Forschung

- stochastische Prozesse

- stochastische Entscheidungsprozesse

- stochastische Ordnungen

- rekursive Verfahren

- Perron-Frobenius-Theorie

Publikationen

Lust, André and Waldmann, Karl-Heinz (2019)
A general storage model with applications to energy systems. OR Spectrum 41, 71-97.

Waldmann, Karl-Heinz and Helm, Werner E. (2016)
Simulation stochastischer Systeme. Springer Verlag, Berlin.

Waldmann, Karl-Heinz and Stocker, Ulrike (2012).
Stochastische Modelle. 2., überarbeitete und erweiterte Auflage Springer Verlag, Berlin.

Nickel, Stefan and Stein, Oliver and Waldmann, Karl-Heinz (2011).
Operations Research Springer Verlag, Berlin.

Christiane Barz, Karl-Heinz Waldmann (2007).
Risk-Sensitive Capacity Control in Revenue Management. Mathematical Methods of Operations Research, 65, 565-579, 2007.

Christiane Barz, Karl-Heiz Waldmann (2007).
Risk-Sensitive Decision Support for Admission Control. In: Veit Köppen, Roland M. Müller (Hrsg.), Business Intelligence: Methods and Applications, 165-174, Dr. Kovac, 2007.

Waldmann, Karl-Heinz (2006).
On Markov decision models with an absorbing set. Decision Theory and Mulit-Agent Planning, 145-163, Giacomo Della Riccia, Didier Dubois, Rudolf Kruse, Hanz-Joachim Lenz (editors). Springer, New York.

Barz, Christiane and Waldmann, Karl-Heinz (2006).
An Application of Markov Decision Processes to the Seat Inventory Control Problem. Perspectives on Operations Research, 113-128, Martin Morlock, Christoph Schwindt, Norbert Trautmann and Jürgen Zimmermann (editors). Gabler, Wiesbaden.

Waldmann, Karl-Heinz and Potthast, Dirk (2006).
Einfluss von Basel II auf Unternehmensnachfolge und -rating. Nachfolgerating, 57-71, Stefan Klemm, Ann-Kristin Achleitner and Oliver Everling (editors). Gabler, Wiesbaden.

Waldmann, Karl-Heinz (2005).
On Variability of Optimal Policies in Markov Decision Processes. Data Analysis and Decision Support, D. Baier, R. Decker, L. Schmidt-Thieme (editors), 177-185. Springer, Heidelberg.

Hinderer, Karl and Waldmann, Karl-Heinz (2005).
Algorithms for countable state Markov decision models with an absorbing set. SIAM Journal of Control and Optimization, 43, 2109-2131.

Waldmann, Karl-Heinz and Stocker, Ulrike (2003).
Stochastische Modelle. Springer Verlag, Berlin.

Hinderer, Karl and Waldmann, Karl-Heinz (2003).
The critical discount factor for finite Markovian decision processes with an absorbing set. Mathematical Methods of Operations Research, 57, 1-19.

Waldmann, Karl-Heinz (2002).
Inventory Models, Knowledge for Sustainable Development: An Insight into the Encyclopedia of Life Support Systems, Vol. I.

Hinderer, Karl and Waldmann, Karl-Heinz (2002).
Some algorithms for transient Markov decision models. WIOR-Report, 623.

Hinderer, Karl and Waldmann, Karl-Heinz (2001).
Cash Management in a Randomly Varying Environment. European Journal of Operational Research, 130, 468-485.

Büning, H.; Naeve, P.; Trenkler, G.; Waldmann, K.-H. (2000).
Mathematik für Ökonomen im Hauptstudium. Oldenbourg, München.

Hinderer, Karl and Waldmann, Karl-Heinz (1999).
Approximate Solution of Markov Renewal Programs with Finite Time Horizon. SIAM Journal of Control and Optimization, 37, 502-520.

Waldmann, Karl-Heinz (1998).
On granting credit in a random environment. Mathematical Methods of Operations Research, 47, 99-115.

Waldmann, Karl-Heinz (1996).
Design of double CUSUM quality control schemes. European Journal of Operational Research, 95, 641-648.

Waldmann, Karl-Heinz (1996).
Modified recursions for a class of compound distributions. ASTIN Bulletin, 26, 213-224.

Waldmann, Karl-Heinz (1995).
Exact calculation of the aggregate claims distribution in the individual life model by use of an n-layer model. Blätter der Deutschen Gesellschaft für Versicherungsmathematik, XXII, 279-287.

Waldmann, Karl-Heinz (1994).
On the exact calculation of the aggregate claims distribution in the individual life model. ASTIN Bulletin, 24, 89-96.

Waldmann, Karl-Heinz (1993).
Güteeigenschaften der Shewhart-Karte unter Einbeziehung von Ergänzungsregeln. Qualität und Zuverlässigkeit, 38, 575-580.

Waldmann, Karl-Heinz (1992).
Qualitätsregelkarten mit Gedächtnis - eine einführende Darstellung moderner Methoden der Fertigungsüberwachung. Zeitschrift für betriebswirtschaftliche Forschung, 44, 867-883.

Waldmann, Karl-Heinz (1990).
Versicherungsmathematische Behandlung erhöhter Risiken am Beispiel der terminalen Niereninsuffizienz. Blätter der Deutschen Gesellschaft für Versicherungsmathematik, 19, 247-255.

Waldmann, Karl-Heinz (1988).
On optimal dividend payments and related problems. Insurance, Mathematics and Economics, 7, 237-249.

Waldmann, Karl-Heinz (1987).
Sufficient conditions for optimality of a (z,c-,c+)-sampling plan in multistage Bayesian acceptance sampling. OR Spektrum, 9, 23-31.

Waldmann, Karl-Heinz (1986).
Bounds for the distribution of the run length of one-sided and two-sided CUSUM quality control schemes. Technometrics, 28, 61-67.

Waldmann, Karl-Heinz (1986).
Computational aspects in multistage Bayesian acceptance sampling. Naval Research Logistics Quarterly, 33, 399-412.

Waldmann, Karl-Heinz (1986).
Bounds to the distribution of the run length in general quality control schemes. Statistische Hefte, 27, 37-56.

Waldmann, Karl-Heinz (1986).
Bounds for the distribution of the run length of geometric moving average charts. Applied Statistics, 35, 151-158.

Waldmann, Karl-Heinz (1985).
On bounds for dynamic programs. Mathematics of Operations Research, 10, 220-232.

Waldmann, Karl-Heinz (1985).
Multistage Bayesian acceptance sampling: Optimality of a (z,c-,c+)-sampling plan in case of a Polya prior distribution. Statistics and Decisions, 3, 167-186.

Waldmann, Karl-Heinz (1984).
Inventory control in randomly varying environments. SIAM Journal on Applied Mathematics, 44, 657-666.

Helm, Werner and Waldmann, Karl-Heinz (1984).
Optimal control of arrivals to multiserver queues in a random environment. Journal of Applied Probability, 21, 602-615.

Waldmann, Karl-Heinz (1983).
Optimal replacement under additive damage in randomly varying environments. Naval Research Logistics Quarterly, 30, 377-386.

Waldmann, Karl-Heinz (1982).
On two-state quality control under Markovian deterioration. Metrika, 29, 249-260.

Waldmann, Karl-Heinz (1981).
A natural extension of the MacQueen extrapolation. Journal of Mathematical Analysis and Applications, 83, 292-301.

Waldmann, Karl-Heinz (1981).
Approximations of inventory models. Zeitschrift für Operations Research, 25, 143-157.

Waldmann, Karl-Heinz (1980).
On the optimality of (z,Z)-order-policies in adaptive inventory control. Zeitschrift für Operations Research, 24, 61-67.

Waldmann, Karl-Heinz (1980).
Bounds for the renewal function. OR Spektrum, 2, 75-78.

Waldmann, Karl-Heinz (1979).
Numerical aspects in Bayesian inventory control. Zeitschrift für Operations Research, 23, 49-60.