An optimal consumption model with stochastic volatility WH Fleming, D Hernández-Hernández Finance and Stochastics 7, 245-262, 2003 | 163 | 2003 |

Risk sensitive control of Markov processes in countable state space D Hernández-Hernández, SI Marcus Systems and Control Letters 29 (01), 147-155, 1996 | 155 | 1996 |

Risk-sensitive control of finite state machines on an infinite horizon I WH Fleming, D Hernández-Hernández SIAM Journal on Control and Optimization 35 (5), 1790-1810, 1997 | 125 | 1997 |

Risk sensitive Markov decision processes SI Marcus, E Fernández-Gaucherand, D Hernández-Hernandez, ... Systems and control in the twenty-first century, 263-279, 1997 | 120 | 1997 |

Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management T Bielecki, D Hernández-Hernández, SR Pliska Mathematical Methods of Operations Research 50, 167-188, 1999 | 90 | 1999 |

Robust utility maximization in a stochastic factor model D Hernández-Hernández, A Schied Statistics and Decisions 24 (01), 101-125, 2005 | 76 | 2005 |

A control approach to robust utility maximization with logarithmic utility and time-consistent penalties D Hernández-Hernández, A Schied Stochastic Processes and their Applications 117 (8), 980-1000, 2007 | 73 | 2007 |

The linear programming approach to deterministic optimal control problems D Hernández-Hernández, O Hernández-Lerma, M Taksar Applicationes Mathematicae 24 (1), 17-33, 1996 | 65 | 1996 |

Optimal consumption-investment problems in incomplete markets with stochastic coefficients N Castaneda-Leyva, D Hernández-Hernández SIAM journal on control and optimization 44 (4), 1322-1344, 2005 | 61 | 2005 |

Existence of risk-sensitive optimal stationary policies for controlled Markov processes D Hernández-Hernández, SI Marcus Applied Mathematics and Optimization 40, 273-285, 1999 | 57 | 1999 |

On the value of stochastic differential games WH Fleming, D Hernández-Hernández Communications on Stochastic Analysis 5 (2), 6, 2011 | 53 | 2011 |

A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains R Cavazos-Cadena, D Hernández-Hernández Annals of Applied Probability 15 (1A), 175-212, 2005 | 40 | 2005 |

Risk-sensitive control of finite state machines on an infinite horizon II WH Fleming, D Hernández-Hernández SIAM journal on control and optimization 37 (4), 1048-1069, 1999 | 40 | 1999 |

A zero-sum game between a singular stochastic controller and a discretionary stopper D Hernandez-Hernandez, RS Simon, M Zervos Annals of Applied Probability 25 (1), 46-80, 2015 | 39 | 2015 |

Discounted approximations for risk-sensitive average criteria in Markov decision chains with finite state space R Cavazos-Cadena, D Hernández-Hernández Mathematics of Operations Research 36 (1), 133-146, 2011 | 35 | 2011 |

The tradeoff between consumption and investment in incomplete financial markets WH Fleming, D Hernández-Hernández Applied Mathematics and Optimization 52, 219-235, 2005 | 31 | 2005 |

Optimality of refraction strategies for spectrally negative Lévy processes D Hernández-Hernández, JL Perez, K Yamazaki SIAM Journal on Control and Optimization 54 (3), 1126-1156, 2016 | 26 | 2016 |

Games of singular control and stopping driven by spectrally one-sided Lévy processes D Hernández-Hernández, K Yamazaki Stochastic Processes and their Applications 125 (1), 1-38, 2015 | 23 | 2015 |

Analysis of a risk-sensitive control problem for hidden Markov chains D Hernández-Hernández, SI Marcus, PJ Fard IEEE Transactions on Automatic Control 44 (5), 1093-1100, 1999 | 22 | 1999 |

An optimal investment strategy with maximal risk aversion and its ruin probability B Fernández, D Hernández-Hernández, A Meda, P Saavedra Mathematical Methods of Operations Research 68 (1), 159-179, 2008 | 21 | 2008 |