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Lukasz Stettner

Orcid: 0000-0002-7441-9002

According to our database1, Lukasz Stettner authored at least 32 papers between 1999 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Links

On csauthors.net:

Bibliography

2024
Topology-driven goodness-of-fit tests in arbitrary dimensions.
[BibTeX]
[DOI]
Pawel Dlotko
,
Niklas Hellmer
,
Lukasz Stettner
,
Rafal Topolnicki
Stat. Comput., February, 2024

Long-Run Impulse Control with Generalized Discounting.
[BibTeX]
[DOI]
Damian Jelito
,
Lukasz Stettner
SIAM J. Control. Optim., 2024

Blackwell Optimality and Policy Stability for Long-Run Risk-Sensitive Stochastic Control.
[BibTeX]
[DOI]
Nicole Bäuerle
,
Marcin Pitera
,
Lukasz Stettner
SIAM J. Control. Optim., 2024

Discrete time risk sensitive control problem.
[BibTeX]
[DOI]
Lukasz Stettner
Syst. Control. Lett., 2024

2023
Certainty equivalent control of discrete time Markov processes with the average reward functional.
[BibTeX]
[DOI]
Lukasz Stettner
Syst. Control. Lett., November, 2023

2022
On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes.
[BibTeX]
[DOI]
Lukasz Stettner
SIAM J. Control. Optim., 2022

2021
IFIP Technical Committee 7: System Modeling and Optimization. A Historical Note.
[BibTeX]
[DOI]
Lukasz Stettner
Proceedings of the Advancing Research in Information and Communication Technology, 2021

2020
Long-Run Risk-Sensitive Impulse Control.
[BibTeX]
[DOI]
Damian Jelito
,
Marcin Pitera
,
Lukasz Stettner
SIAM J. Control. Optim., 2020

Zero-Sum Markov Games with Impulse Controls.
[BibTeX]
[DOI]
Arnab Basu
,
Lukasz Stettner
SIAM J. Control. Optim., 2020

2019
Long Run Control with Degenerate Observation.
[BibTeX]
[DOI]
Lukasz Stettner
SIAM J. Control. Optim., 2019

2017
Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case.
[BibTeX]
[DOI]
Jan Palczewski
,
Lukasz Stettner
SIAM J. Control. Optim., 2017

2016
Long run risk sensitive portfolio with general factors.
[BibTeX]
[DOI]
Marcin Pitera
,
Lukasz Stettner
Math. Methods Oper. Res., 2016

2015
Finite- and Infinite-Horizon Shapley Games with Nonsymmetric Partial Observation.
[BibTeX]
[DOI]
Arnab Basu
,
Lukasz Stettner
SIAM J. Control. Optim., 2015

2011
Penalty Method for Finite Horizon Stopping Problems.
[BibTeX]
[DOI]
Lukasz Stettner
SIAM J. Control. Optim., 2011

2010
Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay.
[BibTeX]
[DOI]
Jan Palczewski
,
Lukasz Stettner
SIAM J. Control. Optim., 2010

2008
Ergodicity of filtering process by vanishing discount approach.
[BibTeX]
[DOI]
Giovanni B. Di Masi
,
Lukasz Stettner
Syst. Control. Lett., 2008

Growth optimal portfolio under proportional transaction costs with obligatory diversification.
[BibTeX]
[DOI]
Tyrone E. Duncan
,
Bozenna Pasik-Duncan
,
Lukasz Stettner
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs.
[BibTeX]
[DOI]
Tyrone E. Duncan
,
Bozenna Pasik-Duncan
,
Lukasz Stettner
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

2007
Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property.
[BibTeX]
[DOI]
Giovanni B. Di Masi
,
Lukasz Stettner
SIAM J. Control. Optim., 2007

Maximization of the portfolio growth rate under fixed and proportional transaction costs.
[BibTeX]
[DOI]
Jan Palczewski
,
Lukasz Stettner
Commun. Inf. Syst., 2007

Problems of Mathematical Finance by Stochastic Control Methods.
[BibTeX]
[DOI]
Lukasz Stettner
Proceedings of the System Modeling and Optimization, 2007

2006
Remarks on risk sensitive adaptive control of Markov processes.
[BibTeX]
[DOI]
Tyrone E. Duncan
,
Bozenna Pasik-Duncan
,
Lukasz Stettner
Proceedings of the 45th IEEE Conference on Decision and Control, 2006

2005
Moment stability for linear systems with a random parametric excitation.
[BibTeX]
[DOI]
Roman V. Bobryk
,
Lukasz Stettner
Syst. Control. Lett., 2005

Ergodic and adaptive control of hidden Markov models.
[BibTeX]
[DOI]
Tyrone E. Duncan
,
Bozenna Pasik-Duncan
,
Lukasz Stettner
Math. Methods Oper. Res., 2005

Ergodicity of hidden Markov models.
[BibTeX]
[DOI]
Giovanni B. Di Masi
,
Lukasz Stettner
Math. Control. Signals Syst., 2005

2004
Risk-sensitive portfolio optimization with completely and partially observed factors.
[BibTeX]
[DOI]
Lukasz Stettner
IEEE Trans. Autom. Control., 2004

2002
Asymptotics of controlled finite memory filters.
[BibTeX]
[DOI]
Rostyslav Bodnar
,
Lukasz Stettner
Syst. Control. Lett., 2002

Some results on ergodic and adaptive control of hidden Markov models.
[BibTeX]
[DOI]
Tyrone E. Duncan
,
Bozenna Pasik-Duncan
,
Lukasz Stettner
Proceedings of the 41st IEEE Conference on Decision and Control, 2002

2001
Average cost per unit time control of stochastic manufacturing systems: Revisited.
[BibTeX]
[DOI]
Tyrone E. Duncan
,
Bozenna Pasik-Duncan
,
Lukasz Stettner
Math. Methods Oper. Res., 2001

1999
Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon.
[BibTeX]
[DOI]
Giovanni B. Di Masi
,
Lukasz Stettner
SIAM J. Control. Optim., 1999

Risk sensitive portfolio optimization.
[BibTeX]
[DOI]
Lukasz Stettner
Math. Methods Oper. Res., 1999

Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand.
[BibTeX]
[DOI]
Krzysztof Lazarski
,
Lukasz Stettner
Math. Methods Oper. Res., 1999


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