Daniel Hernandez-Hernandez

Identifiers

• name variant Daniel Hernandez-Hernandez 0.60 · backfill

Papers (5)

1. Worst portfolios for dynamic monetary utility processes math.OC · 2017 · author #1
2. Optimality of Refraction Strategies for Spectrally Negative Levy Processes math.OC · 2015 · author #1
3. Games of singular control and stopping driven by spectrally one-sided Levy processes math.OC · 2013 · author #1
4. A zero-sum game between a singular stochastic controller and a discretionary stopper math.PR · 2012 · author #1
5. A Characterization of the optimal risk-Sensitive average cost in finite controlled Markov chains math.PR · 2005 · author #2

Mentions

• 1504.03496 #1 · backfill · confidence 0.70 Daniel Hernandez-Hernandez
• 1308.3141 #1 · backfill · confidence 0.70 Daniel Hernandez-Hernandez
• 1212.2074 #1 · backfill · confidence 0.70 Daniel Hernandez-Hernandez

Frequent Coauthors

• Kazutoshi Yamazaki 2 shared papers
• Jose-Luis Perez 1 shared papers
• Mihail Zervos 1 shared papers
• Oscar Hernan Madrid Padilla 1 shared papers
• Robert S. Simon 1 shared papers
• Rolando Cavazos-Cadena 1 shared papers