Stanley R. Pliska

Available identifiers

zbMath Open pliska.stanley-rWikidataQ102269729 ScholiaQ102269729MaRDI QIDQ951491

List of research outcomes

Publication	Date of Publication	Type
Optimal tracking for asset allocation with fixed and proportional transaction costs	2019-01-15	Paper
Risk-Sensitive ICAPM With Application to Fixed-Income Management	2017-07-12	Paper
Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms	2014-10-24	Paper
An Overview of Optimal Life Insurance Purchase, Consumption and Investment Problems	2012-09-05	Paper
Option valuation with co-integrated asset prices	2008-10-24	Paper
https://portal.mardi4nfdi.de/entity/Q3511644	2008-07-11	Paper
A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT	2008-05-22	Paper
CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION	2006-02-08	Paper
OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND	2005-12-15	Paper
A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios	2003-05-21	Paper
https://portal.mardi4nfdi.de/entity/Q4550913	2002-09-04	Paper
Risk-sensitive dynamic asset management	2002-05-07	Paper
https://portal.mardi4nfdi.de/entity/Q4792530	2002-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4407993	2001-01-01	Paper
Risk sensitive asset allocation	2000-08-21	Paper
Risk sensitive asset management with transaction costs	2000-05-24	Paper
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management	2000-05-17	Paper
Optimal trading of a security when there are taxes and transaction costs	1999-09-14	Paper
OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS	1997-07-06	Paper
Portfolio management with transaction costs	1997-04-16	Paper
https://portal.mardi4nfdi.de/entity/Q4887227	1997-01-19	Paper
On a free boundary problem that arises in portfolio management	1995-05-14	Paper
Optimal portfolios with asymptotic criteria	1994-01-26	Paper
On the fundamental theorem of asset pricing with an infinite state space	1991-01-01	Paper
Optimal Scheduling of Inspections: A Delayed Markov Model with False Positives and Negatives	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3801311	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3801314	1988-01-01	Paper
The shadow price of information in continuous time decision problems	1987-01-01	Paper
A martingale characterization of the price of a nonrenewable resource with decisions involving uncertainty	1985-01-01	Paper
A stochastic calculus model of continuous trading: Complete markets	1983-01-01	Paper
Optimal Consumption of a Nonrenewable Resource with Stochastic Discoveries and a Random Environment	1983-01-01	Paper
Optimal policies for batch service queueing systems	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3967383	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4744178	1982-01-01	Paper
Martingales and stochastic integrals in the theory of continuous trading	1981-01-01	Paper
Optimal Consumption and Exploration of Nonrenewable Resources under Uncertainty	1980-01-01	Paper
Accretive Operators and Markov Decision Processes	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3931152	1980-01-01	Paper
On a functional differential equation that arises in a Markov control problem	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3908794	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4118155	1977-01-01	Paper
Optimal Control of Single-Server Queuing Networks and Multi-Class M/G/1 Queues with Feedback	1977-01-01	Paper
Optimization of Multitype Branching Processes	1976-01-01	Paper
Controlled jump processes	1975-01-01	Paper
A Semigroup Representation of the Maximum Expected Reward Vector in Continuous Parameter Markov Decision Theory	1975-01-01	Paper
A diffusion process model for the optimal operation of a reservoir system	1975-01-01	Paper
A DYNAMIC PROGRAMMING MODEL FOR OPTIMAL OBSERVATIONS OF A DISCRETE TIME LINEAR STOCHASTIC PROCESS	1974-01-01	Paper
Optimal observations for minimum variance filtering	1974-01-01	Paper
Single person controlled diffusions with discounted costs	1973-01-01	Paper
Multiperson Controlled Diffusions	1973-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Stanley R. Pliska