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Reflecting Brownian motion in three dimensions : a new proof of sufficient conditions for positive recurrence
Dai, J. G.; Harrison, J. Michael - In: Mathematical methods of operations research 75 (2012) 2, pp. 135-147
Persistent link: https://www.econbiz.de/10009533452
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Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Thomas; Hernández-Hernández, Daniel; … - In: Mathematical methods of operations research 50 (1999) 2, pp. 167-188
Persistent link: https://www.econbiz.de/10001428073
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Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Tomasz; Hernández-Hernández, Daniel; … - In: Mathematical methods of operations research 50 (1999) 2, pp. 167-188
Persistent link: https://www.econbiz.de/10006626467