PhD theses supervised by Prof. Nicole Bäuerle

Tamara Göll: Expected utility maximization for competitive agents. Karlsruhe 2023.
Alexander Glauner: Robust and Risk-Sensitive Markov Decision Processes with Applications to Dynamic Optimal Reinsurance. Karlsruhe 2020.
Gregor Leimcke: Bayesian optimal investment and reinsurance to maximize exponential utility of terminal wealth. Karlsruhe 2020.
Daniel Schmithals: Contributions to model-independent finance via martingale optimal transport. Karlsruhe 2018.
Dirk Lange: Cost optimal control of Piecewise Deterministic Markov Processes under partial observation. Karlsruhe 2017.
Stefanie Grether: Turnpike statements in portfolio optimization. Karlsruhe 2016.
Anton Popp: Risk-sensitive stopping problems for Continuous-Time Markov chains. Karlsruhe 2016.
Viola Riess: Gas storage evaluation: Structural analysis and algorithms. Karlsruhe 2014.
Dominik Joos: Interbank lending in a generalized Walras equilibrium. Karlsruhe 2013.
Zejing Li: Optimal portfolios in Wishart Models and effects of discrete rebalancing on portfolio distribution and strategy selection. Karlsruhe 2012.
Jonathan Ott: A Markov decision model for a surveillance application and risk-sensitive Markov Decision processes. Karlsruhe 2010.
Robin Pfeiffer: State price density models for the term structure of interest rates. Karlsruhe 2010 (GAUSS Young Investigator Award 2010)
Anja Blatter: Optimal control and dependence modeling of portfolios with Levy dynamics. Karlsruhe 2009 (2nd SCOR Prize 2009)
André Mundt: Dynamic risk management with Markov decision processes. Karlsruhe 2007 (2nd GAUSS Prize 2007)
Mirko Kötter: Optimal investment in time-inhomogeneous Poisson models. Hanover 2006.

PhD theses supervised by Prof. Nicole Bäuerle

Enhancing hydrological rainfall-runoff simulation using machine learning methods. PhD dissertation
Acuña Espinoza, E.
2025, July 3. Karlsruher Institut für Technologie (KIT). doi:10.5445/IR/1000182751

Expected Utility Maximization for Competitive Agents. PhD dissertation
Göll, T. I.
2024, February 1. Karlsruher Institut für Technologie (KIT). doi:10.5445/IR/1000167954