Stanley R. Pliska

Publication Activity (10 Years)

Years Active: 1977-2005
Publications (10 Years): 0

Publications

Tomasz R. Bielecki, Stanley R. Pliska, Shuenn-Jyi Sheu
Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation. SIAM J. Control. Optim. 44 (5) (2005)
Tomasz R. Bielecki, Stanley R. Pliska
Risk-sensitive ICAPM with application to fixed-income management. IEEE Trans. Autom. Control. 49 (3) (2004)
Tomasz R. Bielecki, Stanley R. Pliska, Hanqing Jin, Xun Yu Zhou
Continuous-time mean-variance portfolio choice with no-bankruptcy constraint. CDC (2003)
Tomasz R. Bielecki, Stanley R. Pliska
Risk sensitive asset management with transaction costs. Finance Stochastics 4 (1) (2000)
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) (1999)
Abel Cadenillas, Stanley R. Pliska
Optimal trading of a security when there are taxes and transaction costs. Finance Stochastics 3 (2) (1999)
Hiroshi Konno, Stanley R. Pliska, Ken-Ichi Suzuki
Optimal portfolios with asymptotic criteria. Ann. Oper. Res. 45 (1) (1993)
Süleyman Özekici, Stanley R. Pliska
Optimal Scheduling of Inspections: A Delayed Markov Model with False Positives and Negatives. Oper. Res. 39 (2) (1991)
Stanley R. Pliska
A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios. Math. Oper. Res. 11 (2) (1986)
Stanley R. Pliska
Accretive Operators and Markov Decision Processes. Math. Oper. Res. 5 (3) (1980)
Dong-Wan Tcha, Stanley R. Pliska
/1 Queues with Feedback. Oper. Res. 25 (2) (1977)