The following pages link to Stanley R. Pliska (Q951491):
Displaying 50 items.
- Option valuation with co-integrated asset prices (Q951492) (← links)
- A martingale characterization of the price of a nonrenewable resource with decisions involving uncertainty (Q1064957) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- Optimal policies for batch service queueing systems (Q1163465) (← links)
- Controlled jump processes (Q1220317) (← links)
- On a functional differential equation that arises in a Markov control problem (Q1243841) (← links)
- Risk-sensitive dynamic asset management (Q1288988) (← links)
- Optimal trading of a security when there are taxes and transaction costs (Q1297916) (← links)
- Optimal portfolios with asymptotic criteria (Q1313154) (← links)
- (Q1575277) (redirect page) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
- Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management (Q1809495) (← links)
- A stochastic calculus model of continuous trading: Complete markets (Q1838779) (← links)
- Risk sensitive asset management with transaction costs (Q1979075) (← links)
- Single person controlled diffusions with discounted costs (Q2556574) (← links)
- On the fundamental theorem of asset pricing with an infinite state space (Q2641205) (← links)
- An Overview of Optimal Life Insurance Purchase, Consumption and Investment Problems (Q2908433) (← links)
- Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms (Q2926486) (← links)
- OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (Q3126240) (← links)
- Portfolio management with transaction costs (Q3128395) (← links)
- Optimal Scheduling of Inspections: A Delayed Markov Model with False Positives and Negatives (Q3354451) (← links)
- CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION (Q3370587) (← links)
- A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT (Q3502160) (← links)
- (Q3511644) (← links)
- The shadow price of information in continuous time decision problems (Q3765689) (← links)
- (Q3801311) (← links)
- (Q3801314) (← links)
- Optimal Consumption and Exploration of Nonrenewable Resources under Uncertainty (Q3863387) (← links)
- Accretive Operators and Markov Decision Processes (Q3885558) (← links)
- (Q3908794) (← links)
- (Q3931152) (← links)
- (Q3967383) (← links)
- A Semigroup Representation of the Maximum Expected Reward Vector in Continuous Parameter Markov Decision Theory (Q4072603) (← links)
- A DYNAMIC PROGRAMMING MODEL FOR OPTIMAL OBSERVATIONS OF A DISCRETE TIME LINEAR STOCHASTIC PROCESS (Q4074622) (← links)
- A diffusion process model for the optimal operation of a reservoir system (Q4095642) (← links)
- Optimization of Multitype Branching Processes (Q4114958) (← links)
- (Q4118155) (← links)
- Optimal Control of Single-Server Queuing Networks and Multi-Class <i>M</i>/<i>G</i>/1 Queues with Feedback (Q4148774) (← links)
- (Q4407993) (← links)
- A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios (Q4537870) (← links)
- (Q4550913) (← links)
- Optimal tracking for asset allocation with fixed and proportional transaction costs (Q4610230) (← links)
- On a free boundary problem that arises in portfolio management (Q4698072) (← links)
- (Q4744178) (← links)
- Optimal Consumption of a Nonrenewable Resource with Stochastic Discoveries and a Random Environment (Q4750389) (← links)
- (Q4792530) (← links)
- (Q4887227) (← links)
- Optimal observations for minimum variance filtering (Q5181179) (← links)
- Risk-Sensitive ICAPM With Application to Fixed-Income Management (Q5273713) (← links)
- Multiperson Controlled Diffusions (Q5650231) (← links)
