Cited in
(27)- Existence of bounded solutions to multiplicative Poisson equations under mixing property
- Markov decision processes under risk sensitivity: a discount vanishing approach
- Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion
- Risk minimization through portfolio replication
- Long run risk sensitive portfolio with general factors
- Utilizing risk minimization for portfolio management
- Denumerable Markov stopping games with risk-sensitive total reward criterion.
- Discounted approximations to the risk-sensitive average cost in finite Markov chains
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach
- A discounted approach in communicating average Markov decision chains under risk-aversion
- Contractive approximations in average Markov decision chains driven by a risk-seeking controller
- Problems of mathematical finance by stochastic control methods
- Portfolio selection in stochastic markets with HARA utility functions
- Portfolio optimization with disutility-based risk measure
- Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
- Long-run risk sensitive dyadic impulse control
- Portfolio optimization in stochastic markets
- Portfolio selection in stochastic markets with exponential utility functions
- Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller
- Portfolio optimization for wealth-dependent risk preferences
- The vanishing discount approach in a class of zero-sum finite games with risk-sensitive average criterion
- Optimal Asset Allocation with Asymptotic Criteria
- Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space
- Risk-sensitive benchmarked asset management
- Average optimality for risk-sensitive control with general state space
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space
- Markov decision processes with risk-sensitive criteria: an overview
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