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Journal Articles
- 2024
[j25]Pawel Dlotko, Niklas Hellmer
, Lukasz Stettner, Rafal Topolnicki:
Topology-driven goodness-of-fit tests in arbitrary dimensions. Stat. Comput. 34(1): 34 (2024)- [j24]Lukasz Stettner:
Discrete time risk sensitive control problem. Syst. Control. Lett. 186: 105758 (2024) - [j23]Damian Jelito, Lukasz Stettner:
Long-Run Impulse Control with Generalized Discounting. SIAM J. Control. Optim. 62(2): 853-876 (2024) - 2023
- [j22]Lukasz Stettner:
Certainty equivalent control of discrete time Markov processes with the average reward functional. Syst. Control. Lett. 181: 105627 (2023) - 2022
- [j21]Lukasz Stettner:
On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes. SIAM J. Control. Optim. 60(4): 2115-2131 (2022) - 2020
- [j20]Arnab Basu, Lukasz Stettner:
Zero-Sum Markov Games with Impulse Controls. SIAM J. Control. Optim. 58(1): 580-604 (2020) - [j19]Damian Jelito, Marcin Pitera, Lukasz Stettner:
Long-Run Risk-Sensitive Impulse Control. SIAM J. Control. Optim. 58(4): 2446-2468 (2020) - 2019
- [j18]Lukasz Stettner:
Long Run Control with Degenerate Observation. SIAM J. Control. Optim. 57(2): 880-899 (2019) - 2017
- [j17]Jan Palczewski, Lukasz Stettner:
Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case. SIAM J. Control. Optim. 55(2): 936-960 (2017) - 2016
- [j16]Marcin Pitera, Lukasz Stettner:
Long run risk sensitive portfolio with general factors. Math. Methods Oper. Res. 83(2): 265-293 (2016) - 2015
- [j15]Arnab Basu, Lukasz Stettner:
Finite- and Infinite-Horizon Shapley Games with Nonsymmetric Partial Observation. SIAM J. Control. Optim. 53(6): 3584-3619 (2015) - 2011
- [j14]Lukasz Stettner:
Penalty Method for Finite Horizon Stopping Problems. SIAM J. Control. Optim. 49(3): 1078-1099 (2011) - 2010
- [j13]Jan Palczewski, Lukasz Stettner:
Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay. SIAM J. Control. Optim. 48(8): 4874-4909 (2010) - 2008
- [j12]Giovanni B. Di Masi, Lukasz Stettner:
Ergodicity of filtering process by vanishing discount approach. Syst. Control. Lett. 57(2): 150-157 (2008) - 2007
- [j11]Jan Palczewski, Lukasz Stettner:
Maximization of the portfolio growth rate under fixed and proportional transaction costs. Commun. Inf. Syst. 7(1): 31-58 (2007) - [j10]Giovanni B. Di Masi, Lukasz Stettner:
Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property. SIAM J. Control. Optim. 46(1): 231-252 (2007) - 2005
- [j9]Giovanni B. Di Masi, Lukasz Stettner:
Ergodicity of hidden Markov models. Math. Control. Signals Syst. 17(4): 269-296 (2005) - [j8]Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Ergodic and adaptive control of hidden Markov models. Math. Methods Oper. Res. 62(2): 297-318 (2005) - [j7]Roman V. Bobryk, Lukasz Stettner:
Moment stability for linear systems with a random parametric excitation. Syst. Control. Lett. 54(8): 781-786 (2005) - 2004
- [j6]Lukasz Stettner:
Risk-sensitive portfolio optimization with completely and partially observed factors. IEEE Trans. Autom. Control. 49(3): 457-464 (2004) - 2002
- [j5]Rostyslav Bodnar, Lukasz Stettner:
Asymptotics of controlled finite memory filters. Syst. Control. Lett. 47(3): 181-190 (2002) - 2001
- [j4]Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Average cost per unit time control of stochastic manufacturing systems: Revisited. Math. Methods Oper. Res. 54(2): 259-278 (2001) - 1999
- [j3]Krzysztof Lazarski, Lukasz Stettner:
Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand. Math. Methods Oper. Res. 49(3): 457-473 (1999) - [j2]Lukasz Stettner:
Risk sensitive portfolio optimization. Math. Methods Oper. Res. 50(3): 463-474 (1999) - [j1]Giovanni B. Di Masi, Lukasz Stettner:
Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon. SIAM J. Control. Optim. 38(1): 61-78 (1999)
Conference and Workshop Papers
- 2008
- [c5]Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs. CDC 2008: 4275-4279 - [c4]Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Growth optimal portfolio under proportional transaction costs with obligatory diversification. CDC 2008: 5582-5589 - 2007
- [c3]Lukasz Stettner:
Problems of Mathematical Finance by Stochastic Control Methods. System Modelling and Optimization 2007: 129-143 - 2006
- [c2]Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Remarks on risk sensitive adaptive control of Markov processes. CDC 2006: 2861-2865 - 2002
- [c1]Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Some results on ergodic and adaptive control of hidden Markov models. CDC 2002: 1369-1374
Parts in Books or Collections
- 2021
- [p1]Lukasz Stettner:
IFIP Technical Committee 7: System Modeling and Optimization. A Historical Note. IFIP's Exciting First 60+ Years 2021: 321-329
Coauthor Index
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