Concepedia

Tomasz R. Bielecki

TR

Statistics

Publications

47

Citations

2.5K

H-Index

28

Active since

1988

Affiliations

Illinois Institute of Technology(Current)

Warsaw University of Technology

Université d'Évry Val-d'Essonne

Institute of Mathematics

Northeastern Illinois University

Tomasz R. Bielecki is an author at Illinois Institute of Technology specializing in business, finance, and financial economics.

Publications per year

1988–2021

47

Publications

47

Optimality of Zero-Inventory Policies for Unreliable Manufacturing Systems

Tomasz R. Bielecki, P. R. Kumar · Operations Research · 1988 · 416 citations

Management, Industrial Engineering, Manufacturing Engineering +17

Risk-Sensitive Dynamic Asset Management

Tomasz R. Bielecki · Applied Mathematics & Optimization · 1999 · 293 citations

Business, Finance, Risk Management +9

Risk sensitive asset management with transaction costs

Tomasz R. Bielecki, Stanley R. Pliska · Finance and Stochastics · 2000 · 99 citations

Business, Finance, Risk Management +12

Portfolio optimization with a defaultable security

Tomasz R. Bielecki, Inwon Jang · Asia-Pacific Financial Markets · 2006 · 91 citations

Business, Finance, Financial Management +14

Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management

Tomasz R. Bielecki, Daniel Hernández–Hernández, Stanley R. Pliska · Mathematical Methods of Operations Research · 1999 · 78 citations

Engineering, Finance, Risk Management +17

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