Edit Profile (opens in new tab) Taksar, Michael I. Compute Distance To: Compute Author ID: taksar.michael-i Published as: Taksar, Michael; Taksar, M. I.; Taksar, Michael I.; Taksar, M. more...less Documents Indexed: 95 Publications since 1968, including 1 Book Biographic References: 1 Publication Co-Authors: 55 Co-Authors with 75 Joint Publications 1,615 Co-Co-Authors all top 5 Co-Authors 19 single-authored 16 Sethi, Suresh P. 9 Evstigneev, Igor V. 6 Højgaard, Bjarne 6 Krichagina, Elena V. 5 Choulli, Tahir 5 Luo, Shangzhen 4 Zeng, Xudong 3 Asmussen, Søren 3 Hipp, Christian 3 Lou, Sheldon X. C. 3 Suo, Wulin 3 Zhang, Qing 2 Beyer, Dirk 2 Grassmann, Winfried K. 2 Liptser, Robert 2 Menaldi, Jose-Luis 2 Poznyak, Aleksandr Semënovich 2 Presman, Ernst L. 2 Runggaldier, Wolfgang J. 1 Akian, Marianne 1 Assaf, David 1 Bahsoun, Wael 1 Belkina, Tatiana 1 Buescu, Cristin 1 Cadenillas, Abel 1 Cheng, Feng 1 Christensen, Bent Jesper 1 Dempster, Michael A. H. 1 Duffie, James Darrell 1 Fitzsimmons, Patrick J. 1 Fukushima, Masatoshi 1 Harrison, John Michael 1 Hernández-Hernández, Daniel 1 Hernández-Lerma, Onésimo 1 Heyman, Daniel P. 1 Huang, Chifu 1 Hunderup, Christine Loft 1 Iparraguirre, A. 1 Kella, Offer 1 Klass, Michael J. 1 Koné, Fatoumata J. 1 Lehoczky, John P. 1 Markussen, Charlotte 1 Robin, Maurice 1 Rotar, Vladimir Il’ich 1 Rubio, Rodrigo 1 Schürger, Klaus 1 Soner, Halil Mete 1 Sulem, Agnès 1 Tsoi, Allanus H. 1 Wein, Lawrence M. 1 Yan, Houmina 1 Yang, Jun 1 Zhang, Lei 1 Zhu, Steven H. all top 5 Serials 10 Insurance Mathematics & Economics 7 Mathematics of Operations Research 6 SIAM Journal on Control and Optimization 5 Mathematical Finance 4 Theory of Probability and its Applications 4 Journal of Optimization Theory and Applications 3 Annals of Operations Research 3 Finance and Stochastics 3 Quantitative Finance 2 The Annals of Probability 2 Journal of Computational and Applied Mathematics 2 Journal of Mathematical Economics 2 Operations Research 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Journal of Information & Optimization Sciences 2 Journal of Economic Dynamics & Control 2 The Annals of Applied Probability 2 Applicationes Mathematicae 2 Mathematical Methods of Operations Research 2 Stochastics 2 Risk and Decision Analysis 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 Automatica 1 IEEE Transactions on Automatic Control 1 Journal of Economic Theory 1 Scandinavian Actuarial Journal 1 MCSS. Mathematics of Control, Signals, and Systems 1 Queueing Systems 1 Discrete Event Dynamic Systems 1 Stochastic Processes and their Applications 1 Stochastics and Stochastics Reports 1 International Transactions in Operational Research 1 International Journal of Theoretical and Applied Finance 1 Scandinavian Actuarial Journal 1 Stochastics and Dynamics 1 International Series in Operations Research & Management Science 1 Annals of Finance 1 Nonlinear Analysis. Theory, Methods & Applications all top 5 Fields 49 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 49 Systems theory; control (93-XX) 41 Probability theory and stochastic processes (60-XX) 20 Calculus of variations and optimal control; optimization (49-XX) 20 Operations research, mathematical programming (90-XX) 3 Statistics (62-XX) 2 Partial differential equations (35-XX) 2 Operator theory (47-XX) 1 Potential theory (31-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 76 Publications have been cited 1,813 times in 987 Documents Cited by ▼ Year ▼ Controlled diffusion models for optimal dividend pay-out. Zbl 1065.91529Asmussen, Søren; Taksar, Michael 214 1997 Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. Zbl 0958.91026Asmussen, Søren; Højgaard, Bjarne; Taksar, Michael 127 2000 Controlling risk exposure and dividends payout schemes: Insurance company example. Zbl 0999.91052Højgaard, Bjarne; Taksar, Michael 107 1999 Optimal risk and dividend distribution control models for an insurance company. Zbl 0947.91043Taksar, Michael I. 90 2000 Regenerative analysis and steady state distributions for Markov chains. Zbl 0576.60083Grassmann, Winfried K.; Taksar, Michael I.; Heyman, Daniel P. 79 1985 Optimal dynamic reinsurance policies for large insurance portfolios. Zbl 1066.91052Taksar, Michael I.; Markussen, Charlotte 72 2003 Instantaneous control of Brownian motion. Zbl 0523.93068Harrison, J. Michael; Taksar, Michael I. 71 1983 Optimal proportional reinsurance policies for diffusion models. Zbl 1075.91559Højgaard, B.; Taksar, M. 70 1998 Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm. Zbl 1136.91473Cadenillas, Abel; Choulli, Tahir; Taksar, Michael; Zhang, Lei 68 2006 A diffusion model for optimal dividend distribution for a company with constraints on risk control. Zbl 1084.91047Choulli, Tahir; Taksar, Michael; Zhou, Xun Yu 67 2003 On reinsurance and investment for large insurance portfolios. Zbl 1141.91532Luo, Shangzhen; Taksar, Michael; Tsoi, Allanus 63 2008 A diffusion model for optimal portfolio selection in the presence of brokerage fees. Zbl 0850.93886Taksar, Michael; Klass, Michael J.; Assaf, David 47 1988 Optimal risk and dividend control for a company with a debt liability. Zbl 0907.90101Taksar, Michael I.; Zhou, Xun Yu 44 1998 Optimal proportional reinsurance policies for diffusion models with transaction costs. Zbl 1093.91518Højgaard, Bjarne; Taksar, Michael 40 1998 Optimal financing of a corporation subject to random returns. Zbl 1048.91068Sethi, Suresh P.; Taksar, Michael I. 39 2002 Optimal risk control for a large corporation in the presence of returns on investments. Zbl 1049.93090Højgaard, Bjarne; Taksar, Michael 36 2001 A stochastic volatility model and optimal portfolio selection. Zbl 1286.91130Zeng, Xudong; Taksar, Michael 32 2013 Optimal non-proportional reinsurance control. Zbl 1231.91199Hipp, Christian; Taksar, Michael 30 2010 Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility. Zbl 1055.91016Akian, Marianne; Sulem, Agnès; Taksar, Michael I. 28 2001 Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy. Zbl 1405.91558Højgaard, Bjarne; Taksar, Michael 23 2004 Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction. Zbl 1405.91251Choulli, T.; Taksar, M.; Zhou, X. Y. 22 2001 Average optimal singular control and a related stopping problem. Zbl 0562.93083Taksar, M. I. 22 1985 Stochastic control for optimal new business. Zbl 1103.91366Hipp, Christian; Taksar, Michael 22 2000 Optimal non-proportional reinsurance control and stochastic differential games. Zbl 1218.91064Taksar, Michael; Zeng, Xudong 21 2011 Optimal correction problem of a multidimensional stochastic system. Zbl 0685.93079Menaldi, J. L.; Taksar, M. I. 20 1989 Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy. Zbl 0762.90005Sethi, Suresh P.; Taksar, Michael I.; Presman, Ernst L. 19 1992 Inventory models with Markovian demands and cost functions of polynomial growth. Zbl 0908.90108Beyer, D.; Sethi, S. P.; Taksar, M. 19 1998 The linear programming approach to deterministic optimal control problems. Zbl 0871.49005Hernández-Hernández, D.; Hernández-Lerma, O.; Taksar, M. 18 1996 Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model. Zbl 1233.91117Dempster, M. A. H.; Evstigneev, I. V.; Taksar, M. I. 18 2006 Diffusion approximation for \(GI/G/1\) controlled queues. Zbl 0760.60087Krichagina, E. V.; Taksar, M. I. 16 1992 Optimal production planning in a stochastic manufacturing system with long-run average cost. Zbl 0886.90084Sethi, S. P.; Suo, W.; Taksar, M. I.; Zhang, Q. 16 1997 Markovian demand inventory models. Zbl 1222.90001Beyer, Dirk; Cheng, Feng; Sethi, Suresh P.; Taksar, Michael 16 2010 On absolute ruin minimization under a diffusion approximation model. Zbl 1233.91151Luo, Shangzhen; Taksar, Michael 16 2011 On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria. Zbl 1137.91443Evstigneev, Igor V.; Schürger, Klaus; Taksar, Michael I. 13 2004 Dependence of the optimal risk control decisions on the terminal value for a financial corporation. Zbl 1035.91039Taksar, Michael I. 13 2000 Optimal production planning in a multi-product stochastic manufacturing system with long-run average cost. Zbl 0907.90179Sethi, S. P.; Suo, W.; Taksar, M. I.; Yan, H. 13 1998 A note on Merton’s “Optimum consumption and portfolio rules in a continuous-time model”. Zbl 0657.90028Sethi, Suresh P.; Taksar, Michael 12 1988 Infinite-dimensional linear programming approach to singular stochastic control. Zbl 0880.93060Taksar, Michael I. 11 1997 A dynamic stochastic stock-cutting problem. Zbl 0987.90008Krichagina, Elena V.; Rubio, Rodrigo; Taksar, Michael I.; Wein, Lawrence M. 11 1998 Optimal constrained investment in the Cramer-Lundberg model. Zbl 1401.91099Belkina, Tatiana; Hipp, Christian; Luo, Shangzhen; Taksar, Michael 11 2014 Infinite-horizon investment consumption model with a nonterminal bankruptcy. Zbl 0795.90003Sethi, S.; Taksar, M. 8 1992 Stationary regenerative sets and subordinators. Zbl 0655.60061Fitzsimmons, P. J.; Taksar, Michael 8 1988 An asymptotic analysis of hierarchical control of manufacturing systems under uncertainty. Zbl 0742.90037Lehoczky, John; Sethi, Suresh P.; Soner, H. M.; Taksar, Michael I. 8 1991 Singular ergodic control for multidimensional Gaussian processes. Zbl 0745.93071Menaldi, J. L.; Robin, M.; Taksar, M. I. 8 1992 The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance. Zbl 1141.91467Taksar, Michael; Hunderup, Christine Loft 8 2007 Stochastic equilibria on graphs, I. Zbl 0823.90014Evstigneev, I.; Taksar, M. 7 1994 Equilibrium states of random economies with locally interacting agents and solutions to stochastic variational inequalities in \(\langle L_1,L_{\infty}\rangle\). Zbl 1011.91023Evstigneev, I. V.; Taksar, M. I. 7 2002 Regenerative sets on real line. Zbl 0435.60014Taksar, M. I. 6 1980 Stochastic equilibria on graphs. II. Zbl 0833.90026Evstigneev, I. V.; Taksar, M. 6 1995 Portfolio size as function of the premium: modelling and optimization. Zbl 1292.91088Asmussen, Søren; Christensen, Bent Jesper; Taksar, Michael 6 2013 Dynkin games via Dirichlet forms and singular control of one-dimensional diffusions. Zbl 1028.31006Fukushima, Masatoshi; Taksar, Michael 5 2002 Rapid growth paths in convex-valued random dynamical systems. Zbl 1038.60063Evstigneev, Igor V.; Taksar, Michael I. 5 2001 Interplay between dividend rate and business constraints for a financial corporation. Zbl 1084.91048Choulli, Tahir; Taksar, Michael; Zhou, Xun Yu 4 2004 Optimal terminal wealth under partial information: both the drift and the volatility driven by a discrete-time Markov chain. Zbl 1140.93042Taksar, Michael; Zeng, Xudong 4 2007 Dynamic interaction models of economic equilibrium. Zbl 1170.91441Evstigneev, Igor; Taksar, Michael 4 2009 Skorohod problems with nonsmooth boundary conditions. Zbl 0753.60072Taksar, M. I. 3 1992 Production control in a failure-prone manufactoring system: Diffusion approximation and asymptotic optimality. Zbl 0804.90067Krichagina, Elena V.; Lou, Sheldon X. C.; Sethi, Suresh P.; Taksar, Michael I. 3 1993 Deterministic approximation for stochastic control problems. Zbl 0867.93085Liptser, R. Sh.; Runggaldier, W. J.; Taksar, M. 3 1996 Diffusion approximation and optimal stochastic control. Zbl 0974.60066Liptser, R.; Runggaldier, W. J.; Taksar, M. 3 1999 First hitting time of curvilinear boundary by Wiener process. Zbl 0502.60063Taksar, M. I. 3 1982 Rapid paths in von Neumann-Gale dynamical systems. Zbl 1170.37026Bahsoun, Wael; Evstigneev, Igor V.; Taksar, Michael I. 3 2008 Minimal cost of a Brownian risk without ruin. Zbl 1285.91062Luo, Shangzhen; Taksar, Michael 3 2012 Storage model with discontinuous holding cost. Zbl 0561.93065Taksar, Michael I. 2 1984 Deterministic equivalent for a continuous linear-convex stochastic control problem. Zbl 0687.93081Sethi, S.; Taksar, M. I. 2 1990 Optimality in probability and almost surely. The general scheme and a linear regulator problem. Zbl 0779.60041Presman, E.; Rotar, V.; Taksar, M. 2 1993 A heavy-traffic limit for the cycle counting process in \(G/G/1\), optional interruptions and elastic screen Brownian motion. Zbl 0794.60098Kella, Offer; Taksar, Michael I. 2 1994 Double band policy for stochastic manufacturing systems in heavy traffic. Zbl 0821.90061Krichagina, Elena V.; Lou, Sheldon X. C.; Taksar, Michael I. 2 1994 Optimal production and setup scheduling: A one-machine, two-product system. Zbl 0990.90032Yang, Jun; Yan, Houmina; Taksar, M. I. 2 2000 Robust output feedback control for linear stochastic systems in continuous time with time-varying parameters. Zbl 0957.93037Taksar, M. I.; Poznyak, A. S.; Iparraguirre, A. 2 1998 Excess-of-loss reinsurance under taxes and fixed costs. Zbl 1229.91158Choulli, Tahir; Taksar, Michael 2 2010 Optimal price and income regulation under uncertainty in the model with one producer. Zbl 0611.90031Taksar, Michael I. 1 1986 Stationary Markov sets. Zbl 0629.60086Taksar, M. I. 1 1987 A formula for wanderings of a regular Markov process. Zbl 0372.60099Taksar, M. I. 1 1976 Subprocesses of stationary Markov processes. Zbl 0447.60056Taksar, M. I. 1 1981 Hierarchical investment and production decisions in stochastic manufacturing systems. Zbl 0788.90035Sethi, S. P.; Taksar, M.; Zhang, Q. 1 1992 On maximizing CRRA utility in regime switching markets with random endowment. Zbl 1202.93155Taksar, Michael; Zeng, Xudong 1 2010 Optimal constrained investment in the Cramer-Lundberg model. Zbl 1401.91099Belkina, Tatiana; Hipp, Christian; Luo, Shangzhen; Taksar, Michael 11 2014 A stochastic volatility model and optimal portfolio selection. Zbl 1286.91130Zeng, Xudong; Taksar, Michael 32 2013 Portfolio size as function of the premium: modelling and optimization. Zbl 1292.91088Asmussen, Søren; Christensen, Bent Jesper; Taksar, Michael 6 2013 Minimal cost of a Brownian risk without ruin. Zbl 1285.91062Luo, Shangzhen; Taksar, Michael 3 2012 Optimal non-proportional reinsurance control and stochastic differential games. Zbl 1218.91064Taksar, Michael; Zeng, Xudong 21 2011 On absolute ruin minimization under a diffusion approximation model. Zbl 1233.91151Luo, Shangzhen; Taksar, Michael 16 2011 Optimal non-proportional reinsurance control. Zbl 1231.91199Hipp, Christian; Taksar, Michael 30 2010 Markovian demand inventory models. Zbl 1222.90001Beyer, Dirk; Cheng, Feng; Sethi, Suresh P.; Taksar, Michael 16 2010 Excess-of-loss reinsurance under taxes and fixed costs. Zbl 1229.91158Choulli, Tahir; Taksar, Michael 2 2010 On maximizing CRRA utility in regime switching markets with random endowment. Zbl 1202.93155Taksar, Michael; Zeng, Xudong 1 2010 Dynamic interaction models of economic equilibrium. Zbl 1170.91441Evstigneev, Igor; Taksar, Michael 4 2009 On reinsurance and investment for large insurance portfolios. Zbl 1141.91532Luo, Shangzhen; Taksar, Michael; Tsoi, Allanus 63 2008 Rapid paths in von Neumann-Gale dynamical systems. Zbl 1170.37026Bahsoun, Wael; Evstigneev, Igor V.; Taksar, Michael I. 3 2008 The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance. Zbl 1141.91467Taksar, Michael; Hunderup, Christine Loft 8 2007 Optimal terminal wealth under partial information: both the drift and the volatility driven by a discrete-time Markov chain. Zbl 1140.93042Taksar, Michael; Zeng, Xudong 4 2007 Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm. Zbl 1136.91473Cadenillas, Abel; Choulli, Tahir; Taksar, Michael; Zhang, Lei 68 2006 Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model. Zbl 1233.91117Dempster, M. A. H.; Evstigneev, I. V.; Taksar, M. I. 18 2006 Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy. Zbl 1405.91558Højgaard, Bjarne; Taksar, Michael 23 2004 On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria. Zbl 1137.91443Evstigneev, Igor V.; Schürger, Klaus; Taksar, Michael I. 13 2004 Interplay between dividend rate and business constraints for a financial corporation. Zbl 1084.91048Choulli, Tahir; Taksar, Michael; Zhou, Xun Yu 4 2004 Optimal dynamic reinsurance policies for large insurance portfolios. Zbl 1066.91052Taksar, Michael I.; Markussen, Charlotte 72 2003 A diffusion model for optimal dividend distribution for a company with constraints on risk control. Zbl 1084.91047Choulli, Tahir; Taksar, Michael; Zhou, Xun Yu 67 2003 Optimal financing of a corporation subject to random returns. Zbl 1048.91068Sethi, Suresh P.; Taksar, Michael I. 39 2002 Equilibrium states of random economies with locally interacting agents and solutions to stochastic variational inequalities in \(\langle L_1,L_{\infty}\rangle\). Zbl 1011.91023Evstigneev, I. V.; Taksar, M. I. 7 2002 Dynkin games via Dirichlet forms and singular control of one-dimensional diffusions. Zbl 1028.31006Fukushima, Masatoshi; Taksar, Michael 5 2002 Optimal risk control for a large corporation in the presence of returns on investments. Zbl 1049.93090Højgaard, Bjarne; Taksar, Michael 36 2001 Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility. Zbl 1055.91016Akian, Marianne; Sulem, Agnès; Taksar, Michael I. 28 2001 Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction. Zbl 1405.91251Choulli, T.; Taksar, M.; Zhou, X. Y. 22 2001 Rapid growth paths in convex-valued random dynamical systems. Zbl 1038.60063Evstigneev, Igor V.; Taksar, Michael I. 5 2001 Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. Zbl 0958.91026Asmussen, Søren; Højgaard, Bjarne; Taksar, Michael 127 2000 Optimal risk and dividend distribution control models for an insurance company. Zbl 0947.91043Taksar, Michael I. 90 2000 Stochastic control for optimal new business. Zbl 1103.91366Hipp, Christian; Taksar, Michael 22 2000 Dependence of the optimal risk control decisions on the terminal value for a financial corporation. Zbl 1035.91039Taksar, Michael I. 13 2000 Optimal production and setup scheduling: A one-machine, two-product system. Zbl 0990.90032Yang, Jun; Yan, Houmina; Taksar, M. I. 2 2000 Controlling risk exposure and dividends payout schemes: Insurance company example. Zbl 0999.91052Højgaard, Bjarne; Taksar, Michael 107 1999 Diffusion approximation and optimal stochastic control. Zbl 0974.60066Liptser, R.; Runggaldier, W. J.; Taksar, M. 3 1999 Optimal proportional reinsurance policies for diffusion models. Zbl 1075.91559Højgaard, B.; Taksar, M. 70 1998 Optimal risk and dividend control for a company with a debt liability. Zbl 0907.90101Taksar, Michael I.; Zhou, Xun Yu 44 1998 Optimal proportional reinsurance policies for diffusion models with transaction costs. Zbl 1093.91518Højgaard, Bjarne; Taksar, Michael 40 1998 Inventory models with Markovian demands and cost functions of polynomial growth. Zbl 0908.90108Beyer, D.; Sethi, S. P.; Taksar, M. 19 1998 Optimal production planning in a multi-product stochastic manufacturing system with long-run average cost. Zbl 0907.90179Sethi, S. P.; Suo, W.; Taksar, M. I.; Yan, H. 13 1998 A dynamic stochastic stock-cutting problem. Zbl 0987.90008Krichagina, Elena V.; Rubio, Rodrigo; Taksar, Michael I.; Wein, Lawrence M. 11 1998 Robust output feedback control for linear stochastic systems in continuous time with time-varying parameters. Zbl 0957.93037Taksar, M. I.; Poznyak, A. S.; Iparraguirre, A. 2 1998 Controlled diffusion models for optimal dividend pay-out. Zbl 1065.91529Asmussen, Søren; Taksar, Michael 214 1997 Optimal production planning in a stochastic manufacturing system with long-run average cost. Zbl 0886.90084Sethi, S. P.; Suo, W.; Taksar, M. I.; Zhang, Q. 16 1997 Infinite-dimensional linear programming approach to singular stochastic control. Zbl 0880.93060Taksar, Michael I. 11 1997 The linear programming approach to deterministic optimal control problems. Zbl 0871.49005Hernández-Hernández, D.; Hernández-Lerma, O.; Taksar, M. 18 1996 Deterministic approximation for stochastic control problems. Zbl 0867.93085Liptser, R. Sh.; Runggaldier, W. J.; Taksar, M. 3 1996 Stochastic equilibria on graphs. II. Zbl 0833.90026Evstigneev, I. V.; Taksar, M. 6 1995 Stochastic equilibria on graphs, I. Zbl 0823.90014Evstigneev, I.; Taksar, M. 7 1994 A heavy-traffic limit for the cycle counting process in \(G/G/1\), optional interruptions and elastic screen Brownian motion. Zbl 0794.60098Kella, Offer; Taksar, Michael I. 2 1994 Double band policy for stochastic manufacturing systems in heavy traffic. Zbl 0821.90061Krichagina, Elena V.; Lou, Sheldon X. C.; Taksar, Michael I. 2 1994 Production control in a failure-prone manufactoring system: Diffusion approximation and asymptotic optimality. Zbl 0804.90067Krichagina, Elena V.; Lou, Sheldon X. C.; Sethi, Suresh P.; Taksar, Michael I. 3 1993 Optimality in probability and almost surely. The general scheme and a linear regulator problem. Zbl 0779.60041Presman, E.; Rotar, V.; Taksar, M. 2 1993 Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy. Zbl 0762.90005Sethi, Suresh P.; Taksar, Michael I.; Presman, Ernst L. 19 1992 Diffusion approximation for \(GI/G/1\) controlled queues. Zbl 0760.60087Krichagina, E. V.; Taksar, M. I. 16 1992 Infinite-horizon investment consumption model with a nonterminal bankruptcy. Zbl 0795.90003Sethi, S.; Taksar, M. 8 1992 Singular ergodic control for multidimensional Gaussian processes. Zbl 0745.93071Menaldi, J. L.; Robin, M.; Taksar, M. I. 8 1992 Skorohod problems with nonsmooth boundary conditions. Zbl 0753.60072Taksar, M. I. 3 1992 Hierarchical investment and production decisions in stochastic manufacturing systems. Zbl 0788.90035Sethi, S. P.; Taksar, M.; Zhang, Q. 1 1992 An asymptotic analysis of hierarchical control of manufacturing systems under uncertainty. Zbl 0742.90037Lehoczky, John; Sethi, Suresh P.; Soner, H. M.; Taksar, Michael I. 8 1991 Deterministic equivalent for a continuous linear-convex stochastic control problem. Zbl 0687.93081Sethi, S.; Taksar, M. I. 2 1990 Optimal correction problem of a multidimensional stochastic system. Zbl 0685.93079Menaldi, J. L.; Taksar, M. I. 20 1989 A diffusion model for optimal portfolio selection in the presence of brokerage fees. Zbl 0850.93886Taksar, Michael; Klass, Michael J.; Assaf, David 47 1988 A note on Merton’s “Optimum consumption and portfolio rules in a continuous-time model”. Zbl 0657.90028Sethi, Suresh P.; Taksar, Michael 12 1988 Stationary regenerative sets and subordinators. Zbl 0655.60061Fitzsimmons, P. J.; Taksar, Michael 8 1988 Stationary Markov sets. Zbl 0629.60086Taksar, M. I. 1 1987 Optimal price and income regulation under uncertainty in the model with one producer. Zbl 0611.90031Taksar, Michael I. 1 1986 Regenerative analysis and steady state distributions for Markov chains. Zbl 0576.60083Grassmann, Winfried K.; Taksar, Michael I.; Heyman, Daniel P. 79 1985 Average optimal singular control and a related stopping problem. Zbl 0562.93083Taksar, M. I. 22 1985 Storage model with discontinuous holding cost. Zbl 0561.93065Taksar, Michael I. 2 1984 Instantaneous control of Brownian motion. Zbl 0523.93068Harrison, J. Michael; Taksar, Michael I. 71 1983 First hitting time of curvilinear boundary by Wiener process. Zbl 0502.60063Taksar, M. I. 3 1982 Subprocesses of stationary Markov processes. Zbl 0447.60056Taksar, M. I. 1 1981 Regenerative sets on real line. Zbl 0435.60014Taksar, M. I. 6 1980 A formula for wanderings of a regular Markov process. Zbl 0372.60099Taksar, M. I. 1 1976 all cited Publications top 5 cited Publications all top 5 Cited by 1,164 Authors 33 Taksar, Michael I. 24 Jin, Zhuo 23 Yang, Hailiang 20 Sethi, Suresh P. 19 Guo, Junyi 19 Yuen, Kam Chuen 15 Evstigneev, Igor V. 15 Liang, Zhibin 14 Zeng, Yan 13 Bai, Lihua 13 Li, Zhongfei 13 Luo, Shangzhen 13 Siu, Tak Kuen 13 Yin, Gang George 13 Young, Virginia R. 12 Banik, Abhijit Datta 12 Yao, Dingjun 11 Wang, Rongming 11 Zhou, Ming 10 Ferrari, Giorgio 10 Meng, Hui 10 Yin, Chuancun 10 Zhang, Xin 9 Gaitsgory, Vladimir G. 9 Hu, Yijun 9 Xu, Lin 8 Chen, Ping 8 Chen, Shumin 8 Li, Danping 8 Liang, Zongxia 8 Shen, Yang 8 Zeng, Xudong 8 Zhao, Hui 8 Zhu, Jinxia 7 Bayraktar, Erhan 7 Guan, Chonghu 7 Gupta, Umesh Chandra 7 Palmowski, Zbigniew 7 Schmidli, Hanspeter 7 Yin, George Gang 6 Atar, Rami 6 Bensoussan, Alain 6 Cadenillas, Abel 6 Chaudhry, Mohan L. 6 Chen, Mi 6 Deng, Chao 6 Grandits, Peter 6 Guo, Xin 6 Huang, Ya 6 Muhle-Karbe, Johannes 6 Rong, Ximin 6 Schachermayer, Walter 6 Schenk-Hoppé, Klaus Reiner 6 Villeneuve, Stéphane 6 Wang, Wenyuan 6 Wong, Hoi Ying 6 Zervos, Mihail 6 Zhang, Qing 6 Zhou, Jieming 5 Albrecher, Hansjörg 5 Alvarez, Luis H. R. 5 Azcue, Pablo 5 Babaei, Esmaeil 5 Bäuerle, Nicole 5 Belkina, Tat’yana Andreevna 5 Eisenberg, Julia 5 Han, Xia 5 Hipp, Christian 5 Konyukhova, Nadja B. 5 Li, Rencang 5 Li, Shuanming 5 Liang, Xiaoqing 5 Menaldi, Jose-Luis 5 Muler, Nora E. 5 Peng, Xingchun 5 Pennanen, Teemu 5 Shvartsman, Ilya A. 5 Sun, Zhongyang 5 Thonhauser, Stefan 5 Wei, Jiaqin 5 Wu, Rong 5 Xue, Jungong 5 Yi, Fahuai 5 Yiu, Ka Fai Cedric 5 Yuan, Yu 5 Zhang, Nan 4 Beyer, Dirk 4 Chen, Peimin 4 Cohen, Asaf 4 Deng, Yingchun 4 Elliott, Robert James 4 Federico, Salvatore 4 Gerber, Hans U. 4 Ghosh, Souvik 4 Golubin, A. Yu. 4 Gridin, V. N. 4 Gu, Ailing 4 Gu, Mengdi 4 Guasoni, Paolo 4 Højgaard, Bjarne ...and 1,064 more Authors all top 5 Cited in 190 Serials 125 Insurance Mathematics & Economics 37 Scandinavian Actuarial Journal 30 Journal of Optimization Theory and Applications 30 European Journal of Operational Research 27 Journal of Industrial and Management Optimization 25 Journal of Computational and Applied Mathematics 23 Applied Mathematics and Optimization 23 Journal of Economic Dynamics & Control 19 The Annals of Applied Probability 18 Mathematical Finance 18 Mathematical Methods of Operations Research 17 SIAM Journal on Control and Optimization 17 Communications in Statistics. Theory and Methods 17 Stochastics 16 Finance and Stochastics 15 Acta Mathematicae Applicatae Sinica. English Series 14 Journal of Mathematical Analysis and Applications 14 Queueing Systems 13 Annals of Operations Research 12 Mathematics of Operations Research 12 Stochastic Processes and their Applications 12 International Journal of Theoretical and Applied Finance 11 Stochastic Models 11 ASTIN Bulletin 10 Automatica 10 Stochastic Analysis and Applications 10 North American Actuarial Journal 9 Advances in Applied Probability 9 Journal of Applied Probability 9 Linear Algebra and its Applications 9 Quantitative Finance 8 Statistics & Probability Letters 8 Operations Research Letters 8 Journal of Systems Science and Complexity 7 Applied Mathematics and Computation 7 Journal of Mathematical Economics 7 Optimization 7 Computers & Operations Research 7 Methodology and Computing in Applied Probability 7 Mathematics and Financial Economics 7 SIAM Journal on Financial Mathematics 6 Journal of Economic Theory 6 Numerische Mathematik 6 Automation and Remote Control 6 Mathematical Problems in Engineering 6 Discrete Dynamics in Nature and Society 6 The ANZIAM Journal 5 International Journal of Control 5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 5 Applied Stochastic Models in Business and Industry 5 Annals of Finance 5 Stochastic Systems 4 The Annals of Probability 4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 4 Computational Mathematics and Mathematical Physics 4 Applied Mathematical Modelling 4 Probability in the Engineering and Informational Sciences 4 Discrete and Continuous Dynamical Systems. Series B 4 Journal of Applied Mathematics and Computing 4 European Actuarial Journal 4 Mathematical Control and Related Fields 3 Computers & Mathematics with Applications 3 International Journal of Mathematical Education in Science and Technology 3 Stochastics 3 Journal of Differential Equations 3 Probability Theory and Related Fields 3 Mathematical and Computer Modelling 3 Computational Economics 3 Applied Mathematical Finance 3 Asia-Pacific Financial Markets 3 Frontiers of Mathematics in China 3 Optimization Letters 3 Nonlinear Analysis. Hybrid Systems 3 International Journal of Stochastic Analysis 3 Journal of Probability and Statistics 2 Mathematical Methods in the Applied Sciences 2 Mathematics of Computation 2 Kybernetika 2 Mathematics and Computers in Simulation 2 Operations Research 2 Opsearch 2 Systems & Control Letters 2 Probability and Mathematical Statistics 2 Asia-Pacific Journal of Operational Research 2 Journal of Scientific Computing 2 Journal of Applied Mathematics and Stochastic Analysis 2 Communications in Partial Differential Equations 2 Communications in Statistics. Simulation and Computation 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Mathematical Programming. Series A. Series B 2 Journal of Mathematical Sciences (New York) 2 Top 2 INFORMS Journal on Computing 2 Positivity 2 Journal of Inequalities and Applications 2 OR Spectrum 2 SIAM Journal on Applied Dynamical Systems 2 4OR 2 Journal of the Korean Statistical Society 2 Set-Valued and Variational Analysis ...and 90 more Serials all top 5 Cited in 32 Fields 683 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 449 Probability theory and stochastic processes (60-XX) 429 Systems theory; control (93-XX) 232 Operations research, mathematical programming (90-XX) 188 Calculus of variations and optimal control; optimization (49-XX) 57 Statistics (62-XX) 51 Numerical analysis (65-XX) 35 Partial differential equations (35-XX) 14 Linear and multilinear algebra; matrix theory (15-XX) 14 Computer science (68-XX) 12 Integral equations (45-XX) 10 Ordinary differential equations (34-XX) 9 Dynamical systems and ergodic theory (37-XX) 5 Biology and other natural sciences (92-XX) 4 Operator theory (47-XX) 3 Combinatorics (05-XX) 3 Functional analysis (46-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Fluid mechanics (76-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Field theory and polynomials (12-XX) 1 Associative rings and algebras (16-XX) 1 Measure and integration (28-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Convex and discrete geometry (52-XX) 1 Algebraic topology (55-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) 1 Mathematics education (97-XX) Citations by Year