Daniel Hernández-Hernández

◀ ▶ joint publications with Tomasz R. Bielecki

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Publications

1999
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Tomasz R. Bielecki, Daniel Hernández-Hernández, Stanley R. Pliska:
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management. Math. Methods Oper. Res. 50(2): 167-188 (1999)

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