Stanley R. Pliska

According to our database, Stanley R. Pliska authored at least 11 papers between 1977 and 2005.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2005

Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation.

Tomasz R. Bielecki, Stanley R. Pliska, Shuenn-Jyi Sheu

SIAM J. Control. Optim., 2005

2004

Risk-sensitive ICAPM with application to fixed-income management.

Tomasz R. Bielecki, Stanley R. Pliska

IEEE Trans. Autom. Control., 2004

2003

Continuous-time mean-variance portfolio choice with no-bankruptcy constraint.

Tomasz R. Bielecki, Stanley R. Pliska, Hanqing Jin, Xun Yu Zhou

Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

2000

Risk sensitive asset management with transaction costs.

Tomasz R. Bielecki, Stanley R. Pliska

Finance Stochastics, 2000

1999

Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management.

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

Math. Methods Oper. Res., 1999

Optimal trading of a security when there are taxes and transaction costs.

Abel Cadenillas, Stanley R. Pliska

Finance Stochastics, 1999

1993

Optimal portfolios with asymptotic criteria.

Hiroshi Konno, Stanley R. Pliska, Ken-Ichi Suzuki

Ann. Oper. Res., 1993

1991

Optimal Scheduling of Inspections: A Delayed Markov Model with False Positives and Negatives.

Süleyman Özekici, Stanley R. Pliska

Oper. Res., 1991

1986

A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios.

Stanley R. Pliska

Math. Oper. Res., 1986

1980

Accretive Operators and Markov Decision Processes.

Stanley R. Pliska

Math. Oper. Res., 1980

1977

Optimal Control of Single-Server Queuing Networks and Multi-Class <i>M</i>/<i>G</i>/1 Queues with Feedback.

Dong-Wan Tcha, Stanley R. Pliska

Oper. Res., 1977