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Author ID: stettner.lukasz Recent zbMATH articles by "Stettner, Łukasz"
Published as: Stettner, Łukasz; Stettner, L.; Stettner, Ł.; Stettner, Lukasz
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Publications by Year

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 0946.93043
Di Masi, G. B.; Stettner, L.
47
1999
Infinite horizon risk sensitive control of discrete time Markov processes under minorization property. Zbl 1141.93067
Di Masi, Giovanni B.; Stettner, Łukasz
39
2007
On utility maximization in discrete-time financial market models. Zbl 1137.93423
Rásonyi, Miklós; Stettner, Lukasz
26
2005
Infinite horizon risk sensitive control of discrete time Markov processes with small risk. Zbl 0977.93083
Di Masi, G. B.; Stettner, L.
25
2000
Zero-sum Markov games with stopping and impulsive strategies. Zbl 0524.60047
Stettner, Lukasz
21
1982
Remarks on ergodic conditions for Markov processes on Polish spaces. Zbl 0815.60072
Stettner, Łukasz
20
1994
Risk sensitive portfolio optimization. Zbl 0949.93077
Stettner, Lukasz
16
1999
On impulsive control with long run average cost criterion. Zbl 0534.93069
Stettner, Łukasz
14
1983
Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay. Zbl 1218.60031
Palczewski, Jan; Stettner, Łukasz
13
2010
Strong envelopes of stochastic processes and a penalty method. Zbl 0467.60046
Stettner, L.; Zabczyk, J.
12
1981
Ergodicity of hidden Markov models. Zbl 1098.93036
Di Masi, Giovanni B.; Stettner, Łukasz
10
2005
On invariant measures of filtering processes. Zbl 0683.93082
Stettner, Łukasz
10
1989
Long run risk sensitive portfolio with general factors. Zbl 1341.93109
Pitera, Marcin; Stettner, Łukasz
9
2016
Impulse control maximizing average cost per unit time: a nonuniformly ergodic case. Zbl 1361.93068
Palczewski, Jan; Stettner, Łukasz
8
2017
Risk sensitive control of discrete time partially observed Markov processes with infinite horizon. Zbl 0942.93047
Di Masi, G. B.; Stettner, L.
8
1999
On some stopping and impulsive control problems with a general discount rate criteria. Zbl 0721.60050
Stettner, Łukasz
8
1989
On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models. Zbl 1098.93038
Rásonyi, Miklós; Stettner, Łukasz
8
2006
Penalty method for finite horizon stopping problems. Zbl 1228.93132
Stettner, L.
7
2011
On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions. Zbl 0747.60058
Runggaldier, W. J.; Stettner, Ł.
7
1991
Impulsive control of portfolios. Zbl 1129.93055
Palczewski, Jan; Stettner, Lukasz
7
2007
Option pricing in discrete-time incomplete market models. Zbl 1016.91050
Stettner, Lukasz
7
2000
Option pricing in the CRR model with proportional transaction costs: a cone transformation approach. Zbl 1043.91511
Stettner, Ł.
7
1997
On closedness of general zero-sum stopping game. Zbl 0563.60043
Stettner, Łukasz
7
1984
On ergodic impulsive control problems. Zbl 0569.60049
Stettner, Łukasz
7
1986
Ergodic control of partially observed Markov processes with equivalent transition probabilities. Zbl 0791.93106
Stettner, Ł.
6
1993
On the Poisson equation and optimal stopping of ergodic Markov processes. Zbl 0569.60048
Stettner, Łukasz
6
1986
Ergodic control of a singularly perturbed Markov process in discrete time with general state and compact action spaces. Zbl 0916.60058
Bielecki, T. R.; Stettner, L.
5
1998
Zero-sum Markov games with impulse controls. Zbl 1452.91027
Basu, Arnab; Stettner, Łukasz
5
2020
On ergodic control of stochastic evolution equations. Zbl 0894.60056
Duncan, T.; Pasik-Duncan, B.; Stettner, L.
5
1997
On the compactness method in general ergodic impulsive control of Markov processes. Zbl 0704.93073
Gątarek, Dariusz; Stettner, Łukasz
5
1990
On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model. Zbl 0769.93084
Stettner, Łukasz
4
1993
Risk-sensitive portfolio optimization with completely and partially observed factors. Zbl 1366.91146
Stettner, Lukasz
4
2004
Mean square stabilization of linear systems by mean zero noise. Zbl 0941.60079
Bobryk, Roman V.; Stettner, Lukasz
4
1999
On risk-sensitive ergodic impulsive control of Markov processes. Zbl 1030.93051
Sadowy, R.; Stettner, Ł.
4
2002
Duality and risk sensitive portfolio optimization. Zbl 1061.91033
Stettner, Lukasz
4
2004
Optimal stopping for Feller processes. Zbl 0528.60036
Stettner, L.; Zabozyk, J.
4
1983
Invariant measures of the pair: State, approximation filtering process. Zbl 0795.60028
Stettner, Ł.
4
1991
On impulse control with partial observation. Zbl 0653.93072
Mazziotto, G.; Stettner, L.; Szpirglas, J.; Zabczyk, J.
4
1988
On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes. Zbl 0658.60073
Stettner, Ł.
4
1989
On ergodic control problems associated with optimal maintenance and inspection. Zbl 0551.93079
Stettner, Ł.
4
1984
Discrete time adaptive impulsive control theory. Zbl 0615.93076
Stettner, Lukasz
4
1986
Adaptive control of a partially observed discrete time Markov process. Zbl 0897.93061
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
3
1998
Infinite horizon stopping problems with (nearly) total reward criteria. Zbl 1390.60156
Palczewski, Jan; Stettner, Łukasz
3
2014
Adaptive control of discrete time Markov processes by the large deviations method. Zbl 1006.93071
Duncan, 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 1232.91637
Stettner, Lukasz
3
2011
Stopping of functionals with discontinuity at the boundary of an open set. Zbl 1233.60022
Palczewski, Jan; Stettner, Łukasz
3
2011
Discrete time portfolio selection with proportional transaction costs. Zbl 0989.91044
Bobryk, Roman V.; Stettner, Łukasz
3
1999
On a general zero-sum stochastic game with optimal stopping. Zbl 0526.60039
Stettner, Lukasz
3
1982
Almost self-optimizing strategies for the adaptive control of diffusion processes. Zbl 0801.60047
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
3
1994
Moment stability for linear systems with a random parametric excitation. Zbl 1129.93546
Bobryk, Roman V.; Stettner, Lukasz
3
2005
Bayesian ergodic adaptive control of discrete time Markov processes. Zbl 0855.93103
Di Masi, G. B.; Stettner, Ł.
3
1995
On option pricing in the multidimensional Cox-Ross-Rubinstein model. Zbl 0895.90016
Motoczyński, M.; Stettner, Ł.
2
1998
A closure method for randomly perturbed linear systems. Zbl 0985.60059
Bobryk, Roman; Stettner, Łukasz
2
2001
Construction of discrete time shadow price. Zbl 1410.91427
Rogala, Tomasz; Stettner, Lukasz
2
2015
Arbitrage for simple strategies. Zbl 1261.91044
Rygiel, Agnieszka; Stettner, Łukasz
2
2012
A closure procedure for random vibration parametric resonances. Zbl 1182.70044
Bobryk, R. V.; Chrzeszczyk, A.; Stettner, L.
2
2005
Discrete time markets with transaction costs. Zbl 1030.91019
Stettner, Łukasz
2
2002
Risk sensitive adaptive control of discrete time Markov processes. Zbl 1030.93062
Duncan, T. E.; Pasik-Duncan, B.; Stettner, Ł.
2
2001
Growth optimal portfolio selection under proportional transaction costs with obligatory diversification. Zbl 1231.91400
Duncan, T.; Pasik Duncan, B.; Stettner, L.
2
2011
Large deviations of invariant measures for degenerate diffusions. Zbl 0681.60030
Stettner, Łukasz
2
1989
On ergodic control problems for singularly perturbed Markov processes. Zbl 0681.60089
Bielecki, T.; Stettner, Ł.
2
1989
Remarks on risk neutral and risk sensitive portfolio optimization. Zbl 1198.91087
Di Masi, Giovanni B.; Stettner, Łukasz
2
2006
Ergodicity of filtering process by vanishing discount approach. Zbl 1137.93053
Di Masi, G. B.; Stettner, Ł.
2
2008
Long-run risk-sensitive impulse control. Zbl 1451.93417
Jelito, Damian; Pitera, Marcin; Stettner, Łukasz
2
2020
Bayesian ergodic adaptive control of diffusion processes. Zbl 0892.60087
Di Masi, G. B.; Stettner, Ł.
1
1997
Bayesian adaptive control of discrete-time Markov processes with long-run average cost. Zbl 0902.93071
Di Masi, G. B.; Stettner, Ł.
1
1998
On additive and multiplicative (controlled) Poisson equations. Zbl 1104.93057
Di Masi, G. B.; Stettner, Ł.
1
2006
Nearly optimal controls for stochastic ergodic problems with partial observation. Zbl 0770.93092
Runggaldier, Wolfgang J.; Stettner, Łukasz
1
1993
Finite- and infinite-horizon Shapley games with nonsymmetric partial observation. Zbl 1344.91005
Basu, Arnab; Stettner, Łukasz
1
2015
Asymptotics of utility from terminal wealth for partially observed portfolios. Zbl 1253.93141
Stettner, Łukasz
1
2012
Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand. Zbl 0937.90017
Łazarski, Krzysztof; Stettner, Łukasz
1
1999
Bayesian adaptive control of discrete time partially observed Markov processes. Zbl 1040.93071
Stettner, L.
1
2002
Asymptotics of controlled finite memory filters. Zbl 1106.93341
Bodnar, Rostyslav; Stettner, Łukasz
1
2002
Risk-sensitive control of an ergodic diffusion over an infinite horizon. Zbl 1030.93052
Di Masi, G. B.; Stettner, Ł.
1
2001
On impulsive control with long run average cost criterion. Zbl 0509.93069
Stettner, Lukasz
1
1982
On the ergodic and the adaptive control of stochastic differential delay systems. Zbl 0801.60048
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
1
1994
On some problems arising in asymptotic analysis of Markov processes with singularly perturbed generators. Zbl 0661.60089
Bielecki, T.; Stettner, Ł.
1
1988
On adaptive control of a partially observed Markov chain. Zbl 0808.93070
Di Masi, G. B.; Stettner, Ł.
1
1994
On the existence of an optimal per unit time control for a degenerate diffusion model. Zbl 0624.93074
Stettner, Łukasz
1
1986
Discrete time risk sensitive portfolio optimization with consumption and proportional transaction costs. Zbl 1138.91482
Stettner, Łukasz
1
2005
Ergodic and adaptive control of hidden Markov models. Zbl 1103.93047
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
1
2005
Maximization of the portfolio growth rate under fixed and proportional transaction costs. Zbl 1140.91405
Palczewski, Jan; Stettner, Łukasz
1
2007
Discrete time infinite horizon risk sensitive portfolio selection with proportional transaction costs. Zbl 1154.91479
Stettner, Łukasz
1
2008
Risk sensitive optimal stopping. Zbl 1467.93330
Jelito, Damian; Pitera, Marcin; Stettner, Łukasz
1
2021
Risk sensitive optimal stopping. Zbl 1467.93330
Jelito, Damian; Pitera, Marcin; Stettner, Łukasz
1
2021
Zero-sum Markov games with impulse controls. Zbl 1452.91027
Basu, Arnab; Stettner, Łukasz
5
2020
Long-run risk-sensitive impulse control. Zbl 1451.93417
Jelito, Damian; Pitera, Marcin; Stettner, Łukasz
2
2020
Impulse control maximizing average cost per unit time: a nonuniformly ergodic case. Zbl 1361.93068
Palczewski, Jan; Stettner, Łukasz
8
2017
Long run risk sensitive portfolio with general factors. Zbl 1341.93109
Pitera, Marcin; Stettner, Łukasz
9
2016
Construction of discrete time shadow price. Zbl 1410.91427
Rogala, Tomasz; Stettner, Lukasz
2
2015
Finite- and infinite-horizon Shapley games with nonsymmetric partial observation. Zbl 1344.91005
Basu, Arnab; Stettner, Łukasz
1
2015
Infinite horizon stopping problems with (nearly) total reward criteria. Zbl 1390.60156
Palczewski, Jan; Stettner, Łukasz
3
2014
Arbitrage for simple strategies. Zbl 1261.91044
Rygiel, Agnieszka; Stettner, Łukasz
2
2012
Asymptotics of utility from terminal wealth for partially observed portfolios. Zbl 1253.93141
Stettner, Łukasz
1
2012
Penalty method for finite horizon stopping problems. Zbl 1228.93132
Stettner, L.
7
2011
Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification. Zbl 1232.91637
Stettner, Lukasz
3
2011
Stopping of functionals with discontinuity at the boundary of an open set. Zbl 1233.60022
Palczewski, Jan; Stettner, Łukasz
3
2011
Growth optimal portfolio selection under proportional transaction costs with obligatory diversification. Zbl 1231.91400
Duncan, T.; Pasik Duncan, B.; Stettner, L.
2
2011
Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay. Zbl 1218.60031
Palczewski, Jan; Stettner, Łukasz
13
2010
Ergodicity of filtering process by vanishing discount approach. Zbl 1137.93053
Di Masi, G. B.; Stettner, Ł.
2
2008
Discrete time infinite horizon risk sensitive portfolio selection with proportional transaction costs. Zbl 1154.91479
Stettner, Łukasz
1
2008
Infinite horizon risk sensitive control of discrete time Markov processes under minorization property. Zbl 1141.93067
Di Masi, Giovanni B.; Stettner, Łukasz
39
2007
Impulsive control of portfolios. Zbl 1129.93055
Palczewski, Jan; Stettner, Lukasz
7
2007
Maximization of the portfolio growth rate under fixed and proportional transaction costs. Zbl 1140.91405
Palczewski, Jan; Stettner, Łukasz
1
2007
On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models. Zbl 1098.93038
Rásonyi, Miklós; Stettner, Łukasz
8
2006
Remarks on risk neutral and risk sensitive portfolio optimization. Zbl 1198.91087
Di Masi, Giovanni B.; Stettner, Łukasz
2
2006
On additive and multiplicative (controlled) Poisson equations. Zbl 1104.93057
Di Masi, G. B.; Stettner, Ł.
1
2006
On utility maximization in discrete-time financial market models. Zbl 1137.93423
Rásonyi, Miklós; Stettner, Lukasz
26
2005
Ergodicity of hidden Markov models. Zbl 1098.93036
Di Masi, Giovanni B.; Stettner, Łukasz
10
2005
Moment stability for linear systems with a random parametric excitation. Zbl 1129.93546
Bobryk, Roman V.; Stettner, Lukasz
3
2005
A closure procedure for random vibration parametric resonances. Zbl 1182.70044
Bobryk, R. V.; Chrzeszczyk, A.; Stettner, L.
2
2005
Discrete time risk sensitive portfolio optimization with consumption and proportional transaction costs. Zbl 1138.91482
Stettner, Łukasz
1
2005
Ergodic and adaptive control of hidden Markov models. Zbl 1103.93047
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
1
2005
Risk-sensitive portfolio optimization with completely and partially observed factors. Zbl 1366.91146
Stettner, Lukasz
4
2004
Duality and risk sensitive portfolio optimization. Zbl 1061.91033
Stettner, Lukasz
4
2004
On risk-sensitive ergodic impulsive control of Markov processes. Zbl 1030.93051
Sadowy, R.; Stettner, Ł.
4
2002
Discrete time markets with transaction costs. Zbl 1030.91019
Stettner, Łukasz
2
2002
Bayesian adaptive control of discrete time partially observed Markov processes. Zbl 1040.93071
Stettner, L.
1
2002
Asymptotics of controlled finite memory filters. Zbl 1106.93341
Bodnar, Rostyslav; Stettner, Łukasz
1
2002
A closure method for randomly perturbed linear systems. Zbl 0985.60059
Bobryk, Roman; Stettner, Łukasz
2
2001
Risk sensitive adaptive control of discrete time Markov processes. Zbl 1030.93062
Duncan, T. E.; Pasik-Duncan, B.; Stettner, Ł.
2
2001
Risk-sensitive control of an ergodic diffusion over an infinite horizon. Zbl 1030.93052
Di Masi, G. B.; Stettner, Ł.
1
2001
Infinite horizon risk sensitive control of discrete time Markov processes with small risk. Zbl 0977.93083
Di Masi, G. B.; Stettner, L.
25
2000
Option pricing in discrete-time incomplete market models. Zbl 1016.91050
Stettner, Lukasz
7
2000
Adaptive control of discrete time Markov processes by the large deviations method. Zbl 1006.93071
Duncan, T. E.; Pasik-Duncan, B.; Stettner, Łukasz
3
2000
Risk-sensitive control of discrete-time Markov processes with infinite horizon. Zbl 0946.93043
Di Masi, G. B.; Stettner, L.
47
1999
Risk sensitive portfolio optimization. Zbl 0949.93077
Stettner, Lukasz
16
1999
Risk sensitive control of discrete time partially observed Markov processes with infinite horizon. Zbl 0942.93047
Di Masi, G. B.; Stettner, L.
8
1999
Mean square stabilization of linear systems by mean zero noise. Zbl 0941.60079
Bobryk, Roman V.; Stettner, Lukasz
4
1999
Discrete time portfolio selection with proportional transaction costs. Zbl 0989.91044
Bobryk, Roman V.; Stettner, Łukasz
3
1999
Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand. Zbl 0937.90017
Łazarski, Krzysztof; Stettner, Łukasz
1
1999
Ergodic control of a singularly perturbed Markov process in discrete time with general state and compact action spaces. Zbl 0916.60058
Bielecki, T. R.; Stettner, L.
5
1998
Adaptive control of a partially observed discrete time Markov process. Zbl 0897.93061
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
3
1998
On option pricing in the multidimensional Cox-Ross-Rubinstein model. Zbl 0895.90016
Motoczyński, M.; Stettner, Ł.
2
1998
Bayesian adaptive control of discrete-time Markov processes with long-run average cost. Zbl 0902.93071
Di Masi, G. B.; Stettner, Ł.
1
1998
Option pricing in the CRR model with proportional transaction costs: a cone transformation approach. Zbl 1043.91511
Stettner, Ł.
7
1997
On ergodic control of stochastic evolution equations. Zbl 0894.60056
Duncan, T.; Pasik-Duncan, B.; Stettner, L.
5
1997
Bayesian ergodic adaptive control of diffusion processes. Zbl 0892.60087
Di Masi, G. B.; Stettner, Ł.
1
1997
Bayesian ergodic adaptive control of discrete time Markov processes. Zbl 0855.93103
Di Masi, G. B.; Stettner, Ł.
3
1995
Remarks on ergodic conditions for Markov processes on Polish spaces. Zbl 0815.60072
Stettner, Łukasz
20
1994
Almost self-optimizing strategies for the adaptive control of diffusion processes. Zbl 0801.60047
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
3
1994
On the ergodic and the adaptive control of stochastic differential delay systems. Zbl 0801.60048
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
1
1994
On adaptive control of a partially observed Markov chain. Zbl 0808.93070
Di Masi, G. B.; Stettner, Ł.
1
1994
Ergodic control of partially observed Markov processes with equivalent transition probabilities. Zbl 0791.93106
Stettner, Ł.
6
1993
On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model. Zbl 0769.93084
Stettner, Łukasz
4
1993
Nearly optimal controls for stochastic ergodic problems with partial observation. Zbl 0770.93092
Runggaldier, Wolfgang J.; Stettner, Łukasz
1
1993
On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions. Zbl 0747.60058
Runggaldier, W. J.; Stettner, Ł.
7
1991
Invariant measures of the pair: State, approximation filtering process. Zbl 0795.60028
Stettner, Ł.
4
1991
On the compactness method in general ergodic impulsive control of Markov processes. Zbl 0704.93073
Gątarek, Dariusz; Stettner, Łukasz
5
1990
On invariant measures of filtering processes. Zbl 0683.93082
Stettner, Łukasz
10
1989
On some stopping and impulsive control problems with a general discount rate criteria. Zbl 0721.60050
Stettner, Łukasz
8
1989
On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes. Zbl 0658.60073
Stettner, Ł.
4
1989
Large deviations of invariant measures for degenerate diffusions. Zbl 0681.60030
Stettner, Łukasz
2
1989
On ergodic control problems for singularly perturbed Markov processes. Zbl 0681.60089
Bielecki, T.; Stettner, Ł.
2
1989
On impulse control with partial observation. Zbl 0653.93072
Mazziotto, G.; Stettner, L.; Szpirglas, J.; Zabczyk, J.
4
1988
On some problems arising in asymptotic analysis of Markov processes with singularly perturbed generators. Zbl 0661.60089
Bielecki, T.; Stettner, Ł.
1
1988
On ergodic impulsive control problems. Zbl 0569.60049
Stettner, Łukasz
7
1986
On the Poisson equation and optimal stopping of ergodic Markov processes. Zbl 0569.60048
Stettner, Łukasz
6
1986
Discrete time adaptive impulsive control theory. Zbl 0615.93076
Stettner, Lukasz
4
1986
On the existence of an optimal per unit time control for a degenerate diffusion model. Zbl 0624.93074
Stettner, Łukasz
1
1986
On closedness of general zero-sum stopping game. Zbl 0563.60043
Stettner, Łukasz
7
1984
On ergodic control problems associated with optimal maintenance and inspection. Zbl 0551.93079
Stettner, Ł.
4
1984
On impulsive control with long run average cost criterion. Zbl 0534.93069
Stettner, Łukasz
14
1983
Optimal stopping for Feller processes. Zbl 0528.60036
Stettner, L.; Zabozyk, J.
4
1983
Zero-sum Markov games with stopping and impulsive strategies. Zbl 0524.60047
Stettner, Lukasz
21
1982
On a general zero-sum stochastic game with optimal stopping. Zbl 0526.60039
Stettner, Lukasz
3
1982
On impulsive control with long run average cost criterion. Zbl 0509.93069
Stettner, Lukasz
1
1982
Strong envelopes of stochastic processes and a penalty method. Zbl 0467.60046
Stettner, L.; Zabczyk, J.
12
1981
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

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