"Risk sensitive control of finite state Markov chains in discrete time, ..."

Tomasz R. Bielecki, Daniel Hernández-Hernández, Stanley R. Pliska (1999)

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DOI: 10.1007/S001860050094

access: closed

type: Journal Article

metadata version: 2020-10-26

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Tomasz R. Bielecki, Daniel Hernández-Hernández, Stanley R. Pliska:
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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