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Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion

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Hernández Hernández Daniel

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Zero-sum stochastic differential games without the Isaacs condition: random rules of priority and intermediate Hamiltonians

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Hernández Hernández Daniel

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Variance-optimal martingale measures for diffusion processes with stochastic coefficients.

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Hernández Hernández Daniel

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A free model characterization of the asymptotic certainty equivalent by the Arrow-Pratt index

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Hernández Hernández Daniel 

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The vanishing discount approach in a class of zero-sum finite games with risk-sensitive average criterion

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Hernández Hernández Daniel 

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