검색결과 : 7건
| No. | Article |
|---|---|
| 1 |
ADAPTIVE ROBUST CONTROL UNDER MODEL UNCERTAINTY Bielecki TR, Chen T, Cialenco I, Cousin A, Jeanblanc M SIAM Journal on Control and Optimization, 57(2), 925, 2019 |
| 2 |
Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates: The HJB equation Bielecki TR, Pliska SR, Sheu SJ SIAM Journal on Control and Optimization, 44(5), 1811, 2005 |
| 3 |
Modeling of the defaultable term structure: Conditionally Markov approach Bielecki TR, Rutkowski M IEEE Transactions on Automatic Control, 49(3), 361, 2004 |
| 4 |
Risk-sensitive ICAPM with application to fixed-income management Bielecki TR, Pliska SR IEEE Transactions on Automatic Control, 49(3), 420, 2004 |
| 5 |
Risk-sensitive dynamic asset management Bielecki TR, Pliska SR Applied Mathematics and Optimization, 39(3), 337, 1999 |
| 6 |
Ergodic control of a singularly perturbed Markov process in discrete time with general state and compact action spaces Bielecki TR, Stettner L Applied Mathematics and Optimization, 38(3), 261, 1998 |
| 7 |
The Linear-Quadratic Control Problem Revisited Bielecki TR SIAM Journal on Control and Optimization, 33(5), 1425, 1995 |