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"Risk sensitive control of finite state Markov chains in discrete time, ..."
Tomasz R. Bielecki, Daniel Hernández-Hernández, Stanley R. Pliska (1999)
- Tomasz R. Bielecki, Daniel Hernández-Hernández, Stanley R. Pliska
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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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