Lukasz Stettner

35 papers C 2Journal 26Unranked 6
YearRankTypeTitle / Venue / Authors
2025 C conf
Blackwell optimality in risk-sensitive stochastic control.
CoDIT
Marcin Pitera, Lukasz Stettner
2025 C conf
Markov control of continuous time Markov processes with long run functionals by time discretization.
CoDIT
Lukasz Stettner
2024 J jnl
Blackwell Optimality and Policy Stability for Long-Run Risk-Sensitive Stochastic Control.
SIAM J. Control. Optim.
Nicole Bäuerle, Marcin Pitera, Lukasz Stettner
2024 J jnl
Discrete time risk sensitive control problem.
Syst. Control. Lett.
Lukasz Stettner
2024 J jnl
Long-Run Impulse Control with Generalized Discounting.
SIAM J. Control. Optim.
Damian Jelito, Lukasz Stettner
2024 — conf
Stability of long run functionals with respect to stationary Markov controls
CDC
Lukasz Stettner
2024 J jnl
Topology-driven goodness-of-fit tests in arbitrary dimensions.
Stat. Comput.
Pawel Dlotko, Niklas Hellmer, Lukasz Stettner, Rafal Topolnicki
2023 J jnl
Certainty equivalent control of discrete time Markov processes with the average reward functional.
Syst. Control. Lett.
Lukasz Stettner
2022 J jnl
On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes.
SIAM J. Control. Optim.
Lukasz Stettner
2021 — ch.
IFIP Technical Committee 7: System Modeling and Optimization. A Historical Note.
IFIP's Exciting First 60+ Years
Lukasz Stettner
2020 J jnl
Long-Run Risk-Sensitive Impulse Control.
SIAM J. Control. Optim.
Damian Jelito, Marcin Pitera, Lukasz Stettner
2020 J jnl
Zero-Sum Markov Games with Impulse Controls.
SIAM J. Control. Optim.
Arnab Basu, Lukasz Stettner
2019 J jnl
Long Run Control with Degenerate Observation.
SIAM J. Control. Optim.
Lukasz Stettner
2017 J jnl
Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case.
SIAM J. Control. Optim.
Jan Palczewski, Lukasz Stettner
2016 J jnl
Long run risk sensitive portfolio with general factors.
Math. Methods Oper. Res.
Marcin Pitera, Lukasz Stettner
2015 J jnl
Finite- and Infinite-Horizon Shapley Games with Nonsymmetric Partial Observation.
SIAM J. Control. Optim.
Arnab Basu, Lukasz Stettner
2011 J jnl
Penalty Method for Finite Horizon Stopping Problems.
SIAM J. Control. Optim.
Lukasz Stettner
2010 J jnl
Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay.
SIAM J. Control. Optim.
Jan Palczewski, Lukasz Stettner
2008 J jnl
Ergodicity of filtering process by vanishing discount approach.
Syst. Control. Lett.
Giovanni B. Di Masi, Lukasz Stettner
2008 — conf
Growth optimal portfolio under proportional transaction costs with obligatory diversification.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
2008 — conf
Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
2007 J jnl
Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property.
SIAM J. Control. Optim.
Giovanni B. Di Masi, Lukasz Stettner
2007 J jnl
Maximization of the portfolio growth rate under fixed and proportional transaction costs.
Commun. Inf. Syst.
Jan Palczewski, Lukasz Stettner
2007 — conf
Problems of Mathematical Finance by Stochastic Control Methods.
System Modelling and Optimization
Lukasz Stettner
2006 — conf
Remarks on risk sensitive adaptive control of Markov processes.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
2005 J jnl
Ergodic and adaptive control of hidden Markov models.
Math. Methods Oper. Res.
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
2005 J jnl
Ergodicity of hidden Markov models.
Math. Control. Signals Syst.
Giovanni B. Di Masi, Lukasz Stettner
2005 J jnl
Moment stability for linear systems with a random parametric excitation.
Syst. Control. Lett.
Roman V. Bobryk, Lukasz Stettner
2004 J jnl
Risk-sensitive portfolio optimization with completely and partially observed factors.
IEEE Trans. Autom. Control.
Lukasz Stettner
2002 J jnl
Asymptotics of controlled finite memory filters.
Syst. Control. Lett.
Rostyslav Bodnar, Lukasz Stettner
2002 — conf
Some results on ergodic and adaptive control of hidden Markov models.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
2001 J jnl
Average cost per unit time control of stochastic manufacturing systems: Revisited.
Math. Methods Oper. Res.
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
1999 J jnl
Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand.
Math. Methods Oper. Res.
Krzysztof Lazarski, Lukasz Stettner
1999 J jnl
Risk sensitive portfolio optimization.
Math. Methods Oper. Res.
Lukasz Stettner
1999 J jnl
Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon.
SIAM J. Control. Optim.
Giovanni B. Di Masi, Lukasz Stettner