Edit Profile (opens in new tab) Stettner, Łukasz Co-Author Distance Author ID: stettner.lukasz Published as: Stettner, Łukasz; Stettner, L.; Stettner, Lukasz; Stettner, Ł. more...less External Links: MGP Documents Indexed: 135 Publications since 1980, including 3 Books and 3 Additional arXiv Preprints 4 Contributions as Editor Co-Authors: 38 Co-Authors with 89 Joint Publications 574 Co-Co-Authors all top 5 Co-Authors 50 single-authored 14 Di Masi, Giovanni B. 11 Duncan, Tyrone E. 11 Pasik-Duncan, Bozenna 8 Bobryk, Roman V. 8 Palczewski, Jan 7 Pitera, Marcin 5 Jelito, Damian 4 Bielecki, Tomasz R. 4 Runggaldier, Wolfgang J. 4 Zabczyk, Jerzy 3 Rásonyi, Miklós 3 Rogala, Tomasz 3 Rygiel, Agnieszka 2 Basu, Arnab K. 2 Mazziotto, Gerald 2 Peszat, Szymon 2 Szpirglas, Jacques 2 Zabozyk, J. 1 Bäuerle, Nicole 1 Bodnar, Rostyslav 1 Chojnowska-Michalik, Anna 1 Chrzȩszczyk, Andrzej 1 Dłotko, Paweł 1 Drabik, Ewa 1 Gacki, Henryk 1 Gątarek, Dariusz 1 Hellmer, Niklas 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 Topolnicki, Rafał 1 Zaremba, Piotr all top 5 Serials 14 Applied Mathematics and Optimization 14 SIAM Journal on Control and Optimization 12 Applicationes Mathematicae 7 Systems & Control Letters 6 Probability and Mathematical Statistics 6 Stochastics and Stochastics Reports 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 3 Mathematica Applicanda 2 Demonstratio Mathematica 2 Journal of Optimization Theory and Applications 2 Matematychni Metody ta Fizyko-Mekhanichni Polya 2 Mathematical Finance 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 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Annales Mathematicae Silesianae 1 Communications in Information and Systems 1 Communications in Mathematical Sciences 1 Wiadomości Matematyczne 1 Statistics and Computing all top 5 Fields 102 Systems theory; control (93-XX) 84 Probability theory and stochastic processes (60-XX) 39 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Calculus of variations and optimal control; optimization (49-XX) 12 Operations research, mathematical programming (90-XX) 8 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) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 94 Publications have been cited 695 times in 389 Documents Cited by ▼ Year ▼ Risk-sensitive control of discrete-time Markov processes with infinite horizon. Zbl 0946.93043 Di Masi, G. B.; Stettner, L. 73 1999 Infinite horizon risk sensitive control of discrete time Markov processes under minorization property. Zbl 1141.93067 Di Masi, Giovanni B.; Stettner, Łukasz 60 2007 Infinite horizon risk sensitive control of discrete time Markov processes with small risk. Zbl 0977.93083 Di Masi, G. B.; Stettner, L. 40 2000 On utility maximization in discrete-time financial market models. Zbl 1137.93423 Rásonyi, Miklós; Stettner, Lukasz 36 2005 Remarks on ergodic conditions for Markov processes on Polish spaces. Zbl 0815.60072 Stettner, Łukasz 25 1994 Zero-sum Markov games with stopping and impulsive strategies. Zbl 0524.60047 Stettner, Lukasz 25 1982 Risk sensitive portfolio optimization. Zbl 0949.93077 Stettner, Lukasz 22 1999 Long run risk sensitive portfolio with general factors. Zbl 1341.93109 Pitera, Marcin; Stettner, Łukasz 17 2016 Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay. Zbl 1218.60031 Palczewski, Jan; Stettner, Łukasz 17 2010 On impulsive control with long run average cost criterion. Zbl 0534.93069 Stettner, Łukasz 17 1983 On invariant measures of filtering processes. Zbl 0683.93082 Stettner, Łukasz 16 1989 Impulse control maximizing average cost per unit time: a nonuniformly ergodic case. Zbl 1361.93068 Palczewski, Jan; Stettner, Łukasz 13 2017 Strong envelopes of stochastic processes and a penalty method. Zbl 0467.60046 Stettner, L.; Zabczyk, J. 12 1981 On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models. Zbl 1098.93038 Rásonyi, Miklós; Stettner, Łukasz 11 2006 Ergodicity of hidden Markov models. Zbl 1098.93036 Di Masi, Giovanni B.; Stettner, Łukasz 10 2005 Impulsive control of portfolios. Zbl 1129.93055 Palczewski, Jan; Stettner, Lukasz 10 2007 On the compactness method in general ergodic impulsive control of Markov processes. Zbl 0704.93073 Gątarek, Dariusz; Stettner, Łukasz 10 1990 Penalty method for finite horizon stopping problems. Zbl 1228.93132 Stettner, L. 10 2011 Risk sensitive control of discrete time partially observed Markov processes with infinite horizon. Zbl 0942.93047 Di Masi, G. B.; Stettner, L. 9 1999 On some stopping and impulsive control problems with a general discount rate criteria. Zbl 0721.60050 Stettner, Łukasz 9 1989 Zero-sum Markov games with impulse controls. Zbl 1452.91027 Basu, Arnab; Stettner, Łukasz 9 2020 Option pricing in the CRR model with proportional transaction costs: a cone transformation approach. Zbl 1043.91511 Stettner, Ł. 8 1997 Option pricing in discrete-time incomplete market models. Zbl 1016.91050 Stettner, Lukasz 8 2000 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. 8 1991 On closedness of general zero-sum stopping game. Zbl 0563.60043 Stettner, Łukasz 8 1984 On ergodic impulsive control problems. Zbl 0569.60049 Stettner, Łukasz 8 1986 On the Poisson equation and optimal stopping of ergodic Markov processes. Zbl 0569.60048 Stettner, Łukasz 7 1986 On ergodic control of stochastic evolution equations. Zbl 0894.60056 Duncan, T.; Pasik-Duncan, B.; Stettner, L. 6 1997 Mean square stabilization of linear systems by mean zero noise. Zbl 0941.60079 Bobryk, Roman V.; Stettner, Lukasz 6 1999 Ergodic control of partially observed Markov processes with equivalent transition probabilities. Zbl 0791.93106 Stettner, Ł. 6 1993 Duality and risk sensitive portfolio optimization. Zbl 1061.91033 Stettner, Lukasz 6 2004 Stopping of functionals with discontinuity at the boundary of an open set. Zbl 1233.60022 Palczewski, Jan; Stettner, Łukasz 6 2011 Long-run risk-sensitive impulse control. Zbl 1451.93417 Jelito, Damian; Pitera, Marcin; Stettner, Łukasz 6 2020 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 Discrete time portfolio selection with proportional transaction costs. Zbl 0989.91044 Bobryk, Roman V.; Stettner, Łukasz 5 1999 Adaptive control of discrete time Markov processes by the large deviations method. Zbl 1006.93071 Duncan, T. E.; Pasik-Duncan, B.; Stettner, Łukasz 5 2000 On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model. Zbl 0769.93084 Stettner, Łukasz 5 1993 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 5 2011 On impulsive control with long run average cost criterion. Zbl 0509.93069 Stettner, Lukasz 4 1982 Adaptive control of a partially observed discrete time Markov process. Zbl 0897.93061 Duncan, T. E.; Pasik-Duncan, B.; Stettner, L. 4 1998 On risk-sensitive ergodic impulsive control of Markov processes. Zbl 1030.93051 Sadowy, R.; Stettner, Ł. 4 2002 Risk sensitive optimal stopping. Zbl 1467.93330 Jelito, Damian; Pitera, Marcin; Stettner, Łukasz 4 2021 Infinite horizon stopping problems with (nearly) total reward criteria. Zbl 1390.60156 Palczewski, Jan; Stettner, Łukasz 4 2014 Invariant measures of the pair: State, approximation filtering process. Zbl 0795.60028 Stettner, Ł. 4 1991 Moment stability for linear systems with a random parametric excitation. Zbl 1129.93546 Bobryk, Roman V.; Stettner, Lukasz 4 2005 Remarks on risk neutral and risk sensitive portfolio optimization. Zbl 1198.91087 Di Masi, Giovanni B.; Stettner, Łukasz 4 2006 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 Risk-sensitive portfolio optimization with completely and partially observed factors. Zbl 1366.91146 Stettner, Lukasz 4 2004 Discrete time adaptive impulsive control theory. Zbl 0615.93076 Stettner, Lukasz 4 1986 On ergodic control problems associated with optimal maintenance and inspection. Zbl 0551.93079 Stettner, Ł. 4 1984 Growth optimal portfolio selection under proportional transaction costs with obligatory diversification. Zbl 1231.91400 Duncan, T.; Pasik Duncan, B.; Stettner, L. 4 2011 On a general zero-sum stochastic game with optimal stopping. Zbl 0526.60039 Stettner, Lukasz 4 1982 Optimal stopping for Feller processes. Zbl 0528.60036 Stettner, L.; Zabozyk, J. 4 1983 Long-run risk sensitive dyadic impulse control. Zbl 1470.93074 Pitera, Marcin; Stettner, Łukasz 4 2021 Discrete-time risk sensitive portfolio optimization with proportional transaction costs. Zbl 1531.91234 Pitera, Marcin; Stettner, Łukasz 4 2023 Bayesian ergodic adaptive control of discrete time Markov processes. Zbl 0855.93103 Di Masi, G. B.; Stettner, Ł. 3 1995 Risk sensitive adaptive control of discrete time Markov processes. Zbl 1030.93062 Duncan, T. E.; Pasik-Duncan, B.; Stettner, Ł. 3 2001 Discrete time markets with transaction costs. Zbl 1030.91019 Stettner, Łukasz 3 2002 Discrete time risk sensitive portfolio optimization with consumption and proportional transaction costs. Zbl 1138.91482 Stettner, Łukasz 3 2005 Almost self-optimizing strategies for the adaptive control of diffusion processes. Zbl 0801.60047 Duncan, T. E.; Pasik-Duncan, B.; Stettner, L. 3 1994 Construction of discrete time shadow price. Zbl 1410.91427 Rogala, Tomasz; Stettner, Lukasz 3 2015 Finite- and infinite-horizon Shapley games with nonsymmetric partial observation. Zbl 1344.91005 Basu, Arnab; Stettner, Łukasz 3 2015 Large deviations of invariant measures for degenerate diffusions. Zbl 0681.60030 Stettner, Łukasz 3 1989 On an approximation of average cost per unit time impulse control of Markov processes. Zbl 1497.93103 Stettner, Lukasz 3 2022 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 On additive and multiplicative (controlled) Poisson equations. Zbl 1104.93057 Di Masi, G. B.; Stettner, Ł. 2 2006 On ergodic control problems for singularly perturbed Markov processes. Zbl 0681.60089 Bielecki, T.; Stettner, Ł. 2 1989 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 Ergodicity of filtering process by vanishing discount approach. Zbl 1137.93053 Di Masi, G. B.; Stettner, Ł. 2 2008 Certainty equivalent control of discrete time Markov processes with the average reward functional. Zbl 1530.93251 Stettner, Łukasz 2 2023 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 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 Risk-sensitive control of an ergodic diffusion over an infinite horizon. Zbl 1030.93052 Di Masi, G. B.; Stettner, Ł. 1 2001 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 On adaptive control of Markov chains using nonparametric estimation. Zbl 1006.93069 Drabik, Ewa; Stettner, Łukasz 1 2000 Ergodic and adaptive control of hidden Markov models. Zbl 1103.93047 Duncan, T. E.; Pasik-Duncan, B.; Stettner, L. 1 2005 On adaptive control of a partially observed Markov chain. Zbl 0808.93070 Di Masi, G. B.; Stettner, Ł. 1 1994 Nearly optimal controls for stochastic ergodic problems with partial observation. Zbl 0770.93092 Runggaldier, Wolfgang J.; Stettner, Łukasz 1 1993 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 Long time growth optimal portfolio with transaction costs. Zbl 1189.91195 Stettner, Lukasz 1 2009 Asymptotics of utility from terminal wealth for partially observed portfolios. Zbl 1253.93141 Stettner, Łukasz 1 2012 Discrete time infinite horizon risk sensitive portfolio selection with proportional transaction costs. Zbl 1154.91479 Stettner, Łukasz 1 2008 Maximization of the portfolio growth rate under fixed and proportional transaction costs. Zbl 1140.91405 Palczewski, Jan; Stettner, Łukasz 1 2007 On the Bellman equation for asymptotics of utility from terminal wealth. Zbl 1185.91165 Matkowski, Janusz; Stettner, Łukasz 1 2010 On the existence of an optimal per unit time control for a degenerate diffusion model. Zbl 0624.93074 Stettner, Łukasz 1 1986 Risk-sensitive optimal stopping with unbounded terminal cost function. Zbl 1485.93633 Jelito, Damian; Stettner, Łukasz 1 2022 A note on chaotic and predictable representations for Itô-Markov additive processes. Zbl 1401.60145 Palmowski, Zbigniew; Stettner, Łukasz; Sulima, Anna 1 2018 Discrete time risk sensitive control problem. Zbl 07878474 Stettner, Łukasz 1 2024 Discrete time risk sensitive control problem. Zbl 07878474 Stettner, Łukasz 1 2024 Discrete-time risk sensitive portfolio optimization with proportional transaction costs. Zbl 1531.91234 Pitera, Marcin; Stettner, Łukasz 4 2023 Certainty equivalent control of discrete time Markov processes with the average reward functional. Zbl 1530.93251 Stettner, Łukasz 2 2023 On an approximation of average cost per unit time impulse control of Markov processes. Zbl 1497.93103 Stettner, Lukasz 3 2022 Risk-sensitive optimal stopping with unbounded terminal cost function. Zbl 1485.93633 Jelito, Damian; Stettner, Łukasz 1 2022 Risk sensitive optimal stopping. Zbl 1467.93330 Jelito, Damian; Pitera, Marcin; Stettner, Łukasz 4 2021 Long-run risk sensitive dyadic impulse control. Zbl 1470.93074 Pitera, Marcin; Stettner, Łukasz 4 2021 Zero-sum Markov games with impulse controls. Zbl 1452.91027 Basu, Arnab; Stettner, Łukasz 9 2020 Long-run risk-sensitive impulse control. Zbl 1451.93417 Jelito, Damian; Pitera, Marcin; Stettner, Łukasz 6 2020 A note on chaotic and predictable representations for Itô-Markov additive processes. Zbl 1401.60145 Palmowski, Zbigniew; Stettner, Łukasz; Sulima, Anna 1 2018 Impulse control maximizing average cost per unit time: a nonuniformly ergodic case. Zbl 1361.93068 Palczewski, Jan; Stettner, Łukasz 13 2017 Long run risk sensitive portfolio with general factors. Zbl 1341.93109 Pitera, Marcin; Stettner, Łukasz 17 2016 Construction of discrete time shadow price. Zbl 1410.91427 Rogala, Tomasz; Stettner, Lukasz 3 2015 Finite- and infinite-horizon Shapley games with nonsymmetric partial observation. Zbl 1344.91005 Basu, Arnab; Stettner, Łukasz 3 2015 Infinite horizon stopping problems with (nearly) total reward criteria. Zbl 1390.60156 Palczewski, Jan; Stettner, Łukasz 4 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. 10 2011 Stopping of functionals with discontinuity at the boundary of an open set. Zbl 1233.60022 Palczewski, Jan; Stettner, Łukasz 6 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 5 2011 Growth optimal portfolio selection under proportional transaction costs with obligatory diversification. Zbl 1231.91400 Duncan, T.; Pasik Duncan, B.; Stettner, L. 4 2011 Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay. Zbl 1218.60031 Palczewski, Jan; Stettner, Łukasz 17 2010 On the Bellman equation for asymptotics of utility from terminal wealth. Zbl 1185.91165 Matkowski, Janusz; Stettner, Łukasz 1 2010 Long time growth optimal portfolio with transaction costs. Zbl 1189.91195 Stettner, Lukasz 1 2009 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 60 2007 Impulsive control of portfolios. Zbl 1129.93055 Palczewski, Jan; Stettner, Lukasz 10 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 11 2006 Remarks on risk neutral and risk sensitive portfolio optimization. Zbl 1198.91087 Di Masi, Giovanni B.; Stettner, Łukasz 4 2006 On additive and multiplicative (controlled) Poisson equations. Zbl 1104.93057 Di Masi, G. B.; Stettner, Ł. 2 2006 On utility maximization in discrete-time financial market models. Zbl 1137.93423 Rásonyi, Miklós; Stettner, Lukasz 36 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 4 2005 Discrete time risk sensitive portfolio optimization with consumption and proportional transaction costs. Zbl 1138.91482 Stettner, Łukasz 3 2005 A closure procedure for random vibration parametric resonances. Zbl 1182.70044 Bobryk, R. V.; Chrzeszczyk, A.; Stettner, L. 2 2005 Ergodic and adaptive control of hidden Markov models. Zbl 1103.93047 Duncan, T. E.; Pasik-Duncan, B.; Stettner, L. 1 2005 Duality and risk sensitive portfolio optimization. Zbl 1061.91033 Stettner, Lukasz 6 2004 Risk-sensitive portfolio optimization with completely and partially observed factors. Zbl 1366.91146 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 3 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 Risk sensitive adaptive control of discrete time Markov processes. Zbl 1030.93062 Duncan, T. E.; Pasik-Duncan, B.; Stettner, Ł. 3 2001 A closure method for randomly perturbed linear systems. Zbl 0985.60059 Bobryk, Roman; Stettner, Łukasz 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. 40 2000 Option pricing in discrete-time incomplete market models. Zbl 1016.91050 Stettner, Lukasz 8 2000 Adaptive control of discrete time Markov processes by the large deviations method. Zbl 1006.93071 Duncan, T. E.; Pasik-Duncan, B.; Stettner, Łukasz 5 2000 On adaptive control of Markov chains using nonparametric estimation. Zbl 1006.93069 Drabik, Ewa; Stettner, Łukasz 1 2000 Risk-sensitive control of discrete-time Markov processes with infinite horizon. Zbl 0946.93043 Di Masi, G. B.; Stettner, L. 73 1999 Risk sensitive portfolio optimization. Zbl 0949.93077 Stettner, Lukasz 22 1999 Risk sensitive control of discrete time partially observed Markov processes with infinite horizon. Zbl 0942.93047 Di Masi, G. B.; Stettner, L. 9 1999 Mean square stabilization of linear systems by mean zero noise. Zbl 0941.60079 Bobryk, Roman V.; Stettner, Lukasz 6 1999 Discrete time portfolio selection with proportional transaction costs. Zbl 0989.91044 Bobryk, Roman V.; Stettner, Łukasz 5 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. 4 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. 8 1997 On ergodic control of stochastic evolution equations. Zbl 0894.60056 Duncan, T.; Pasik-Duncan, B.; Stettner, L. 6 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 25 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 adaptive control of a partially observed Markov chain. Zbl 0808.93070 Di Masi, G. B.; Stettner, Ł. 1 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 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 5 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. 8 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 10 1990 On invariant measures of filtering processes. Zbl 0683.93082 Stettner, Łukasz 16 1989 On some stopping and impulsive control problems with a general discount rate criteria. Zbl 0721.60050 Stettner, Łukasz 9 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 3 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 8 1986 On the Poisson equation and optimal stopping of ergodic Markov processes. Zbl 0569.60048 Stettner, Łukasz 7 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 8 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 17 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 25 1982 On impulsive control with long run average cost criterion. Zbl 0509.93069 Stettner, Lukasz 4 1982 On a general zero-sum stochastic game with optimal stopping. Zbl 0526.60039 Stettner, Lukasz 4 1982 Strong envelopes of stochastic processes and a penalty method. Zbl 0467.60046 Stettner, L.; Zabczyk, J. 12 1981 all cited Publications top 5 cited Publications all top 5 Cited by 396 Authors 40 Stettner, Łukasz 25 Cavazos-Cadena, Rolando 14 Rásonyi, Miklós 12 Carassus, Laurence 11 Menaldi, Jose-Luis 9 Cruz Suárez, Hugo Adán 9 Ghosh, Mrinal Kanti 8 Bobryk, Roman V. 8 Pal, Chandan 8 Pitera, Marcin 8 Robin, Maurice 8 Wei, Qingda 7 Biswas, Anup 7 Chen, Xian 7 Jaśkiewicz, Anna 7 Maslowski, Bohdan 6 Borkar, Vivek Shripad 6 De Angelis, Tiziano 6 Duncan, Tyrone E. 6 Hernández-Hernández, Daniel 6 Morimoto, Hiroaki 6 Palczewski, Jan 6 Pasik-Duncan, Bozenna 6 Runggaldier, Wolfgang J. 5 Arapostathis, Aristotle 5 Budhiraja, Amarjit S. 5 Christensen, Soren 5 Jelito, Damian 5 Pradhan, Somnath 4 Basu, Arnab K. 4 Bäuerle, Nicole 4 Bielecki, Tomasz R. 4 Blanchard, Romain 4 Chen, Jinwen 4 Chrzȩszczyk, Andrzej 4 Del Moral, Pierre 4 Di Masi, Giovanni B. 4 Gerlach, Moritz 4 Goldys, Beniamin 4 Golui, Subrata 4 Klimsiak, Tomasz 4 Montes-de-Oca, Raúl 4 Özekici, Süleyman 4 Pennanen, Teemu 4 Roux, Alet 4 Ruszczyński, Andrzej 4 van Handel, Ramon 4 Zastawniak, Tomasz 3 Bayraktar, Erhan 3 Belak, Christoph 3 Canbolat, Pelin G. 3 Cialenco, Igor 3 Flandoli, Franco 3 Gątarek, Dariusz 3 Guo, Xin 3 Hamadene, Saïd 3 Jasso-Fuentes, Héctor 3 Khlopin, Dmitriĭ Valer’evich 3 Perkkiö, Ari-Pekka 3 Pham, Huyên 3 Rogala, Tomasz 3 Saha, Subhamay 3 Wiesel, Johannes C. W. 3 Yin, Gang George 3 Yoshioka, Hidekazu 3 Zhang, Qing 3 Zhang, Yi 2 Avrachenkov, Konstantin Evgen’evich 2 Badowski, Grazyna 2 Balbus, Łukasz 2 Cai, Cheng 2 Çanakoğlu, Ethem 2 Chávez-Rodríguez, Selene 2 Chen, Tao 2 Da Prato, Giuseppe 2 Dai, Yanan 2 El Asri, Brahim 2 Fan, Jingnan 2 Fang, Zhou 2 Fontana, Claudio 2 Fuhrman, Marco 2 Gao, Chuanhou 2 Guionnet, Alice 2 Guo, Xianping 2 Hassani, Mohammed 2 Hdhiri, Ibtissam 2 Hernández-Lerma, Onésimo 2 Huang, Tanhao 2 Huang, Yonghui 2 Kadlec, Karel 2 Karouf, Monia 2 Kumar, K. Suresh 2 Kunze, Markus Christian 2 Lempa, Jukka 2 Ludkovski, Michael 2 Mazid, Sehail 2 Minjárez-Sosa, Jesus Adolfo 2 Nagai, Hideo 2 Neufeld, Ariel David 2 Nowak, Andrzej S. ...and 296 more Authors all top 5 Cited in 123 Serials 30 Stochastic Processes and their Applications 24 Applied Mathematics and Optimization 23 Systems & Control Letters 21 Mathematical Methods of Operations Research 19 SIAM Journal on Control and Optimization 14 Journal of Mathematical Analysis and Applications 11 The Annals of Applied Probability 10 Mathematical Finance 9 Journal of Optimization Theory and Applications 8 Stochastics 7 Advances in Applied Probability 7 Mathematics of Operations Research 6 International Journal of Theoretical and Applied Finance 6 SIAM Journal on Financial Mathematics 5 Stochastics 5 The Annals of Probability 5 Kybernetika 5 Acta Applicandae Mathematicae 5 Finance and Stochastics 5 Annals of Finance 4 Journal of Applied Probability 4 Naval Research Logistics 4 Annals of Operations Research 4 Applicationes Mathematicae 3 Physica A 3 Automatica 3 Journal of Functional Analysis 3 Operations Research Letters 3 Stochastic Analysis and Applications 3 Probability Theory and Related Fields 3 MCSS. Mathematics of Control, Signals, and Systems 3 Discrete Event Dynamic Systems 3 European Journal of Operational Research 3 Mathematical Programming. Series A. Series B 3 Stochastics and Stochastics Reports 3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 3 Mathematics and Financial Economics 2 Journal of Computational and Applied Mathematics 2 Journal of Mathematical Economics 2 Tôhoku Mathematical Journal. Second Series 2 Statistics & Probability Letters 2 Probability and Mathematical Statistics 2 Optimization 2 Mathematical and Computer Modelling 2 Journal of Convex Analysis 2 Electronic Journal of Probability 2 Journal of Dynamical and Control Systems 2 Quantitative Finance 2 Dynamic Games and Applications 1 Artificial Intelligence 1 Computers & Mathematics with Applications 1 Communications in Mathematical Physics 1 International Journal of Control 1 International Journal of Systems Science 1 Journal of the Franklin Institute 1 Journal of Statistical Physics 1 Physics Letters. A 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 Differential Equations 1 Journal of Economic Theory 1 Mathematische Nachrichten 1 Memoirs of the American Mathematical Society 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 Results in Mathematics 1 Transactions of the American Mathematical Society 1 Mathematical Social Sciences 1 Insurance Mathematics & Economics 1 Journal of Economic Dynamics & Control 1 Journal of Theoretical Probability 1 Asymptotic Analysis 1 Queueing Systems 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 Automation and Remote Control 1 Communications in Statistics. Theory and Methods 1 Linear Algebra and its Applications 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Potential Analysis 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 Advances in Differential Equations 1 Applied Mathematical Finance 1 Electronic Communications in Probability 1 Mathematical Problems in Engineering 1 Journal of Vibration and Control 1 Nonlinear Dynamics 1 Abstract and Applied Analysis ...and 23 more Serials all top 5 Cited in 26 Fields 215 Probability theory and stochastic processes (60-XX) 167 Systems theory; control (93-XX) 146 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 84 Operations research, mathematical programming (90-XX) 58 Calculus of variations and optimal control; optimization (49-XX) 29 Statistics (62-XX) 24 Partial differential equations (35-XX) 14 Dynamical systems and ergodic theory (37-XX) 12 Operator theory (47-XX) 7 Ordinary differential equations (34-XX) 6 Functional analysis (46-XX) 6 Numerical analysis (65-XX) 6 Mechanics of particles and systems (70-XX) 5 Measure and integration (28-XX) 5 Computer science (68-XX) 5 Biology and other natural sciences (92-XX) 3 Fluid mechanics (76-XX) 2 Real functions (26-XX) 2 Integral equations (45-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Sequences, series, summability (40-XX) 1 Convex and discrete geometry (52-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