Edit Profile (opens in new tab) Stettner, Łukasz Compute Distance To: Compute Author ID: stettner.lukasz Published as: Stettner, Łukasz; Stettner, L.; Stettner, Ł.; Stettner, Lukasz External Links: MGP Documents Indexed: 122 Publications since 1980, including 3 Books 4 Contributions as Editor Co-Authors: 35 Co-Authors with 81 Joint Publications 437 Co-Co-Authors all top 5 Co-Authors 45 single-authored 14 Di Masi, Giovanni B. 11 Pasik-Duncan, Bozenna 9 Duncan, Tyrone E. 8 Bobryk, Roman V. 7 Palczewski, Jan 4 Bielecki, Tomasz R. 4 Pitera, Marcin 4 Runggaldier, Wolfgang J. 4 Zabczyk, Jerzy 3 Jelito, Damian 3 Rásonyi, Miklós 3 Rogala, Tomasz 2 Basu, Arnab K. 2 Duncan, T. 2 Mazziotto, Gerald 2 Peszat, Szymon 2 Rygiel, Agnieszka 2 Szpirglas, Jacques 2 Zabozyk, J. 1 Bodnar, Rostyslav 1 Chojnowska-Michalik, Anna 1 Chrzȩszczyk, Andrzej 1 Drabik, Ewa 1 Gacki, Henryk 1 Gątarek, Dariusz 1 Jakubowski, Jacek 1 Łazarski, Krzysztof 1 Matkowski, Janusz 1 Motoczyński, Michał 1 Niewȩgłowski, Mariusz Andrzej 1 Palczewski, Andrzej 1 Palmowski, Zbigniew 1 Sadowy, Roman 1 Sulima, Anna 1 Zaremba, Piotr all top 5 Serials 12 Applied Mathematics and Optimization 12 SIAM Journal on Control and Optimization 12 Applicationes Mathematicae 6 Probability and Mathematical Statistics 6 Stochastics and Stochastics Reports 5 Systems & Control Letters 5 Mathematical Methods of Operations Research 4 Stochastic Processes and their Applications 4 Bulletin of the Polish Academy of Sciences, Mathematics 4 Banach Center Publications 3 Stochastics 3 Stochastic Analysis and Applications 2 Demonstratio Mathematica 2 Journal of Optimization Theory and Applications 2 Matematychni Metody ta Fizyko-Mekhanichni Polya 2 Mathematica Applicanda 1 Studia Mathematica 1 Colloquium Mathematicum 1 Dissertationes Mathematicae 1 IEEE Transactions on Automatic Control 1 MCSS. Mathematics of Control, Signals, and Systems 1 The Annals of Applied Probability 1 Journal of Mathematical Sciences (New York) 1 Electronic Journal of Probability 1 Journal of Vibration and Control 1 Mathematical Finance 1 Annales Mathematicae Silesianae 1 Communications in Information and Systems 1 Communications in Mathematical Sciences 1 Wiadomości Matematyczne all top 5 Fields 92 Systems theory; control (93-XX) 78 Probability theory and stochastic processes (60-XX) 37 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 9 Operations research, mathematical programming (90-XX) 6 Statistics (62-XX) 5 History and biography (01-XX) 4 General and overarching topics; collections (00-XX) 4 Operator theory (47-XX) 2 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Mechanics of particles and systems (70-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 84 Publications have been cited 495 times in 307 Documents Cited by ▼ Year ▼ Risk-sensitive control of discrete-time Markov processes with infinite horizon. Zbl 0946.93043Di Masi, G. B.; Stettner, L. 47 1999 Infinite horizon risk sensitive control of discrete time Markov processes under minorization property. Zbl 1141.93067Di Masi, Giovanni B.; Stettner, Łukasz 39 2007 On utility maximization in discrete-time financial market models. Zbl 1137.93423Rásonyi, Miklós; Stettner, Lukasz 26 2005 Infinite horizon risk sensitive control of discrete time Markov processes with small risk. Zbl 0977.93083Di Masi, G. B.; Stettner, L. 25 2000 Zero-sum Markov games with stopping and impulsive strategies. Zbl 0524.60047Stettner, Lukasz 21 1982 Remarks on ergodic conditions for Markov processes on Polish spaces. Zbl 0815.60072Stettner, Łukasz 20 1994 Risk sensitive portfolio optimization. Zbl 0949.93077Stettner, Lukasz 16 1999 On impulsive control with long run average cost criterion. Zbl 0534.93069Stettner, Łukasz 14 1983 Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay. Zbl 1218.60031Palczewski, Jan; Stettner, Łukasz 13 2010 Strong envelopes of stochastic processes and a penalty method. Zbl 0467.60046Stettner, L.; Zabczyk, J. 12 1981 Ergodicity of hidden Markov models. Zbl 1098.93036Di Masi, Giovanni B.; Stettner, Łukasz 10 2005 On invariant measures of filtering processes. Zbl 0683.93082Stettner, Łukasz 10 1989 Long run risk sensitive portfolio with general factors. Zbl 1341.93109Pitera, Marcin; Stettner, Łukasz 9 2016 Impulse control maximizing average cost per unit time: a nonuniformly ergodic case. Zbl 1361.93068Palczewski, Jan; Stettner, Łukasz 8 2017 Risk sensitive control of discrete time partially observed Markov processes with infinite horizon. Zbl 0942.93047Di Masi, G. B.; Stettner, L. 8 1999 On some stopping and impulsive control problems with a general discount rate criteria. Zbl 0721.60050Stettner, Łukasz 8 1989 On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models. Zbl 1098.93038Rásonyi, Miklós; Stettner, Łukasz 8 2006 Penalty method for finite horizon stopping problems. Zbl 1228.93132Stettner, L. 7 2011 On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions. Zbl 0747.60058Runggaldier, W. J.; Stettner, Ł. 7 1991 Impulsive control of portfolios. Zbl 1129.93055Palczewski, Jan; Stettner, Lukasz 7 2007 Option pricing in discrete-time incomplete market models. Zbl 1016.91050Stettner, Lukasz 7 2000 Option pricing in the CRR model with proportional transaction costs: a cone transformation approach. Zbl 1043.91511Stettner, Ł. 7 1997 On closedness of general zero-sum stopping game. Zbl 0563.60043Stettner, Łukasz 7 1984 On ergodic impulsive control problems. Zbl 0569.60049Stettner, Łukasz 7 1986 Ergodic control of partially observed Markov processes with equivalent transition probabilities. Zbl 0791.93106Stettner, Ł. 6 1993 On the Poisson equation and optimal stopping of ergodic Markov processes. Zbl 0569.60048Stettner, Łukasz 6 1986 Ergodic control of a singularly perturbed Markov process in discrete time with general state and compact action spaces. Zbl 0916.60058Bielecki, T. R.; Stettner, L. 5 1998 Zero-sum Markov games with impulse controls. Zbl 1452.91027Basu, Arnab; Stettner, Łukasz 5 2020 On ergodic control of stochastic evolution equations. Zbl 0894.60056Duncan, T.; Pasik-Duncan, B.; Stettner, L. 5 1997 On the compactness method in general ergodic impulsive control of Markov processes. Zbl 0704.93073Gątarek, Dariusz; Stettner, Łukasz 5 1990 On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model. Zbl 0769.93084Stettner, Łukasz 4 1993 Risk-sensitive portfolio optimization with completely and partially observed factors. Zbl 1366.91146Stettner, Lukasz 4 2004 Mean square stabilization of linear systems by mean zero noise. Zbl 0941.60079Bobryk, Roman V.; Stettner, Lukasz 4 1999 On risk-sensitive ergodic impulsive control of Markov processes. Zbl 1030.93051Sadowy, R.; Stettner, Ł. 4 2002 Duality and risk sensitive portfolio optimization. Zbl 1061.91033Stettner, Lukasz 4 2004 Optimal stopping for Feller processes. Zbl 0528.60036Stettner, L.; Zabozyk, J. 4 1983 Invariant measures of the pair: State, approximation filtering process. Zbl 0795.60028Stettner, Ł. 4 1991 On impulse control with partial observation. Zbl 0653.93072Mazziotto, G.; Stettner, L.; Szpirglas, J.; Zabczyk, J. 4 1988 On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes. Zbl 0658.60073Stettner, Ł. 4 1989 On ergodic control problems associated with optimal maintenance and inspection. Zbl 0551.93079Stettner, Ł. 4 1984 Discrete time adaptive impulsive control theory. Zbl 0615.93076Stettner, Lukasz 4 1986 Adaptive control of a partially observed discrete time Markov process. Zbl 0897.93061Duncan, T. E.; Pasik-Duncan, B.; Stettner, L. 3 1998 Infinite horizon stopping problems with (nearly) total reward criteria. Zbl 1390.60156Palczewski, Jan; Stettner, Łukasz 3 2014 Adaptive control of discrete time Markov processes by the large deviations method. Zbl 1006.93071Duncan, T. E.; Pasik-Duncan, B.; Stettner, Łukasz 3 2000 Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification. Zbl 1232.91637Stettner, Lukasz 3 2011 Stopping of functionals with discontinuity at the boundary of an open set. Zbl 1233.60022Palczewski, Jan; Stettner, Łukasz 3 2011 Discrete time portfolio selection with proportional transaction costs. Zbl 0989.91044Bobryk, Roman V.; Stettner, Łukasz 3 1999 On a general zero-sum stochastic game with optimal stopping. Zbl 0526.60039Stettner, Lukasz 3 1982 Almost self-optimizing strategies for the adaptive control of diffusion processes. Zbl 0801.60047Duncan, T. E.; Pasik-Duncan, B.; Stettner, L. 3 1994 Moment stability for linear systems with a random parametric excitation. Zbl 1129.93546Bobryk, Roman V.; Stettner, Lukasz 3 2005 Bayesian ergodic adaptive control of discrete time Markov processes. Zbl 0855.93103Di Masi, G. B.; Stettner, Ł. 3 1995 On option pricing in the multidimensional Cox-Ross-Rubinstein model. Zbl 0895.90016Motoczyński, M.; Stettner, Ł. 2 1998 A closure method for randomly perturbed linear systems. Zbl 0985.60059Bobryk, Roman; Stettner, Łukasz 2 2001 Construction of discrete time shadow price. Zbl 1410.91427Rogala, Tomasz; Stettner, Lukasz 2 2015 Arbitrage for simple strategies. Zbl 1261.91044Rygiel, Agnieszka; Stettner, Łukasz 2 2012 A closure procedure for random vibration parametric resonances. Zbl 1182.70044Bobryk, R. V.; Chrzeszczyk, A.; Stettner, L. 2 2005 Discrete time markets with transaction costs. Zbl 1030.91019Stettner, Łukasz 2 2002 Risk sensitive adaptive control of discrete time Markov processes. Zbl 1030.93062Duncan, T. E.; Pasik-Duncan, B.; Stettner, Ł. 2 2001 Growth optimal portfolio selection under proportional transaction costs with obligatory diversification. Zbl 1231.91400Duncan, T.; Pasik Duncan, B.; Stettner, L. 2 2011 Large deviations of invariant measures for degenerate diffusions. Zbl 0681.60030Stettner, Łukasz 2 1989 On ergodic control problems for singularly perturbed Markov processes. Zbl 0681.60089Bielecki, T.; Stettner, Ł. 2 1989 Remarks on risk neutral and risk sensitive portfolio optimization. Zbl 1198.91087Di Masi, Giovanni B.; Stettner, Łukasz 2 2006 Ergodicity of filtering process by vanishing discount approach. Zbl 1137.93053Di Masi, G. B.; Stettner, Ł. 2 2008 Long-run risk-sensitive impulse control. Zbl 1451.93417Jelito, Damian; Pitera, Marcin; Stettner, Łukasz 2 2020 Bayesian ergodic adaptive control of diffusion processes. Zbl 0892.60087Di Masi, G. B.; Stettner, Ł. 1 1997 Bayesian adaptive control of discrete-time Markov processes with long-run average cost. Zbl 0902.93071Di Masi, G. B.; Stettner, Ł. 1 1998 On additive and multiplicative (controlled) Poisson equations. Zbl 1104.93057Di Masi, G. B.; Stettner, Ł. 1 2006 Nearly optimal controls for stochastic ergodic problems with partial observation. Zbl 0770.93092Runggaldier, Wolfgang J.; Stettner, Łukasz 1 1993 Finite- and infinite-horizon Shapley games with nonsymmetric partial observation. Zbl 1344.91005Basu, Arnab; Stettner, Łukasz 1 2015 Asymptotics of utility from terminal wealth for partially observed portfolios. Zbl 1253.93141Stettner, Łukasz 1 2012 Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand. Zbl 0937.90017Łazarski, Krzysztof; Stettner, Łukasz 1 1999 Bayesian adaptive control of discrete time partially observed Markov processes. Zbl 1040.93071Stettner, L. 1 2002 Asymptotics of controlled finite memory filters. Zbl 1106.93341Bodnar, Rostyslav; Stettner, Łukasz 1 2002 Risk-sensitive control of an ergodic diffusion over an infinite horizon. Zbl 1030.93052Di Masi, G. B.; Stettner, Ł. 1 2001 On impulsive control with long run average cost criterion. Zbl 0509.93069Stettner, Lukasz 1 1982 On the ergodic and the adaptive control of stochastic differential delay systems. Zbl 0801.60048Duncan, T. E.; Pasik-Duncan, B.; Stettner, L. 1 1994 On some problems arising in asymptotic analysis of Markov processes with singularly perturbed generators. Zbl 0661.60089Bielecki, T.; Stettner, Ł. 1 1988 On adaptive control of a partially observed Markov chain. Zbl 0808.93070Di Masi, G. B.; Stettner, Ł. 1 1994 On the existence of an optimal per unit time control for a degenerate diffusion model. Zbl 0624.93074Stettner, Łukasz 1 1986 Discrete time risk sensitive portfolio optimization with consumption and proportional transaction costs. Zbl 1138.91482Stettner, Łukasz 1 2005 Ergodic and adaptive control of hidden Markov models. Zbl 1103.93047Duncan, T. E.; Pasik-Duncan, B.; Stettner, L. 1 2005 Maximization of the portfolio growth rate under fixed and proportional transaction costs. Zbl 1140.91405Palczewski, Jan; Stettner, Łukasz 1 2007 Discrete time infinite horizon risk sensitive portfolio selection with proportional transaction costs. Zbl 1154.91479Stettner, Łukasz 1 2008 Risk sensitive optimal stopping. Zbl 1467.93330Jelito, Damian; Pitera, Marcin; Stettner, Łukasz 1 2021 Risk sensitive optimal stopping. Zbl 1467.93330Jelito, Damian; Pitera, Marcin; Stettner, Łukasz 1 2021 Zero-sum Markov games with impulse controls. Zbl 1452.91027Basu, Arnab; Stettner, Łukasz 5 2020 Long-run risk-sensitive impulse control. Zbl 1451.93417Jelito, Damian; Pitera, Marcin; Stettner, Łukasz 2 2020 Impulse control maximizing average cost per unit time: a nonuniformly ergodic case. Zbl 1361.93068Palczewski, Jan; Stettner, Łukasz 8 2017 Long run risk sensitive portfolio with general factors. Zbl 1341.93109Pitera, Marcin; Stettner, Łukasz 9 2016 Construction of discrete time shadow price. Zbl 1410.91427Rogala, Tomasz; Stettner, Lukasz 2 2015 Finite- and infinite-horizon Shapley games with nonsymmetric partial observation. Zbl 1344.91005Basu, Arnab; Stettner, Łukasz 1 2015 Infinite horizon stopping problems with (nearly) total reward criteria. Zbl 1390.60156Palczewski, Jan; Stettner, Łukasz 3 2014 Arbitrage for simple strategies. Zbl 1261.91044Rygiel, Agnieszka; Stettner, Łukasz 2 2012 Asymptotics of utility from terminal wealth for partially observed portfolios. Zbl 1253.93141Stettner, Łukasz 1 2012 Penalty method for finite horizon stopping problems. Zbl 1228.93132Stettner, L. 7 2011 Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification. Zbl 1232.91637Stettner, Lukasz 3 2011 Stopping of functionals with discontinuity at the boundary of an open set. Zbl 1233.60022Palczewski, Jan; Stettner, Łukasz 3 2011 Growth optimal portfolio selection under proportional transaction costs with obligatory diversification. Zbl 1231.91400Duncan, T.; Pasik Duncan, B.; Stettner, L. 2 2011 Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay. Zbl 1218.60031Palczewski, Jan; Stettner, Łukasz 13 2010 Ergodicity of filtering process by vanishing discount approach. Zbl 1137.93053Di Masi, G. B.; Stettner, Ł. 2 2008 Discrete time infinite horizon risk sensitive portfolio selection with proportional transaction costs. Zbl 1154.91479Stettner, Łukasz 1 2008 Infinite horizon risk sensitive control of discrete time Markov processes under minorization property. Zbl 1141.93067Di Masi, Giovanni B.; Stettner, Łukasz 39 2007 Impulsive control of portfolios. Zbl 1129.93055Palczewski, Jan; Stettner, Lukasz 7 2007 Maximization of the portfolio growth rate under fixed and proportional transaction costs. Zbl 1140.91405Palczewski, Jan; Stettner, Łukasz 1 2007 On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models. Zbl 1098.93038Rásonyi, Miklós; Stettner, Łukasz 8 2006 Remarks on risk neutral and risk sensitive portfolio optimization. Zbl 1198.91087Di Masi, Giovanni B.; Stettner, Łukasz 2 2006 On additive and multiplicative (controlled) Poisson equations. Zbl 1104.93057Di Masi, G. B.; Stettner, Ł. 1 2006 On utility maximization in discrete-time financial market models. Zbl 1137.93423Rásonyi, Miklós; Stettner, Lukasz 26 2005 Ergodicity of hidden Markov models. Zbl 1098.93036Di Masi, Giovanni B.; Stettner, Łukasz 10 2005 Moment stability for linear systems with a random parametric excitation. Zbl 1129.93546Bobryk, Roman V.; Stettner, Lukasz 3 2005 A closure procedure for random vibration parametric resonances. Zbl 1182.70044Bobryk, R. V.; Chrzeszczyk, A.; Stettner, L. 2 2005 Discrete time risk sensitive portfolio optimization with consumption and proportional transaction costs. Zbl 1138.91482Stettner, Łukasz 1 2005 Ergodic and adaptive control of hidden Markov models. Zbl 1103.93047Duncan, T. E.; Pasik-Duncan, B.; Stettner, L. 1 2005 Risk-sensitive portfolio optimization with completely and partially observed factors. Zbl 1366.91146Stettner, Lukasz 4 2004 Duality and risk sensitive portfolio optimization. Zbl 1061.91033Stettner, Lukasz 4 2004 On risk-sensitive ergodic impulsive control of Markov processes. Zbl 1030.93051Sadowy, R.; Stettner, Ł. 4 2002 Discrete time markets with transaction costs. Zbl 1030.91019Stettner, Łukasz 2 2002 Bayesian adaptive control of discrete time partially observed Markov processes. Zbl 1040.93071Stettner, L. 1 2002 Asymptotics of controlled finite memory filters. Zbl 1106.93341Bodnar, Rostyslav; Stettner, Łukasz 1 2002 A closure method for randomly perturbed linear systems. Zbl 0985.60059Bobryk, Roman; Stettner, Łukasz 2 2001 Risk sensitive adaptive control of discrete time Markov processes. Zbl 1030.93062Duncan, T. E.; Pasik-Duncan, B.; Stettner, Ł. 2 2001 Risk-sensitive control of an ergodic diffusion over an infinite horizon. Zbl 1030.93052Di Masi, G. B.; Stettner, Ł. 1 2001 Infinite horizon risk sensitive control of discrete time Markov processes with small risk. Zbl 0977.93083Di Masi, G. B.; Stettner, L. 25 2000 Option pricing in discrete-time incomplete market models. Zbl 1016.91050Stettner, Lukasz 7 2000 Adaptive control of discrete time Markov processes by the large deviations method. Zbl 1006.93071Duncan, T. E.; Pasik-Duncan, B.; Stettner, Łukasz 3 2000 Risk-sensitive control of discrete-time Markov processes with infinite horizon. Zbl 0946.93043Di Masi, G. B.; Stettner, L. 47 1999 Risk sensitive portfolio optimization. Zbl 0949.93077Stettner, Lukasz 16 1999 Risk sensitive control of discrete time partially observed Markov processes with infinite horizon. Zbl 0942.93047Di Masi, G. B.; Stettner, L. 8 1999 Mean square stabilization of linear systems by mean zero noise. Zbl 0941.60079Bobryk, Roman V.; Stettner, Lukasz 4 1999 Discrete time portfolio selection with proportional transaction costs. Zbl 0989.91044Bobryk, Roman V.; Stettner, Łukasz 3 1999 Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand. Zbl 0937.90017Łazarski, Krzysztof; Stettner, Łukasz 1 1999 Ergodic control of a singularly perturbed Markov process in discrete time with general state and compact action spaces. Zbl 0916.60058Bielecki, T. R.; Stettner, L. 5 1998 Adaptive control of a partially observed discrete time Markov process. Zbl 0897.93061Duncan, T. E.; Pasik-Duncan, B.; Stettner, L. 3 1998 On option pricing in the multidimensional Cox-Ross-Rubinstein model. Zbl 0895.90016Motoczyński, M.; Stettner, Ł. 2 1998 Bayesian adaptive control of discrete-time Markov processes with long-run average cost. Zbl 0902.93071Di Masi, G. B.; Stettner, Ł. 1 1998 Option pricing in the CRR model with proportional transaction costs: a cone transformation approach. Zbl 1043.91511Stettner, Ł. 7 1997 On ergodic control of stochastic evolution equations. Zbl 0894.60056Duncan, T.; Pasik-Duncan, B.; Stettner, L. 5 1997 Bayesian ergodic adaptive control of diffusion processes. Zbl 0892.60087Di Masi, G. B.; Stettner, Ł. 1 1997 Bayesian ergodic adaptive control of discrete time Markov processes. Zbl 0855.93103Di Masi, G. B.; Stettner, Ł. 3 1995 Remarks on ergodic conditions for Markov processes on Polish spaces. Zbl 0815.60072Stettner, Łukasz 20 1994 Almost self-optimizing strategies for the adaptive control of diffusion processes. Zbl 0801.60047Duncan, T. E.; Pasik-Duncan, B.; Stettner, L. 3 1994 On the ergodic and the adaptive control of stochastic differential delay systems. Zbl 0801.60048Duncan, T. E.; Pasik-Duncan, B.; Stettner, L. 1 1994 On adaptive control of a partially observed Markov chain. Zbl 0808.93070Di Masi, G. B.; Stettner, Ł. 1 1994 Ergodic control of partially observed Markov processes with equivalent transition probabilities. Zbl 0791.93106Stettner, Ł. 6 1993 On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model. Zbl 0769.93084Stettner, Łukasz 4 1993 Nearly optimal controls for stochastic ergodic problems with partial observation. Zbl 0770.93092Runggaldier, Wolfgang J.; Stettner, Łukasz 1 1993 On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions. Zbl 0747.60058Runggaldier, W. J.; Stettner, Ł. 7 1991 Invariant measures of the pair: State, approximation filtering process. Zbl 0795.60028Stettner, Ł. 4 1991 On the compactness method in general ergodic impulsive control of Markov processes. Zbl 0704.93073Gątarek, Dariusz; Stettner, Łukasz 5 1990 On invariant measures of filtering processes. Zbl 0683.93082Stettner, Łukasz 10 1989 On some stopping and impulsive control problems with a general discount rate criteria. Zbl 0721.60050Stettner, Łukasz 8 1989 On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes. Zbl 0658.60073Stettner, Ł. 4 1989 Large deviations of invariant measures for degenerate diffusions. Zbl 0681.60030Stettner, Łukasz 2 1989 On ergodic control problems for singularly perturbed Markov processes. Zbl 0681.60089Bielecki, T.; Stettner, Ł. 2 1989 On impulse control with partial observation. Zbl 0653.93072Mazziotto, G.; Stettner, L.; Szpirglas, J.; Zabczyk, J. 4 1988 On some problems arising in asymptotic analysis of Markov processes with singularly perturbed generators. Zbl 0661.60089Bielecki, T.; Stettner, Ł. 1 1988 On ergodic impulsive control problems. Zbl 0569.60049Stettner, Łukasz 7 1986 On the Poisson equation and optimal stopping of ergodic Markov processes. Zbl 0569.60048Stettner, Łukasz 6 1986 Discrete time adaptive impulsive control theory. Zbl 0615.93076Stettner, Lukasz 4 1986 On the existence of an optimal per unit time control for a degenerate diffusion model. Zbl 0624.93074Stettner, Łukasz 1 1986 On closedness of general zero-sum stopping game. Zbl 0563.60043Stettner, Łukasz 7 1984 On ergodic control problems associated with optimal maintenance and inspection. Zbl 0551.93079Stettner, Ł. 4 1984 On impulsive control with long run average cost criterion. Zbl 0534.93069Stettner, Łukasz 14 1983 Optimal stopping for Feller processes. Zbl 0528.60036Stettner, L.; Zabozyk, J. 4 1983 Zero-sum Markov games with stopping and impulsive strategies. Zbl 0524.60047Stettner, Lukasz 21 1982 On a general zero-sum stochastic game with optimal stopping. Zbl 0526.60039Stettner, Lukasz 3 1982 On impulsive control with long run average cost criterion. Zbl 0509.93069Stettner, Lukasz 1 1982 Strong envelopes of stochastic processes and a penalty method. Zbl 0467.60046Stettner, L.; Zabczyk, J. 12 1981 all cited Publications top 5 cited Publications all top 5 Cited by 328 Authors 31 Stettner, Łukasz 21 Cavazos-Cadena, Rolando 11 Carassus, Laurence 11 Rásonyi, Miklós 10 Menaldi, Jose-Luis 7 Ghosh, Mrinal Kanti 7 Robin, Maurice 6 Bobryk, Roman V. 6 Borkar, Vivek Shripad 6 Hernández-Hernández, Daniel 6 Maslowski, Bohdan 6 Morimoto, Hiroaki 6 Pasik-Duncan, Bozenna 6 Runggaldier, Wolfgang J. 5 Biswas, Anup 5 Cruz Suárez, Hugo Adán 5 Duncan, Tyrone E. 5 Jaśkiewicz, Anna 5 Pitera, Marcin 5 Wei, Qingda 4 Basu, Arnab K. 4 Bielecki, Tomasz R. 4 Budhiraja, Amarjit S. 4 Chen, Xian 4 Christensen, Soren 4 De Angelis, Tiziano 4 Di Masi, Giovanni B. 4 Özekici, Süleyman 4 Palczewski, Jan 4 Ruszczyński, Andrzej 3 Arapostathis, Aristotle 3 Bäuerle, Nicole 3 Blanchard, Romain 3 Cialenco, Igor 3 Del Moral, Pierre 3 Flandoli, Franco 3 Gątarek, Dariusz 3 Gerlach, Moritz 3 Goldys, Beniamin 3 Guo, Xin 3 Hamadene, Saïd 3 Jasso-Fuentes, Héctor 3 Jelito, Damian 3 Pal, Chandan 3 Pham, Huyên 3 Rogala, Tomasz 3 Saha, Subhamay 3 van Handel, Ramon 3 Yin, Gang George 3 Zastawniak, Tomasz 3 Zhang, Qing 3 Zhang, Yi 2 Avrachenkov, Konstantin Evgen’evich 2 Badowski, Grazyna 2 Bayraktar, Erhan 2 Çanakoğlu, Ethem 2 Canbolat, Pelin G. 2 Chávez-Rodríguez, Selene 2 Chen, Tao 2 Chrzȩszczyk, Andrzej 2 Da Prato, Giuseppe 2 El Asri, Brahim 2 Fan, Jingnan 2 Fontana, Claudio 2 Fuhrman, Marco 2 Guo, Xianping 2 Hassani, Mohammed 2 Hernández-Lerma, Onésimo 2 Huang, Yonghui 2 Kadlec, Karel 2 Khlopin, Dmitriĭ Valer’evich 2 Klimsiak, Tomasz 2 Kumar, K. Suresh 2 Ludkovski, Michael 2 Mazid, Sehail 2 Minjárez-Sosa, J. Adolfo 2 Montes-de-Oca, Raúl 2 Nagai, Hideo 2 Neufeld, Ariel David 2 Nowak, Andrzej S. 2 Ohtsubo, Yoshio 2 Pennanen, Teemu 2 Piunovskiĭ, Alekseĭ Borisovich 2 Prieto-Rumeau, Tomás 2 Rao, K. S. Mallikarjuna 2 Rieder, Ulrich 2 Rodrigues, Andrea M. 2 Roux, Alet 2 Šikić, Mario 2 Sohr, Tobias 2 Szarek, Tomasz Jakub 2 Taksar, Michael I. 2 Tokarz, Krzysztof 2 Wang, Jian 2 Yavin, Yaakov 2 Yoshioka, Hidekazu 2 Yüksel, Serdar 1 Aïd, René 1 Alaffita-Hernández, F. A. 1 Alanís-Durán, Alfredo ...and 228 more Authors all top 5 Cited in 108 Serials 25 Stochastic Processes and their Applications 21 Applied Mathematics and Optimization 18 Systems & Control Letters 18 Mathematical Methods of Operations Research 13 Journal of Mathematical Analysis and Applications 12 SIAM Journal on Control and Optimization 9 The Annals of Applied Probability 8 Journal of Optimization Theory and Applications 7 Advances in Applied Probability 7 Mathematics of Operations Research 5 Stochastics 5 The Annals of Probability 5 Finance and Stochastics 5 International Journal of Theoretical and Applied Finance 4 Kybernetika 4 Acta Applicandae Mathematicae 4 Annals of Operations Research 4 SIAM Journal on Financial Mathematics 4 Annals of Finance 3 Journal of Applied Probability 3 Operations Research Letters 3 MCSS. Mathematics of Control, Signals, and Systems 3 European Journal of Operational Research 3 Mathematical Programming. Series A. Series B 3 Stochastics and Stochastics Reports 3 Applicationes Mathematicae 3 Stochastics 3 Mathematics and Financial Economics 2 Physica A 2 Automatica 2 Journal of Functional Analysis 2 Journal of Mathematical Economics 2 Tohoku Mathematical Journal. Second Series 2 Statistics & Probability Letters 2 Probability and Mathematical Statistics 2 Stochastic Analysis and Applications 2 Probability Theory and Related Fields 2 Mathematical and Computer Modelling 2 Discrete Event Dynamic Systems 2 Electronic Journal of Probability 2 Mathematical Finance 2 Dynamic Games and Applications 1 Computers & Mathematics with Applications 1 Communications in Mathematical Physics 1 International Journal of Control 1 International Journal of Systems Science 1 Journal of Statistical Physics 1 Annali di Matematica Pura ed Applicata. Serie Quarta 1 The Annals of Statistics 1 Aplikace Matematiky 1 Applied Mathematics and Computation 1 Archiv der Mathematik 1 Czechoslovak Mathematical Journal 1 Demonstratio Mathematica 1 Dissertationes Mathematicae 1 Journal of Computational and Applied Mathematics 1 Journal of Differential Equations 1 Journal of Economic Theory 1 Mathematische Nachrichten 1 Memoirs of the American Mathematical Society 1 Naval Research Logistics 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Operations Research 1 Proceedings of the American Mathematical Society 1 Rendiconti del Seminario Matemàtico e Fisico di Milano 1 Mathematical Social Sciences 1 Insurance Mathematics & Economics 1 Optimization 1 Journal of Economic Dynamics & Control 1 Journal of Theoretical Probability 1 Asymptotic Analysis 1 Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni 1 International Journal of Adaptive Control and Signal Processing 1 Communications in Statistics. Theory and Methods 1 Linear Algebra and its Applications 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Topological Methods in Nonlinear Analysis 1 International Applied Mechanics 1 Journal of Mathematical Sciences (New York) 1 NoDEA. Nonlinear Differential Equations and Applications 1 Bulletin des Sciences Mathématiques 1 Applied Mathematical Finance 1 Electronic Communications in Probability 1 Mathematical Problems in Engineering 1 Journal of Vibration and Control 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Nonlinear Dynamics 1 Abstract and Applied Analysis 1 Statistical Inference for Stochastic Processes 1 Communications in Nonlinear Science and Numerical Simulation 1 Methodology and Computing in Applied Probability 1 Quantitative Finance 1 Nihonkai Mathematical Journal 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms 1 Discrete and Continuous Dynamical Systems. Series B 1 Stochastic Models 1 Journal of Machine Learning Research (JMLR) 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Journal of Intelligent and Fuzzy Systems 1 Advances in Difference Equations ...and 8 more Serials all top 5 Cited in 24 Fields 174 Probability theory and stochastic processes (60-XX) 138 Systems theory; control (93-XX) 115 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 59 Operations research, mathematical programming (90-XX) 51 Calculus of variations and optimal control; optimization (49-XX) 28 Statistics (62-XX) 17 Partial differential equations (35-XX) 10 Dynamical systems and ergodic theory (37-XX) 7 Operator theory (47-XX) 5 Measure and integration (28-XX) 5 Ordinary differential equations (34-XX) 4 Functional analysis (46-XX) 4 Numerical analysis (65-XX) 4 Mechanics of particles and systems (70-XX) 4 Biology and other natural sciences (92-XX) 3 Computer science (68-XX) 3 Fluid mechanics (76-XX) 2 Real functions (26-XX) 2 Integral equations (45-XX) 1 Mathematical logic and foundations (03-XX) 1 Sequences, series, summability (40-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year