Łukasz Stettner is of Polish origin and was born on January 13, 1955 in
Starachowice, Poland. Since 1979 married and has 3 children.
EDUCATION  SCIENTIFIC DEGREES:
 1973  1978, theoretical mathematics, University of
Lublin.
The master thesis in deterministic control theory written
under guidance of prof. K. Goebel.
 1978  1981, Ph.D. Scholarship, Institute of Mathematics
Polish Academy of Sciences (IMPAN).
 1981, Ph.D., IMPAN, the thesis Penalty Method in Stochastic
Control written under supervision of prof. J. Zabczyk
 1989, habilitation, IMPAN, the thesis Ergodic Problems
in Stochastic Control
 2001, professor's title awarded by the President of the Republic of Poland.
SCIENTIFIC POSITIONS:
 1981  1989 assistant professor, IMPAN in Warsaw
 1990  2001 associate professor, IMPAN in Warsaw
 2001  full professor, IMPAN in Warsaw
 1990  1995 deputy director of the IMPAN
 2000  scientific director of the IMPAN
 2006  Academy of Finance, full professor
POSITIONS ABROAD:
 1984  1985 visiting lecturer (9 months), Dept. of Mathematics and
Dept. of Statistics of The Ohio State University in Columbus
 1986  1986 visiting professor for research (7 months), Lefschetz
Center for Dynamical Systems (Applied Mathematics), Brown University
in Providence
 1990  1991 visiting associate professor (5 months), Department of
Mathematics University of Kansas in Lawrence
SHORTER SCIENTIFIC VISITS:
 1982  Bonn, 3 weeks
 1984  Paris, CNET, 4 weeks
 Numerous visits in the University of Padova (1988, 1990, 1992, 1993, 1994,
1995, 1997, 1999, 2002, 2003, 2004, 2006)  cooperation with prof. G. B. Di Masi
and prof. W. Runggaldier
 Numerous visits in the Dept. of Mathematics University of Kansas
(1993, 1994, 1995, 1998, 2000, 2001, 2008)  cooperation with prof. T. Duncan
and B. PasikDuncan
PROFESSIONAL ACTIVITIES:
 1982  reviewer in Mathematical Reviews
 1996  deputy Director of the Foundation of Polish Mathematics
 1995  2007 scientific secretary of the Committee of Mathematics
Polish Academy of Sciences
 1998  Editor of Applicationes Mathematicae
 1999  2003 vicepresident of the Polish Mathematical Society
 2000  2006 Editor of Banach Center Publications
 2002  2007 Associate Editor of SIAM J. Control Optimiz.
 2003  chairman of the Mathematical Center for Science and Technology at IMPAN
 On editorial board of: Matematyka Stosowana (since 1999) and
Annales UMCS (since 2004)
PRIZES:
 1999 Golden Cross of Merit from the President of the Republic
of Poland
 2005 Hugo Steinhaus PTM prize
MEMBERSHIPS:
 Polish Mathematical Society
 American Mathematical Society
 Control Systems Society IEEE (since 2001 senior member)
 European Mathematical Society
 Bachelier Society
ORGANIZATION OF INTERNATIONAL CONFERENCES:
 Polish Conferences on Applications of Mathematics, Zakopane,
1997  2008
 National Conferences in Probability (7th  10th), Będlewo 2002,
2004, 2006, 2008
 Banach Center Symposium on Stochastic Control, Warsaw, March 1995
 Banach Center Symposium on Stochastic Systems, Warsaw, June 1998,
organizer of the Symposium
 Workshop on Mathematics of Finance, Będlewo, June 2001
 Summer School on Mathematics of Finance, Będlewo, July 2001
 Workshop on Stochastic Control and its Applications, Będlewo, June
2002
 Workshop Analysis of Random Markets: Products and Prices, Warsaw,
October 2003
 Advances in Mathematics of Finance, 2nd General AMaMeF Conference,
Będlewo, April 30th  May 5th, 2007
 Risk Theory and Related Topics, September 29th  October 8th, 2008
Ph.D. STUDENTS:
 E. Drabik (defended in 1996)
 M. Motoczyński (defended in 2000)
 M. Kociński (defended in 2001)
 R. Sadovy (defended in 2002)
 J. Piasecka (defended in 2004)
 M. Baran (defended in 2005)
 J. Palczewski (defended in 2005)
 Ł. Delong (defended in 2007)
 G. Hałaj (defended in 2009)
 R. Kucharski (defended in 2009)
PUBLICATIONS
Ł. Stettner wrote about 80 original papers including
2 monographs (one of them W. Runggaldier, Ł. Stettner,
Approximations of Discrete Time Partially Observed Control
Problems, Applied Mathematics Monographs CNR, Giardini Editori,
Pisa 1994)
AREAS OF SCIENTIFIC ACTIVITIES:
 stochastic control (ergodic control problems, control of manufacturing
systems, risk sensitive control, filtering and control with partial
observation)
 stochastic procesess (large deviations, ergodicity of Markov processes)
 mathematics of finance (arbitrage theory, portfolio analysis, pricing of
financial derivatives, risk theory)
GRANTS:
 1992  1994 Constructions of nearly optimal strategies in
stochastic control (2 2043 91 02), principal investigator
 1995  1998 Ergodic problems of stochastic control (2 P03A 053
09), principal investigator
 1998  2001 Controlled Markov processes and their applications (2
P03A 015 15), principal investigator
 2000  2004 KBN PBZ 016/P03/99 pt. Mathematical Methods in Analysis
and markets and financial instruments in Poland, main
investigator
 2005 PhD grant Impulsive strategies in mathematics of finance
(1 P03A 012 28), principal investigator
 2005  2008 Stochastic control and its applications in mathematics
of finance (1 P03A 013 28), principal investigator
 2006  2008 PhD grant Optimal investment strategies on financial
market with Levy noise with applications in insurance (N111 002
31/0165), principal investigator
 2009  2012 Problems of Stochastic Control with Applications
to Mathematics of Finance (N N201 371836), principal investigator
INTERNATIONAL PROGRAMS AND ACTIVITIES:
 Advanced Mathematical Methods for Finance (AMaMeF)  ESF grant
2005  2010, member of the Steering Committee
 EMS Applied Mathematics Committee, member (2006  2009)
 IFIP TC7 (System Modelling and Optimization), member of the Committee
(2007  2010)
