Tomasz R. Bielecki
According to our database1,
Tomasz R. Bielecki
authored at least 14 papers
between 1999 and 2019.
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Bibliography
2019
2018
A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time.
Math. Oper. Res., 2018
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
1999
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management.
Math. Methods Oper. Res., 1999