Kaas, Rob 4 Leobacher, Gunther 4 Li, Bin 4 Lu, Yi 4 Meng, Hui 4 Runggaldier, Wolfgang J. 4 Ruszczyński, Andrzej 4 Stettner, Łukasz 4 Wunderlich, Ralf 4 Yang, Xiangqun 4 Yi, Bo 4 Zagst, Rudi 4 Zhang, Caibin 4 Zhang, Zhimin 3 Abergel, Frédéric 3 Altay, Sühan 3 Amiri, Mehdi 3 Avanzi, Benjamin 3 Balbus, Łukasz 3 Belzunce, Félix 3 Bignozzi, Valeria 3 Brandtner, Mario 3 Ceci, Claudia 3 Chen, Lv 3 Cheung, Eric C. K. 3 Costa, Oswaldo Luiz V. 3 Dang, Duy Minh 3 Eisenberg, Julia 3 Elliott, Robert James 3 Han, Xia 3 Hata, Hiroaki 3 Hernández-Hernández, Daniel 3 Hinz, Juri 3 Jelito, Damian 3 Juri, Alessandro 3 Korn, Ralf 3 Kulik, Rafał 3 Kürsten, Wolfgang 3 Landriault, David ...and 724 more Authors all top 5 Cited in 132 Serials 110 Insurance Mathematics & Economics 33 Mathematical Methods of Operations Research 25 European Journal of Operational Research 20 Journal of Applied Probability 20 Scandinavian Actuarial Journal 17 International Journal of Theoretical and Applied Finance 15 SIAM Journal on Financial Mathematics 14 SIAM Journal on Control and Optimization 14 Statistics & Probability Letters 13 Journal of Computational and Applied Mathematics 12 Methodology and Computing in Applied Probability 12 Quantitative Finance 11 Applied Mathematics and Optimization 10 Advances in Applied Probability 10 Journal of Multivariate Analysis 10 Annals of Operations Research 9 Operations Research Letters 9 Finance and Stochastics 9 Journal of Industrial and Management Optimization 8 Stochastic Models 8 Mathematics and Financial Economics 8 Statistics & Risk Modeling 7 Journal of Mathematical Analysis and Applications 7 Automatica 7 Operations Research 7 Communications in Statistics. Theory and Methods 7 ASTIN Bulletin 6 Mathematics of Operations Research 6 Stochastic Processes and their Applications 6 Mathematical Problems in Engineering 6 Mathematical Finance 6 Probability in the Engineering and Informational Sciences 6 North American Actuarial Journal 5 Journal of Optimization Theory and Applications 5 Acta Mathematicae Applicatae Sinica. English Series 5 Queueing Systems 5 Discrete Event Dynamic Systems 5 Asia-Pacific Financial Markets 5 Stochastics 4 Optimization 4 Computers & Operations Research 4 Journal of Economic Dynamics & Control 4 The Annals of Applied Probability 4 Discrete Dynamics in Nature and Society 4 Dynamic Games and Applications 3 Computers & Mathematics with Applications 3 International Journal of Control 3 Kybernetika 3 Automation and Remote Control 3 Applied Mathematical Finance 3 Abstract and Applied Analysis 3 Journal of Systems Science and Complexity 3 4OR 3 European Actuarial Journal 2 Theory of Probability and its Applications 2 Applied Mathematics and Computation 2 Systems & Control Letters 2 Stochastic Analysis and Applications 2 Top 2 Applied Stochastic Models in Business and Industry 2 The ANZIAM Journal 2 Decisions in Economics and Finance 2 Journal of Machine Learning Research (JMLR) 2 Frontiers of Mathematics in China 2 Advances in Operations Research 2 AIMS Mathematics 1 Journal of Engineering Mathematics 1 Mathematical Notes 1 Problems of Information Transmission 1 Archiv der Mathematik 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Demonstratio Mathematica 1 Fuzzy Sets and Systems 1 Journal of Economic Theory 1 Journal of Mathematical Economics 1 Journal of Mathematical Psychology 1 Journal of Statistical Planning and Inference 1 Numerische Mathematik 1 Journal of Information & Optimization Sciences 1 Mathematical Social Sciences 1 Bulletin of the Korean Mathematical Society 1 Acta Applicandae Mathematicae 1 International Journal of Approximate Reasoning 1 Numerical Methods for Partial Differential Equations 1 Journal of Theoretical Probability 1 MCSS. Mathematics of Control, Signals, and Systems 1 Journal of Scientific Computing 1 Journal of Applied Mathematics and Stochastic Analysis 1 European Journal of Applied Mathematics 1 Journal of Statistical Computation and Simulation 1 SIAM Review 1 Computational Statistics and Data Analysis 1 Mathematical Programming. Series A. Series B 1 International Journal of Robust and Nonlinear Control 1 SIAM Journal on Optimization 1 Cybernetics and Systems Analysis 1 Topological Methods in Nonlinear Analysis 1 Applied Mathematics. Series B (English Edition) 1 Theory of Probability and Mathematical Statistics 1 Economic Theory ...and 32 more Serials all top 5 Cited in 19 Fields 456 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 321 Probability theory and stochastic processes (60-XX) 221 Systems theory; control (93-XX) 176 Operations research, mathematical programming (90-XX) 103 Statistics (62-XX) 54 Calculus of variations and optimal control; optimization (49-XX) 13 Numerical analysis (65-XX) 13 Computer science (68-XX) 12 Partial differential equations (35-XX) 8 Integral equations (45-XX) 8 Biology and other natural sciences (92-XX) 4 Integral transforms, operational calculus (44-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Ordinary differential equations (34-XX) 2 Functional analysis (46-XX) 2 Operator theory (47-XX) 1 Real functions (26-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.