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Łukasz Stettner

Observed names: L. Stettner, L. Sthttner, Lukasz Stettner, Stettner, Lukasz, Stettner, Łukasz, Ł Stettner, Ł. Stettner
ORCID: 0000-0002-7441-9002
Observed ORCIDs: 0000-0002-7441-9002, 0000-0003-3166-8815
OpenAlex ID: A5025029502
Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
1999 · G. B. Di Masi, L. Stettner · SIAM Journal on Control and Optimization · 150
Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
2007 · Giovanni B. Di Masi, Łukasz Stettner · SIAM Journal on Control and Optimization · 90
Infinite horizon risk sensitive control of discrete time Markov processes with small risk
2000 · G.B.Di Masi, Ł. Stettner · Systems & Control Letters · 66
Approximations of discrete time partially observed control problems
1994 · Wolfgang J. Runggaldier, Łukasz Stettner · 47
On invariant measures of filtering processes
2006 · Lukasz Stettner · Springer eBooks · 46
On the Existence and Uniqueness of Invariant Measure for Continuous Time Markov Processes,
1986 · Lukasz Stettner · Defense Technical Information Center (DTIC) · 46
Mathematical Theory of Adaptive Control
2005 · Vladimir G Sragovich, I A Sinitzin, et al. · Interdisciplinary mathematical sciences · 43
Risk sensitive portfolio optimization
1999 · Lukasz Stettner · Mathematical Methods of Operations Research · 42
Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay
2010 · Jan Palczewski, Łukasz Stettner · SIAM Journal on Control and Optimization · 35
On impulsive control with long run average cost criterion
2006 · Łukasz Stettner · Springer eBooks · 28
On impulsive control with long run average cost criterion
1983 · Łukasz Stettner · Studia Mathematica · 28
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Option Pricing in Discrete‐Time Incomplete Market Models
2000 · Lukasz Stettner · Mathematical Finance · 26
Option pricing in the CRR model with proportional transaction costs: a cone transformation approach
1997 · Ł. Stettner · Applicationes Mathematicae · 25
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Penalty Method for Finite Horizon Stopping Problems
2011 · L. Stettner · SIAM Journal on Control and Optimization · 24
On the compactness method in general ergodic impulsive control of markov processes
1990 · Dariusz Gatarek, Lukasz Stettner · Stochastics and stochastics reports · 24
Ergodicity of hidden Markov models
2005 · G.B. Di Masi, Ł. Stettner · Mathematics of Control Signals and Systems · 23
Almost self-optimizing strategies for the adaptive control of diffusion processes
1994 · T. E. Duncan, B. Pasik-Duncan, et al. · Journal of Optimization Theory and Applications · 23
Strong envelopes of stochastic processes and a penalty method †
1981 · Ł. Stettner, J. Zabczyk · Stochastics · 22
Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon
1999 · G.B. Di masi, L. Sthttner · Stochastics and stochastics reports · 20
Applications of variational inequalities in stochastic control
1983 · Łukasz Stettner · European Journal of Operational Research · 20
Zero-Sum Markov Games with Impulse Controls
2020 · Arnab Basu, Łukasz Stettner · SIAM Journal on Control and Optimization · 19
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Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case
2017 · Jan Palczewski, Łukasz Stettner · SIAM Journal on Control and Optimization · 18
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Long run risk sensitive portfolio with general factors
2015 · Marcin Pitera, Łukasz Stettner · Mathematical Methods of Operations Research · 18
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Ergodic control of partially observed Markov processes with equivalent transition probabilities
1993 · Łukasz Stettner · Applicationes Mathematicae · 18
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Impulsive Control of Portfolios
2007 · Jan Palczewski, Lukasz Stettner · Applied Mathematics & Optimization · 17
Works count: 157
Citation count: 1,439
H-index: 20
I10-index: 45
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