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Johannes M. Schumacher

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This is information that was supplied by Johannes Schumacher in registering through RePEc. If you are Johannes M. Schumacher , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Johannes
Middle Name: M.
Last Name: Schumacher
Suffix:

RePEc Short-ID: psc259

Email: [This author has chosen not to make the email address public]
Homepage: http://center.uvt.nl/staff/schumach/
Postal Address:
Phone:

Affiliation

(50%) Departement Econometrie & Operations Research
School of Economics and Management
Universiteit van Tilburg
Location: Tilburg, Netherlands
Homepage: http://www.tilburguniversity.nl/faculties/feb/organisation/dept/eor/
Email:
Phone: +31 13 466 2430
Fax: +31 13 466 3280
Postal: PO Box 90153, 5000 LE Tilburg
Handle: RePEc:edi:exkubnl (more details at EDIRC)
(50%) CentER for Economic Research
Universiteit van Tilburg
Location: Tilburg, Netherlands
Homepage: http://center.uvt.nl/
Email:
Phone: 31 13 4663050
Fax: 31 13 4663066
Postal: P.O. Box 90153, 5000 LE Tilburg
Handle: RePEc:edi:cekubnl (more details at EDIRC)

Works

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Working papers

  1. Bernhard, Pierre & Engwerda, Jacob C. & Roorda, Berend & Schumacher, J.M. & Kolokoltsov, Vassili & Saint-Pierre, Patrick & Aubin, Jean-Pierre, 2013. "The Interval Market Model in Mathematical Finance," Economics Papers from University Paris Dauphine 123456789/10794, Paris Dauphine University.
  2. Reddy, P.V. & Schumacher, J.M. & Engwerda, J.C., 2012. "Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model," Discussion Paper 2012-001, Tilburg University, Center for Economic Research.
  3. Heemels, W.P.M.H. & Camlibel, M.K. & Schumacher, J.M. & Brogliato, B., 2011. "Observer-based control of linear complementarity systems," Open Access publications from Tilburg University urn:nbn:nl:ui:12-5241368, Tilburg University.
  4. Roorda, B. & Schumacher, J.M., 2011. "The strictest common relaxation of a family of risk measures," Open Access publications from Tilburg University urn:nbn:nl:ui:12-5241367, Tilburg University.
  5. Wuerth, A.M. & Schumacher, J.M., 2011. "Risk aversion for nonsmooth utility functions," Open Access publications from Tilburg University urn:nbn:nl:ui:12-5241371, Tilburg University.
  6. Schumacher, J.M. & Oosterlee, C.W. & Hout, K.J. in 't, 2011. "Actuariële wetenschappen en financiële wiskunde: op weg naar convergentie?," Open Access publications from Tilburg University urn:nbn:nl:ui:12-5241372, Tilburg University.
  7. Berridge, S.J. & Schumacher, J.M., 2004. "Pricing High-Dimensional American Options Using Local Consistency Conditions," Discussion Paper 2004-19, Tilburg University, Center for Economic Research.
  8. Berridge, S.J. & Schumacher, J.M., 2004. "An Irregular Grid Approach for Pricing High-Dimensional American Options," Discussion Paper 2004-18, Tilburg University, Center for Economic Research.
  9. Berridge, S.J. & Schumacher, J.M., 2004. "Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options," Discussion Paper 2004-20, Tilburg University, Center for Economic Research.
  10. Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2003. "Testing Expected Shortfall Models for Derivative Positions," Discussion Paper 2003-24, Tilburg University, Center for Economic Research.
  11. Broek, W.A. van den & Engwerda, J.C. & Schumacher, J.M., 2003. "Robust equilibria in indefinite linear-quadratic differential games," Open Access publications from Tilburg University urn:nbn:nl:ui:12-123066, Tilburg University.
  12. Broek, W.A. van den & Engwerda, J.C. & Schumacher, J.M., 2003. "An equivalence result in linear-quadratic theory," Open Access publications from Tilburg University urn:nbn:nl:ui:12-91412, Tilburg University.
  13. Heemels, W.P.M.H. & Camlibel, M.K. & Schumacher, J.M., 2002. "On the dynamic analysis of piecewise-linear networks," Open Access publications from Tilburg University urn:nbn:nl:ui:12-91415, Tilburg University.
  14. Camlibel, M.K. & Heemels, W.P.M.H. & Schumacher, J.M., 2002. "Consistency of a time-stepping method for a class of piecewise-linear networks," Open Access publications from Tilburg University urn:nbn:nl:ui:12-91416, Tilburg University.
  15. Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2002. "Model Risk and Regulatory Capital," Discussion Paper 2002-27, Tilburg University, Center for Economic Research.
  16. Engwerda, J.C. & Broek, W.A. van den & Schumacher, J.M., 2000. "Feedback Nash equilibria in uncertain infinite time horizon differential games," Open Access publications from Tilburg University urn:nbn:nl:ui:12-85062, Tilburg University.
  17. Broek, W.A. van den & Engwerda, J.C. & Schumacher, J.M., 2000. "A Game Theoretic Approach to Linear Systems with L2-bounded Disturbances," Discussion Paper 2000-38, Tilburg University, Center for Economic Research.
  18. Camlibel, M.K. & Heemels, W.P.M.H. & Schumacher, J.M., 2000. "Well-posedness of a class of linear networks with ideal diodes," Open Access publications from Tilburg University urn:nbn:nl:ui:12-88542, Tilburg University.
  19. Heemels, W.P.M.H. & Schumacher, J.M. & Weiland, S., 2000. "Linear complimentarity systems," Open Access publications from Tilburg University urn:nbn:nl:ui:12-84467, Tilburg University.
  20. Broek, W.A. van den & Schumacher, J.M., 1999. "Disturbance Decoupling in Dynamic Games," Discussion Paper 1999-67, Tilburg University, Center for Economic Research.
  21. Roorda, B. & Engwerda, J.C. & Schumacher, J.M., 1999. "Performance of Delta-hedging strategies in interval models - A robustness study," Discussion Paper 1999-05, Tilburg University, Center for Economic Research.
  22. Helmke, U. & Rosenthal, J. & Schumacher, J.M., 1997. "A controlability test for general first-order representations," Open Access publications from Tilburg University urn:nbn:nl:ui:12-74289, Tilburg University.
  23. Ravi, M.S. & Rosenthal, J. & Schumacher, J.M., 1997. "Homogeneous behaviors," Open Access publications from Tilburg University urn:nbn:nl:ui:12-74290, Tilburg University.
  24. Rosenthal, J. & Schumacher, J.M., 1997. "Realization by inspection," Open Access publications from Tilburg University urn:nbn:nl:ui:12-74291, Tilburg University.
  25. Cevik, M.K.K. & Schumacher, J.M., 1997. "Regulation as an interpolation problem," Open Access publications from Tilburg University urn:nbn:nl:ui:12-74288, Tilburg University.
  26. Geerts, A.H.W. & Schumacher, J.M., 1996. "Impulsive-Smooth Behavior in Multimode Systems. Part II: Minimality and Equivalence," Open Access publications from Tilburg University urn:nbn:nl:ui:12-73369, Tilburg University.
  27. Schumacher, J.M., 1996. "Review of the book H [infinity]-control for distributed parameter systems: A state-space approach, B. van Keulen, 1993, 0817637095," Open Access publications from Tilburg University urn:nbn:nl:ui:12-175139, Tilburg University.
  28. Schaft, A.J. van der & Schumacher, J.M., 1996. "The complementary-slackness class of hybrid systems," Open Access publications from Tilburg University urn:nbn:nl:ui:12-73370, Tilburg University.
  29. Geerts, A.H.W. & Schumacher, J.M., 1996. "Impulsive-Smooth Behavior in Multimode Systems. Part I: State-Space and Polynomial Representations," Open Access publications from Tilburg University urn:nbn:nl:ui:12-73368, Tilburg University.
  30. Rosenthal, J. & Schumacher, J.M. & York, E.V., 1996. "On behaviors and convolutional codes," Open Access publications from Tilburg University urn:nbn:nl:ui:12-73371, Tilburg University.
  31. Cevik, M.K.K. & Schumacher, J.M., 1995. "The regulator problem with robust stability," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174252, Tilburg University.
  32. Rosenthal, J. & Schumacher, J.M. & Willems, J.C., 1995. "Generic eigenvalue assignment by memoryless real output feedback," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174048, Tilburg University.
  33. Does, J. de & Schumacher, J.M., 1994. "Interpretations of the gap topology : a survey," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174254, Tilburg University.
  34. Schumacher, J.M., 1994. "Review of the book Identification and stochastic adaptive control, H.F. Chen, L. Guo, 1991, 3764335971," Open Access publications from Tilburg University urn:nbn:nl:ui:12-175138, Tilburg University.
  35. Does, J. de & Schumacher, J.M., 1994. "Continuity of singular perturbations in the graph topology," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174253, Tilburg University.
  36. Weeren, A.J.T.M. & Schumacher, J.M. & Engwerda, J.C., 1994. "Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games: The two player case," Research Memorandum 634, Tilburg University, Faculty of Economics and Business Administration.
  37. Schumacher, J.M., 1994. "Review of the book Controlled and conditioned invariants in linear system theory, G. Basile, G. Marro, 1992, 0131729748," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174898, Tilburg University.
  38. Kuijper, M. & Schumacher, J.M., 1993. "Input/output structure of linear differential/algebraic systems," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174255, Tilburg University.
  39. Schumacher, J.M., 1993. "Information and entropy," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174315, Tilburg University.
  40. Kuijper, M. & Schumacher, J.M., 1992. "Realization and partial fractions," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174256, Tilburg University.
  41. Schumacher, J.M., 1992. "A pointwise criterion for controller robustness," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174257, Tilburg University.
  42. Kuijper, M. & Schumacher, J.M., 1991. "Minimality of descriptor representations under external equivalence," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174258, Tilburg University.
  43. Schumacher, J.M., 1990. "State representations of linear systems with output constraints," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174259, Tilburg University.
  44. Kuijper, M. & Schumacher, J.M., 1990. "Realization of autoregressive equations in pencil and descriptor form," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174919, Tilburg University.
  45. Schumacher, J.M., 1990. "System-theoretic trends in econometrics," Research Memorandum 432, Tilburg University, Faculty of Economics and Business Administration.
  46. Schumacher, J.M., 1989. "Discrete events : perspectives from system theory," Open Access publications from Tilburg University urn:nbn:nl:ui:12-175140, Tilburg University.
  47. Bontsema, J. & Curtain, R.F. & Schumacher, J.M., 1988. "Robust control of flexible structures : a case study," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174261, Tilburg University.
  48. Schumacher, J.M., 1988. "Transformations of linear systems under external equivalence," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174260, Tilburg University.
  49. Nijmeijer, H. & Schumacher, J.M., 1986. "The regular local noninteracting control problem for nonlinear control systems," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174262, Tilburg University.
  50. Schumacher, J.M., 1985. "A geometric approach to the singular filtering problem," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174293, Tilburg University.
  51. Nijmeijer, H. & Schumacher, J.M., 1985. "Zeros at infinity for affine nonlinear control systems," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174292, Tilburg University.
  52. Nijmeijer, H. & Schumacher, J.M., 1985. "On the inherent integration structure of nonlinear systems," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174289, Tilburg University.
  53. Aling, H. & Schumacher, J.M., 1984. "A nine-fold canonical decomposition for linear systems," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174294, Tilburg University.
  54. Schumacher, J.M., 1984. "Almost stabilizability subspaces and high gain feedback," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174295, Tilburg University.
  55. Nijmeijer, N. & Schumacher, J.M., 1984. "Les systèmes non linéaires à plus d'entrées que de sorties ne sont pas inversibles," Open Access publications from Tilburg University urn:nbn:nl:ui:12-175141, Tilburg University.
  56. Schumacher, J.M., 1983. "On a conjecture of Basile and Marro," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174296, Tilburg University.
  57. Schumacher, J.M., 1983. "The algebraic regulator problem from the state-space point of view," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174307, Tilburg University.
  58. Schumacher, J.M., 1983. "The role of the dissipation matrix in singular optimal control," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174308, Tilburg University.
  59. Schumacher, J.M., 1983. "On the structure of strongly controllable systems," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174297, Tilburg University.
  60. Schumacher, J.M., 1983. "Algebraic characterizations of almost invariance," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174298, Tilburg University.
  61. Schumacher, J.M., 1983. "Finite-dimensional regulators for a class of infinite-dimensional systems," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174309, Tilburg University.
  62. Schumacher, J.M., 1983. "A direct approach to compensator design for distributed parameter systems," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174310, Tilburg University.
  63. Schumacher, J.M., 1982. "Regulator synthesis using (C,A,B)-pairs," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174311, Tilburg University.
  64. Schumacher, J.M., 1981. "Dynamic feedback in finite- and infinite-dimensional linear systems," Open Access publications from Tilburg University urn:nbn:nl:ui:12-202952, Tilburg University.
  65. Schumacher, J.M., 1980. "A complement on pole placement," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174918, Tilburg University.
  66. Harten, A. van & Schumacher, J.M., 1980. "Well-posedness of some evolution problems in the theory of automatic feed-back control for systems with distributed parameters," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174314, Tilburg University.
  67. Schumacher, J.M., 1980. "On the minimal stable observer problem," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174313, Tilburg University.
  68. Schumacher, J.M., 1980. "Compensator synthesis using (C,A,B)-pairs," Open Access publications from Tilburg University urn:nbn:nl:ui:12-174312, Tilburg University.

Articles

  1. Roorda Berend & Schumacher Hans, 2013. "Membership conditions for consistent families of monetary valuations," Statistics & Risk Modeling, De Gruyter, vol. 30(3), pages 255-280, August.
  2. Roorda, Berend & Schumacher, J.M., 2011. "The strictest common relaxation of a family of risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 29-34, January.
  3. Würth, Andreas & Schumacher, J.M., 2011. "Risk aversion for nonsmooth utility functions," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 109-128, March.
  4. Kerkhof, Jeroen & Melenberg, Bertrand & Schumacher, Hans, 2010. "Model risk and capital reserves," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 267-279, January.
  5. Dai, Renxiang & Schumacher, J.M., 2009. "Welfare analysis of conditional indexation schemes from a two-reference-point perspective," Journal of Pension Economics and Finance, Cambridge University Press, vol. 8(03), pages 321-350, July.
  6. Roorda, Berend & Schumacher, J.M., 2007. "Time consistency conditions for acceptability measures, with an application to Tail Value at Risk," Insurance: Mathematics and Economics, Elsevier, vol. 40(2), pages 209-230, March.
  7. Berend Roorda & J. M. Schumacher & Jacob Engwerda, 2005. "Coherent Acceptability Measures In Multiperiod Models," Mathematical Finance, Wiley Blackwell, vol. 15(4), pages 589-612.
  8. Weeren, A. J. T. M. & Schumacher, J. M. & Engwerda, J. C., 1999. "Strategic behavior and noncooperative hierarchical control," Journal of Economic Dynamics and Control, Elsevier, vol. 23(4), pages 641-669, February.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2003-04-13
  2. NEP-CMP: Computational Economics (3) 2004-04-04 2004-04-04 2004-04-04. Author is listed
  3. NEP-CUL: Cultural Economics (1) 2003-04-13
  4. NEP-FIN: Finance (3) 2002-11-10 2003-04-13 2004-04-04. Author is listed
  5. NEP-GTH: Game Theory (2) 1999-09-17 2012-01-25
  6. NEP-IND: Industrial Organization (1) 1999-09-09
  7. NEP-MIC: Microeconomics (1) 2012-01-18
  8. NEP-RMG: Risk Management (5) 2003-04-13 2004-04-04 2004-04-04 2004-04-04 2012-01-18. Author is listed
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2012-01-18

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