Browsing All of EconStor by Author Pliska, Stanley R.
Showing results 1 to 11 of 11
Year of Publication | Title | Author(s) |
1976 | Optimal Control of Some Markov Processes with Applications to Batch Queueing and Continuous Review Inventory Systems | Weiss, Howard J.; Pliska, Stanley R. |
1978 | Optimal Consumption and Exploration of Nonrenewable Resources Under Uncertainty | Deshmukh, S. D.; Pliska, Stanley R. |
1981 | Optimal Consumption of A Nonrenewable Resource with Stochastic Discoveries and a Random Environment | Deshmukh, Sudhakar D.; Pliska, Stanley R. |
1981 | Natural Energy Resource Decisions and Prices Involving Incertainty | Deshmukh, Sudhakar D.; Pliska, Stanley R. |
1981 | A Stochastic Calculus Model of Continuous Trading: Complete Markets | Harrison, J. Michael; Pliska, Stanley R. |
1981 | Martingales and Stochastic Integrals in the Theory of Continous Trading | Harrison, J. Michael; Pliska, Stanley R. |
1982 | Duality Theory for Some Stochastic Control Models | Pliska, Stanley R. |
1982 | A Stochastic Calculus Model of Continuous Trading: Return Processes and Investment Plans | Pliska, Stanley R. |
1984 | A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios | Pliska, Stanley R. |
1986 | The Shadow Price of Information in Continuous Time Decision Problems | Back, Kerry; Pliska, Stanley R. |
1986 | Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints | Back, Kerry; Pliska, Stanley R. |