# Tomasz R. Bielecki

According to our database

Collaborative distances:

^{1}, Tomasz R. Bielecki authored at least 14 papers between 1999 and 2019.Collaborative distances:

## Timeline

#### Legend:

Book In proceedings Article PhD thesis Other## Links

#### On csauthors.net:

## Bibliography

2019

SIAM J. Control. Optim., 2019

2018

A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time.

Math. Oper. Res., 2018

2015

Proceedings of the Encyclopedia of Systems and Control, 2015

SIAM J. Financial Math., 2015

SIAM J. Financial Math., 2015

2014

J. Optim. Theory Appl., 2014

2011

Finance Stochastics, 2011

2006

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

2005

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

SIAM J. Control. Optim., 2005

2004

IEEE Trans. Autom. Control., 2004

IEEE Trans. Autom. Control., 2004

2000

IEEE Trans. Autom. Control., 2000

Finance Stochastics, 2000

1999

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

Math. Methods Oper. Res., 1999