Marcin Pitera

According to our database, Marcin Pitera authored at least 4 papers between 2016 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2024

Short Communication: Utility-Based Acceptability Indices.

Marcin Pitera, Miklós Rásonyi

SIAM J. Financial Math., 2024

2020

Long-Run Risk-Sensitive Impulse Control.

Damian Jelito, Marcin Pitera, Lukasz Stettner

SIAM J. Control. Optim., 2020

2018

A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time.

Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera

Math. Oper. Res., 2018

2016

Long run risk sensitive portfolio with general factors.

Marcin Pitera, Lukasz Stettner

Math. Methods Oper. Res., 2016