E-LIB Suche - Ergebnisse für: Hernández‐Hernández, Daniel

1

Advances in Probability and Mathematical Statistics: CLAPEM..

Progress in Probability, 79

Hernández‐Hernández, Daniel ; Leonardi, Florencia ; Mena, Ramsés H. - 1st ed. 2021 . , 2021

2

Periodic strategies in optimal execution with multiplicativ..:

Hernández‐Hernández, Daniel ; Moreno‐Franco, Harold A. ; Pérez, José‐Luis
Mathematical Finance. 29 (2019) 4 - p. 1039-1065 , 2019

Link: https://doi.org/10.1111/..

3

Variance-Optimal Martingale Measures for Diffusion Processe..:

Hernández–Hernández, Daniel
Set-Valued and Variational Analysis. 26 (2017) 4 - p. 975-991 , 2017

Link: https://doi.org/10.1007/..

4

A characterization of exponential functionals in finite Mar..:

Cavazos–Cadena, Rolando ; Hernández–Hernández, Daniel
Mathematical Methods of Operational Research. 60 (2004) 3 - p. 399-414 , 2004

Link: https://doi.org/10.1007/..

5

Risk-Sensitive LQG Discounted Control Problems and Their As..:

Hernández-Hernández, Daniel ; Salazar-Sánchez, Pedro
SIAM Journal on Control and Optimization. 61 (2023) 3 - p. 1136-1161 , 2023

Link: https://doi.org/10.1137/..

6

Portfolio management under drawdown constraint in discrete-..:

Hernández-Bustos, Diego ; Hernández-Hernández, Daniel
Journal of Applied Probability. 60 (2022) 1 - p. 127-147 , 2022

Link: https://doi.org/10.1017/..

7

Zero-Sum Stochastic Games with Random Rules of Priority, Di..:

Hernández-Hernández, Daniel ; H. Ricalde-Guerrero, Joshué
Dynamic Games and Applications. 12 (2022) 4 - p. 1293-1311 , 2022

Link: https://doi.org/10.1007/..

8

The Vanishing Discount Approach in a class of Zero-Sum Fini..:

Cavazos-Cadena, Rolando ; Hernández-Hernández, Daniel
SIAM Journal on Control and Optimization. 57 (2019) 1 - p. 219-240 , 2019

Link: https://doi.org/10.1137/..

9

A Free-Model Characterization of the Asymptotic Certainty E..:

, In: Modeling, Stochastic Control, Optimization, and Applications; The IMA Volumes in Mathematics and its Applications,

Hernández-Hernández, Daniel ; Treviño-Aguilar, Erick - p. 261-281 , 2019

Link: https://doi.org/10.1007/..

10

Vanishing discount approximations in controlled Markov chai..:

Cavazos-Cadena, Rolando ; Hernández-Hernández, Daniel
Advances in Applied Probability. 50 (2018) 1 - p. 204-230 , 2018

Link: https://doi.org/10.1017/..

11

Zero-Sum Stochastic Differential Games Without the Isaacs C..:

Hernández-Hernández, Daniel ; Sîrbu, Mihai
SIAM Journal on Control and Optimization. 56 (2018) 3 - p. 2095-2119 , 2018

Link: https://doi.org/10.1137/..

12

VANISHING DISCOUNT APPROXIMATIONS IN CONTROLLED MARKOV CHAI..:

CAVAZOS-CADENA, ROLANDO ; HERNÁNDEZ-HERNÁNDEZ, DANIEL
Advances in Applied Probability. 50 (2018) 1 - p. 204-230 , 2018

Link: https://www.jstor.org/st..

13

Worst portfolios for dynamic monetary utility processes:

Hernández-Hernández, Daniel ; Madrid-Padilla, Oscar Hernan
Stochastics. 90 (2017) 1 - p. 78-101 , 2017

Link: https://doi.org/10.1080/..

14

Exact and approximate Nash equilibria in discounted Markov ..:

Cavazos-Cadena, Rolando ; Hernández-Hernández, Daniel
Journal of Mathematical Analysis and Applications. 433 (2016) 2 - p. 1110-1141 , 2016

Link: https://doi.org/10.1016/..

15

A Characterization of the Optimal Certainty Equivalent of t..:

Cavazos-Cadena, Rolando ; Hernández-Hernández, Daniel
Mathematics of Operations Research. 41 (2016) 1 - p. 224-235 , 2016

Link: http://www.jstor.org/sta..