Prof. Dr. Kurt Helmes
Professor - aktiv
Strong Consistency of Least Squares Estimators in Linear Regression Models, (with N. Christopeit), The Annals of Statistics, 8 (1980), 778--788.
Optimal Control for a Class of Partially Observable Systems, (with N. Christopeit), Stochastics, 8 (1982), 17--38.
Lévy's Stochastic Area Formula in Higher Dimensions, (with A. Schwane), Journal of Functional Analysis, 54, 2 (1983), 177--192.
Proceedings of the 3rd Bad Honnef Conference on "Stochastic Differential Systems," held in Bad Honnef, West Germany, 1985 (eds. N. Christopeit, K. Helmes, M. Kohlmann, Springer-Verlag).
The "Local" Law of the Iterated Logarithm for Processes Related to Lévy's Stochastic Area Process, Studia Mathematica, 84 (1986), 229--237.
The Solution of a Partially Observed Stochastic Optimal Control Problem in Terms of Predicted Miss (with R. Rishel), IEEE Transactions on Automatic Control, 37, 9 (1992), 1462--1464.
Pursuing a Maneuvering Target which Uses a Hidden Markov Model for its Control (with V. Beneš and R. Rishel), IEEE Transactions on Automatic Control, 40, 2 (1995), 307--311.
A Linear Minimax Estimator for the Case of a Quartic Loss Function (with C. Srinivasan), Random Operators and Stochastic Equations, vol. 8, no. 4, pp. 343 - 364 (2000).
Numerical Comparison of Controls and Verification of Optimality for Stochastic Control Problems (with R. Stockbridge), JOTA 106, 1 (2000), 107-127.
Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming (with R. Stockbridge and S. Röhl), to appear in J. Operations Research.