Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
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Publication:1809495
DOI10.1007/s001860050094zbMath0959.91029OpenAlexW2052626772MaRDI QIDQ1809495
Stanley R. Pliska, Daniel Hernández-Hernández, Tomasz R. Bielecki
Publication date: 17 May 2000
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860050094
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