IDEAS home Printed from https://ideas.repec.org/f/psc259.html
   My authors  Follow this author

Johannes M. Schumacher

Personal Details

First Name:Johannes
Middle Name:M.
Last Name:Schumacher
Suffix:
RePEc Short-ID:psc259
[This author has chosen not to make the email address public]

Affiliation

Afdeling Kwantitatieve Economie
Faculteit Economie en Bedrijfskunde
Universiteit van Amsterdam

Amsterdam, Netherlands
http://www.uva.nl/over-de-uva/organisatie/organogram/content/faculteiten/faculteit-economie-en-bedrijfskunde/afdeling-kwantitatieve-economie-ke/afdeling-kwantitatieve-economie-ke.html
RePEc:edi:keuvanl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Schumacher, J.M., 2016. "Vergelijkingen," Other publications TiSEM 8d92083c-1423-4d90-bca0-b, Tilburg University, School of Economics and Management.
  2. Kleinow, Torsten & Schumacher, Hans, 2016. "Financial fairness and conditional indexation," Other publications TiSEM 8beebbc8-47f4-4063-a099-e, Tilburg University, School of Economics and Management.
  3. Roorda, B. & Schumacher, Hans, 2016. "Weakly time consistent concave valuations and their dual representations," Other publications TiSEM 132bdd0b-40dd-44bd-ab64-c, Tilburg University, School of Economics and Management.
  4. Camlibel, M.K. & Schumacher, Hans, 2016. "Linear passive systems and maximal monotone mappings," Other publications TiSEM de20953c-62e8-46a6-8af4-7, Tilburg University, School of Economics and Management.
  5. Shu, Lei & Melenberg, Bertrand & Schumacher, Hans, 2016. "An Evaluation of the nFTK," Other publications TiSEM 7b43cdd2-2278-42b7-834a-1, Tilburg University, School of Economics and Management.
  6. Bao, Hailong & Ponds, Eduard & Schumacher, Hans, 2015. "Multi-Period Risk Sharing under Financial Fairness," Other publications TiSEM 835f69a4-709c-4967-b15c-6, Tilburg University, School of Economics and Management.
  7. Roorda, B. & Schumacher, J.M., 2013. "Membership conditions for consistent families of monetary valuations," Other publications TiSEM 26b66f36-0dc9-4ccf-9b1b-0, Tilburg University, School of Economics and Management.
  8. 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.
  9. Heemels, W.P.M.H. & Camlibel, M.K. & Schumacher, J.M. & Brogliato, B., 2011. "Observer-based control of linear complementarity systems," Other publications TiSEM 38b3325c-4d33-4c2f-92f8-9, Tilburg University, School of Economics and Management.
  10. Timmermans, S. & Schumacher, J.M. & Ponds, E.H.M., 2011. "A Cohort-Specific Approach to Retirement Savings," Other publications TiSEM 9f3040ab-8dd3-4eeb-b45a-6, Tilburg University, School of Economics and Management.
  11. Schumacher, J.M. & Oosterlee, C.W. & In 't Hout, K.J., 2011. "Actuariële wetenschappen en financiële wiskunde : op weg naar convergentie?," Other publications TiSEM f47b3a85-cc1d-45b8-a9ba-0, Tilburg University, School of Economics and Management.
  12. Roorda, B. & Schumacher, J.M., 2011. "The strictest common relaxation of a family of risk measures," Other publications TiSEM fe50549a-ca7b-4a03-9318-1, Tilburg University, School of Economics and Management.
  13. Wuerth, A.M. & Schumacher, J.M., 2011. "Risk aversion for nonsmooth utility functions," Other publications TiSEM d948cfad-5e83-46ce-ae72-6, Tilburg University, School of Economics and Management.
  14. 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.
  15. 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.
  16. 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.
  17. van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M., 2003. "Robust equilibria in indefinite linear-quadratic differential games," Other publications TiSEM 4a566f74-cf19-4cc9-852a-5, Tilburg University, School of Economics and Management.
  18. van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M., 2003. "An equivalence result in linear-quadratic theory," Other publications TiSEM d65171ce-101d-4204-a1ec-f, Tilburg University, School of Economics and Management.
  19. 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.
  20. Heemels, W.P.M.H. & Camlibel, M.K. & Schumacher, J.M., 2002. "On the dynamic analysis of piecewise-linear networks," Other publications TiSEM 5f3ee4aa-5cfb-4b0f-96c8-b, Tilburg University, School of Economics and Management.
  21. Berridge, S.J. & Schumacher, J.M., 2002. "An Irregular Grid Approach for Pricing High Dimensional American Options," Discussion Paper 2002-99, Tilburg University, Center for Economic Research.
  22. 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," Other publications TiSEM 93af5e10-23ee-41bc-b3fc-5, Tilburg University, School of Economics and Management.
  23. Engwerda, J.C. & van den Broek, W.A. & Schumacher, J.M., 2000. "Feedback Nash equilibria in uncertain infinite time horizon differential games," Other publications TiSEM c431993d-ee67-4a93-9e2d-f, Tilburg University, School of Economics and Management.
  24. Heemels, W.P.M.H. & Schumacher, J.M. & Weiland, S., 2000. "Linear complimentarity systems," Other publications TiSEM 6cdf0170-6ea9-4fdc-8cfa-6, Tilburg University, School of Economics and Management.
  25. van den Broek, W.A. & 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.
  26. Camlibel, M.K. & Heemels, W.P.M.H. & Schumacher, J.M., 2000. "Well-posedness of a class of linear networks with ideal diodes," Other publications TiSEM 4d0e45aa-e1b0-4329-b387-f, Tilburg University, School of Economics and Management.
  27. van den Broek, W.A. & Schumacher, J.M., 1999. "Disturbance Decoupling in Dynamic Games," Discussion Paper 1999-67, Tilburg University, Center for Economic Research.
  28. 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.
  29. Rosenthal, J. & Schumacher, J.M., 1997. "Realization by inspection," Other publications TiSEM 28d79c0f-cd32-46ac-81e8-7, Tilburg University, School of Economics and Management.
  30. Helmke, U. & Rosenthal, J. & Schumacher, J.M., 1997. "A controlability test for general first-order representations," Other publications TiSEM c1d2ef96-26c2-4c77-95bd-3, Tilburg University, School of Economics and Management.
  31. Ravi, M.S. & Rosenthal, J. & Schumacher, J.M., 1997. "Homogeneous behaviors," Other publications TiSEM 2b7d087c-568b-4013-a1a1-5, Tilburg University, School of Economics and Management.
  32. Cevik, M.K.K. & Schumacher, J.M., 1997. "Regulation as an interpolation problem," Other publications TiSEM 48ef95bf-86dd-4932-860f-b, Tilburg University, School of Economics and Management.
  33. Schumacher, J.M., 1996. "[Review of the book H [infinity]-Control for Distributed Parameter Systems: A State-space Approach, B. van Keulen, 1993]," Other publications TiSEM eb6cd3c9-cfa4-45c9-a563-1, Tilburg University, School of Economics and Management.
  34. Rosenthal, J. & Schumacher, J.M. & York, E.V., 1996. "On behaviors and convolutional codes," Other publications TiSEM 1c23f564-7bce-463e-898b-6, Tilburg University, School of Economics and Management.
  35. van der Schaft, A.J. & Schumacher, J.M., 1996. "The complementary-slackness class of hybrid systems," Other publications TiSEM fdbd7937-089c-4262-a7a9-2, Tilburg University, School of Economics and Management.
  36. Geerts, A.H.W. & Schumacher, J.M., 1996. "Impulsive-Smooth Behavior in Multimode Systems. Part II : Minimality and Equivalence," Other publications TiSEM 89d257b6-6e69-4712-8554-5, Tilburg University, School of Economics and Management.
  37. Geerts, A.H.W. & Schumacher, J.M., 1996. "Impulsive-Smooth Behavior in Multimode Systems. Part I : State-Space and Polynomial Representations," Other publications TiSEM feafa954-c509-4955-88f2-1, Tilburg University, School of Economics and Management.
  38. Rosenthal, J. & Schumacher, J.M. & Willems, J.C., 1995. "Generic eigenvalue assignment by memoryless real output feedback," Other publications TiSEM 971c0413-f039-4eca-91a3-0, Tilburg University, School of Economics and Management.
  39. Cevik, M.K.K. & Schumacher, J.M., 1995. "The regulator problem with robust stability," Other publications TiSEM cf41c9f4-ab93-41e9-a76a-c, Tilburg University, School of Economics and Management.
  40. Weeren, A.J.T.M. & Schumacher, J.M. & Engwerda, J.C., 1995. "Coordination in continuously repeated games," Other publications TiSEM da44944d-7d7e-484d-9818-d, Tilburg University, School of Economics and Management.
  41. de Does, J. & Schumacher, J.M., 1994. "Interpretations of the gap topology : a survey," Other publications TiSEM 13e6ef2b-e384-4284-8836-0, Tilburg University, School of Economics and Management.
  42. Schumacher, J.M., 1994. "[Review of the book Identification and Stochastic Adaptive Control, H.F. Chen & L. Guo, 1991]," Other publications TiSEM c09b5619-061c-46d7-9db7-e, Tilburg University, School of Economics and Management.
  43. de Does, J. & Schumacher, J.M., 1994. "Continuity of singular perturbations in the graph topology," Other publications TiSEM 45fc5e97-e84d-4eb4-a8cd-0, Tilburg University, School of Economics and Management.
  44. Schumacher, J.M., 1994. "[Review of the book Controlled and Conditioned Invariants in Linear System Theory, G. Basile & G. Marro, 1992]," Other publications TiSEM d93ed1b3-98f6-437c-8e65-5, Tilburg University, School of Economics and Management.
  45. 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 FEW 634, Tilburg University, School of Economics and Management.
  46. Kuijper, M. & Schumacher, J.M., 1993. "Input/output structure of linear differential/algebraic systems," Other publications TiSEM a20b7428-f967-455a-b80f-8, Tilburg University, School of Economics and Management.
  47. Schumacher, J.M., 1993. "Information and entropy," Other publications TiSEM 2b459f74-9bf9-42fc-80ec-1, Tilburg University, School of Economics and Management.
  48. Kuijper, M. & Schumacher, J.M., 1992. "Realization and partial fractions," Other publications TiSEM 5243353a-8367-4125-be19-d, Tilburg University, School of Economics and Management.
  49. Schumacher, J.M., 1992. "A pointwise criterion for controller robustness," Other publications TiSEM e81ae511-9b41-49f5-9836-3, Tilburg University, School of Economics and Management.
  50. Kuijper, M. & Schumacher, J.M., 1991. "Minimality of descriptor representations under external equivalence," Other publications TiSEM 47bb4ea8-690e-4693-ac2d-6, Tilburg University, School of Economics and Management.
  51. Kuijper, M. & Schumacher, J.M., 1990. "Realization of autoregressive equations in pencil and descriptor form," Other publications TiSEM 3c164c8f-c092-448d-8ae7-9, Tilburg University, School of Economics and Management.
  52. Schumacher, J.M., 1990. "System-theoretic trends in econometrics," Research Memorandum FEW 432, Tilburg University, School of Economics and Management.
  53. Schumacher, J.M., 1990. "State representations of linear systems with output constraints," Other publications TiSEM 2e271918-3b8f-483c-9886-5, Tilburg University, School of Economics and Management.
  54. Schumacher, J.M., 1988. "Transformations of linear systems under external equivalence," Other publications TiSEM f42a7b5c-91c0-4082-b9d2-0, Tilburg University, School of Economics and Management.
  55. Schumacher, J.M., 1988. "Discrete events : Perspectives from system theory," Research Memorandum FEW 354, Tilburg University, School of Economics and Management.
  56. Bontsema, J. & Curtain, R.F. & Schumacher, J.M., 1988. "Robust control of flexible structures : a case study," Other publications TiSEM 2b421a15-9f96-4d74-b219-3, Tilburg University, School of Economics and Management.
  57. Nijmeijer, H. & Schumacher, J.M., 1986. "The regular local noninteracting control problem for nonlinear control systems," Other publications TiSEM 0edd6c44-ae1e-49aa-a0e5-7, Tilburg University, School of Economics and Management.
  58. Schumacher, J.M., 1985. "A geometric approach to the singular filtering problem," Other publications TiSEM 0e407bf8-8686-465d-9c67-4, Tilburg University, School of Economics and Management.
  59. Nijmeijer, H. & Schumacher, J.M., 1985. "On the inherent integration structure of nonlinear systems," Other publications TiSEM e30232ce-044f-4ec1-a4e5-e, Tilburg University, School of Economics and Management.
  60. Nijmeijer, H. & Schumacher, J.M., 1985. "Zeros at infinity for affine nonlinear control systems," Other publications TiSEM 8c161363-55ac-4a98-8728-2, Tilburg University, School of Economics and Management.
  61. Nijmeijer, N. & Schumacher, J.M., 1984. "Les systèmes non linéaires à plus d'entrées que de sorties ne sont pas inversibles," Other publications TiSEM c632470d-d620-4ff8-9a74-0, Tilburg University, School of Economics and Management.
  62. Aling, H. & Schumacher, J.M., 1984. "A nine-fold canonical decomposition for linear systems," Other publications TiSEM 739ff20f-7b60-4ead-a966-8, Tilburg University, School of Economics and Management.
  63. Schumacher, J.M., 1984. "Almost stabilizability subspaces and high gain feedback," Other publications TiSEM 3ff16bef-f062-4817-b822-8, Tilburg University, School of Economics and Management.
  64. Schumacher, J.M., 1983. "The role of the dissipation matrix in singular optimal control," Other publications TiSEM c643d99a-ddb6-4f6c-a4d6-f, Tilburg University, School of Economics and Management.
  65. Schumacher, J.M., 1983. "On a conjecture of Basile and Marro," Other publications TiSEM c55efa93-f6f8-401c-98bb-6, Tilburg University, School of Economics and Management.
  66. Schumacher, J.M., 1983. "On the structure of strongly controllable systems," Other publications TiSEM 91b9b9c7-bdfa-441d-9766-2, Tilburg University, School of Economics and Management.
  67. Schumacher, J.M., 1983. "Finite-dimensional regulators for a class of infinite-dimensional systems," Other publications TiSEM 4fdcad40-715b-434f-8917-a, Tilburg University, School of Economics and Management.
  68. Schumacher, J.M., 1983. "The algebraic regulator problem from the state-space point of view," Other publications TiSEM 5779f1b9-6092-4e3e-8daf-6, Tilburg University, School of Economics and Management.
  69. Schumacher, J.M., 1983. "A direct approach to compensator design for distributed parameter systems," Other publications TiSEM 64c07d51-0d72-41c5-877e-7, Tilburg University, School of Economics and Management.
  70. Schumacher, J.M., 1983. "Algebraic characterizations of almost invariance," Other publications TiSEM ee1735b8-04e9-48f2-8e64-b, Tilburg University, School of Economics and Management.
  71. Schumacher, J.M., 1982. "Regulator synthesis using (C,A,B)-pairs," Other publications TiSEM c3a99310-ebb7-4868-8af3-2, Tilburg University, School of Economics and Management.
  72. Schumacher, J.M., 1980. "A complement on pole placement," Other publications TiSEM b2551d06-13c0-49ba-857d-8, Tilburg University, School of Economics and Management.
  73. Schumacher, J.M., 1980. "On the minimal stable observer problem," Other publications TiSEM e16b7a80-04dc-407d-97e8-f, Tilburg University, School of Economics and Management.
  74. Schumacher, J.M., 1980. "Compensator synthesis using (C,A,B)-pairs," Other publications TiSEM 7388dba7-dc63-42d5-bdfe-3, Tilburg University, School of Economics and Management.
  75. van Harten, A. & Schumacher, J.M., 1980. "Well-posedness of some evolution problems in the theory of automatic feed-back control for systems with distributed parameters," Other publications TiSEM 8d6195e0-d682-4256-a2fc-3, Tilburg University, School of Economics and Management.

Articles

  1. Anne G. Balter & Johannes M. Schumacher & Nikolaus Schweizer, 2024. "Solving Maxmin Optimization Problems via Population Games," Journal of Optimization Theory and Applications, Springer, vol. 201(2), pages 760-789, May.
  2. Johannes M. Schumacher, 2022. "Utilitarian versus neutralitarian design of endowment fund policies," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2022(8), pages 718-748, September.
  3. Johannes M. Schumacher & Puduru Viswanadha Reddy & Jacob C. Engwerda, 2022. "Jump Equilibria in Public-Good Differential Games with a Single State Variable," Dynamic Games and Applications, Springer, vol. 12(3), pages 784-812, September.
  4. Schumacher, Johannes M., 2021. "Ex-ante estate division under strong Pareto efficiency," Mathematical Social Sciences, Elsevier, vol. 113(C), pages 10-24.
  5. Schumacher, Johannes M., 2021. "A note on Gollier's model for a collective pension scheme," Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(2), pages 187-211, April.
  6. Johannes M. Schumacher, 2020. "Efficiency of institutional spending and investment rules," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2020(5), pages 454-476, May.
  7. Schumacher Johannes M., 2018. "Distortion risk measures, ROC curves, and distortion divergence," Statistics & Risk Modeling, De Gruyter, vol. 35(1-2), pages 35-50, January.
  8. Schumacher, Johannes M., 2018. "Linear Versus Nonlinear Allocation Rules In Risk Sharing Under Financial Fairness," ASTIN Bulletin, Cambridge University Press, vol. 48(3), pages 995-1024, September.
  9. Johannes M. Schumacher, 2018. "A Multi-Objective Interpretation of Optimal Transport," Journal of Optimization Theory and Applications, Springer, vol. 176(1), pages 94-119, January.
  10. Bao, Hailong & Ponds, Eduard H.M. & Schumacher, Johannes M., 2017. "Multi-period risk sharing under financial fairness," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 49-66.
  11. Torsten Kleinow & Johannes M. Schumacher, 2017. "Financial fairness and conditional indexation," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2017(8), pages 651-669, September.
  12. Pazdera, Jaroslav & Schumacher, Johannes M. & Werker, Bas J.M., 2017. "The composite iteration algorithm for finding efficient and financially fair risk-sharing rules," Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 122-133.
  13. Pazdera, Jaroslav & Schumacher, Johannes M. & Werker, Bas J.M., 2016. "Cooperative investment in incomplete markets under financial fairness," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 394-406.
  14. Berend Roorda & Johannes M. Schumacher, 2016. "Weakly time consistent concave valuations and their dual representations," Finance and Stochastics, Springer, vol. 20(1), pages 123-151, January.
  15. 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.
  16. 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.
  17. Würth, Andreas & Schumacher, J.M., 2011. "Risk aversion for nonsmooth utility functions," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 109-128, March.
  18. Kerkhof, Jeroen & Melenberg, Bertrand & Schumacher, Hans, 2010. "Model risk and capital reserves," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 267-279, January.
  19. 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(3), pages 321-350, July.
  20. 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.
  21. Berend Roorda & J. M. Schumacher & Jacob Engwerda, 2005. "Coherent Acceptability Measures In Multiperiod Models," Mathematical Finance, Wiley Blackwell, vol. 15(4), pages 589-612, October.
  22. W. A. van den Broek & J. C. Engwerda & J. M. Schumacher, 2003. "Robust Equilibria in Indefinite Linear-Quadratic Differential Games," Journal of Optimization Theory and Applications, Springer, vol. 119(3), pages 565-595, December.
  23. A. J. T. M. Weeren & J. M. Schumacher & J. C. Engwerda, 1999. "Asymptotic Analysis of Linear Feedback Nash Equilibria in Nonzero-Sum Linear-Quadratic Differential Games," Journal of Optimization Theory and Applications, Springer, vol. 101(3), pages 693-722, June.
  24. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works
  2. Number of Distinct Works, Weighted by Number of Authors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AGE: Economics of Ageing (1) 2017-08-20
  2. NEP-DGE: Dynamic General Equilibrium (1) 2017-08-20

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Johannes M. Schumacher should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.