Henry R. Richardson

Publications

710

Citations

H-Index

1971

Active since

Affiliations

Daniel H. Wagner Associates (United States)(Current)

Henry R. Richardson is an author at Daniel H. Wagner Associates (United States) specializing in engineering, mathematical programming, and computer science.

Top concepts

EngineeringManagementComputer ScienceSystems EngineeringMathematical ProgrammingFinanceBusinessEconomicsProbabilityAsset Pricing

Publications per year

1971–1991

Publications

Mean-Variance Hedging in Continuous Time

Darrell Duffie, Henry R. Richardson · The Annals of Applied Probability · 1991 · 406 citations · Full text

Economics, Portfolio Optimization, Asset Pricing +14

A Minimum Variance Result in Continuous Trading Portfolio Optimization

Henry R. Richardson · Management Science · 1989 · 101 citations

Mathematical Programming, Leveraged Investment, Portfolio Management +17

Operations analysis during the underwater search for Scorpions

Henry R. Richardson, Lawrence D. Stone · Naval Research Logistics Quarterly · 1971 · 73 citations

Bayesian Decision Theory, Engineering, Underwater System +17

The United States Coast Guard Computer‐Assisted Search Planning system (CASP)

Henry R. Richardson, Joseph H. Discenza · Naval Research Logistics Quarterly · 1980 · 64 citations

Stochastic Simulation, Computer‐assisted Search Planning, Bayesian Decision Theory +13

Search for Targets with Conditionally Deterministic Motion

Lawrence D. Stone, Henry R. Richardson · SIAM Journal on Applied Mathematics · 1974 · 38 citations

Mathematical Programming, Engineering, Field Robotics +16

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