Optimal Control of Single-Server Queuing Networks and Multi-Class M/G/1 Queues with Feedback. - Dong-Wan Tcha; Stanley R. Pliska (Oper. Res., 1977)

Accretive Operators and Markov Decision Processes. - Stanley R. Pliska (Math. Oper. Res., 1980)

A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios. - Stanley R. Pliska (Math. Oper. Res., 1986)

Optimal Scheduling of Inspections: A Delayed Markov Model with False Positives and Negatives. - Süleyman Özekici; Stanley R. Pliska (Oper. Res., 1991)

Optimal portfolios with asymptotic criteria. - Hiroshi Konno; Stanley R. Pliska; Ken-Ichi Suzuki (Ann. Oper. Res., 1993)

Optimal trading of a security when there are taxes and transaction costs. - Abel Cadenillas; Stanley R. Pliska (Finance Stochastics, 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)

Risk sensitive asset management with transaction costs. - Tomasz R. Bielecki; Stanley R. Pliska (Finance Stochastics, 2000)

Continuous-time mean-variance portfolio choice with no-bankruptcy constraint. - Tomasz R. Bielecki; Stanley R. Pliska; Hanqing Jin; Xun Yu Zhou (CDC, 2003)

Risk-sensitive ICAPM with application to fixed-income management. - Tomasz R. Bielecki; Stanley R. Pliska (IEEE Trans. Autom. Control., 2004)

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)