£ukasz
Stettner, Professor Probability Section Institute of Mathematics, Polish Academy of Sciences ¦niadeckich 8, Office 318, 00-656 Warsaw, Poland phone (office): +48 22 52 28 126 |
[1] £. Stettner and J. Zabczyk Strong Envelopes of Stochastic Processes and a Penalty Method Stochastics 4 (1981), 267 - 280 [2] £. Stettner Zero-sum Markov Games with Stopping and Impulsive Strategies J. Appl. Math. Optimiz. 9 (1982), 1 - 24 [3] £. Stettner On a General Zero-sum Stochastic Game with Optimal Stopping Probability and Mathematical Statistics 3 (1982), 103 - 112 [4] £. Stettner On Impulsive Control with Long Run Average Cost Criterion Studia Math. 76 (1983), 279 - 298 [5] £. Stettner On Ergodic Control Problems Associated with Optimal Maintenance and Inspection Proc. 11th IFIP Conf. on System Modelling and Optimization, Copenhagen 1983, Lecture Notes in Control Inf. Sci. 59, Springer 1984, 433 - 442 [6] £. Stettner On Closedness of General Zero-sum Stopping Game Bull. Polish Acad. Sci. 32 (1984), 351 - 361 [7] G. Mazziotto, £. Stettner, J. Szpirglas, J. Zabczyk On Impulse Control with Partial Observation SIAM J. Control Optimiz. 26 No.4 (1988), 964 - 984 [8] £. Stettner Discrete Time Adaptive Impulsive Control Theory Stoch. Processes and their Appl. 23 (1986), 177 - 197 [9] £. Stettner On Continuous Time Adaptive Impulsive Control Proc. 12th IFIP Conf. on System Modelling and Optimization, Budapest 1985, Lecture Notes in Control Inf. Sci. 84, Springer 1986, 913 - 922 [10] £. Stettner On the Poisson Equation and Optimal Stopping of Ergodic Markov Processes Stochastics 18 (1986), 25 - 48 [11] £. Stettner On Ergodic Impulsive Control Problems Stochastics 18 (1986), 49 - 72 [12] £. Stettner On the Existence of an Optimal per Unit Time Control for a Degenerate Diffusion Model Bull. Polish Acad. Sci. 34 (1986), 749 - 769 [13] £. Stettner On Ergodic Impulsive Control for Non-uniformly Ergodic Markov Processes J. Appl. Math. Optimiz. 19 (1989), 75 - 95 [14] T. Bielecki and £. Stettner On some Problems Arising in Asymptotic Analysis of Markov Processes with Singularly Perturbed Generators Stochastic Analysis and Appl. 6 (2) (1988), 129 - 168 [15] £. Stettner Large Deviations of Invariant Measures for Degenerate Diffusions Probability and Mathematical Statistics 10 (1989), 93 - 105 [16] £. Stettner On Some Stopping and Impulsive Control Problems with a General Discount Rate Criteria Probability and Mathematical Statistics 10 (1989), 223 - 245 [17] £. Stettner On Invariant Measures of Filtering Processes Proc. 4th Bad Honnef Conf. on Stochastic Differential Systems, Ed. N. Christopeit, K. Helmes, M. Kohlmann, Lect. Notes in Control Inf. Sci. 126, Springer 1989, 279 - 292 [18] T. Bielecki and £. Stettner On Ergodic Control Problems of Singularly Perturbed Markov Processes J. Appl. Math, Optimiz. 20 (1989), 131 - 161 [19] W. J. Runggaldier and £. Stettner On the Construction on Nearly Optimal Strategies for a General Problem of Control of Partially Observed Diffusions Stochastics and Stochastics Reports 37 (1991), 15 - 47 [20] £. Stettner Invariant Measures of the State-Approximating Filtering Process Colloquium Mathematicum 62 (1991), 347 - 351 [21] D. G±tarek and £. Stettner On the compactness Method in General Ergodic Impulsive Control of Markov Processes Stochastics and Stochastics Reports 31 (1990), 15 - 26 [22] W. J. Runggaldier and £. Stettner Nearly Optimal Controls for Stochastic Ergodic Problems with Partial Observation SIAM J. Control Optimiz. 31 (1993), 180 - 218 [23] £. Stettner On Nearly Selfoptimizing Strategies for a Discrete Time Uniformly Ergodic Adaptive Model J. Applied Math. Optimiz. 27 (1993), 161 - 177 [24] G. Di Masi and £. Stettner On Adaptive Control of a Partially Observed Markov Chain Applicationes Mathematicae 22.2 (1994), 165 - 180 [25] T. Duncan, B. Pasik-Duncan, £. Stettner Almost Self-Optimizing Strategies for the Adaptive Control of Diffusion Processes JOTA 81 (1994), 479 - 507 [26] T. Duncan, B. Pasik-Duncan, £. Stettner On the Ergodic and the Adaptive Control of Stochastic Differential Delay Equations JOTA 81 (1994), 509 - 531 [27] £. Stettner On Adaptive Control of a Singularly Perturbed Diffusion Proc. Stochastic Theory and Adaptive Control, Ed. T. E. Duncan, B. Pasik-Duncan, Lect. Notes in Control Inf. Sci. 184, Springer 1992, 457 - 471 [28] £. Stettner Ergodic Control of Partially Observed Markov Processes with Equivalent Transition Probabilities Applicationes Mathematicae 22.1 (1993), 25 - 38 [29] £. Stettner Ergodic Control of Markov Processes with Mixed Observation Structure Dissertationes Mathematicae 341 (1995), 1 - 35 [30] T. Duncan, B. Pasik-Duncan, £. Stettner Adaptive Control of a Partially Observed Discrete Time Markov Process JAMO 37 (1998), 269 - 293 [31] £. Stettner Remarks on Ergodic Conditions for Markov Processes on Polish Spaces Bull. Polish Acad. Sci. 42 (1994), 103 - 114 [32] T. Duncan, B. Pasik-Duncan, £. Stettner Discretized Maximum Likelihood and Almost Optimal Adaptive Control of Ergodic Markov Models SIAM J. Control Optimiz. 36 (1998), 422 - 446 [33] T. Bielecki, £. Stettner Ergodic Control of Singularly Perturbed Discrete Time Markov Processes JAMO 38 (1988), 261 - 281 [34] G. Di Masi, £. Stettner Bayesian ergodic adaptive control of discrete time Markov processes Stochastics and Stochastics Reports 54 (1995), 301 - 316 [35] T. Duncan, B. Pasik-Duncan, £. Stettner On ergodic control of stochastic evolution equations Stoch. Anal. Appl. 15 (1997), 723 - 750 [36] £. Stettner Adaptive Control of Semilinear Stochastic Evolution Equations Modelling and Optimization of Distributed Parameter Systems, Ed. K. Malanowski, Z. Nahorski and M. Peszyñska, Chapman & Hall 1996, 278 - 286 [37] G. B. Di Masi, £. Stettner Bayesian adaptive control of discrete-time Markov processes with long run average cost Systems and Control Letters 34 (1998), 55 - 62 [38] G. B. Di Masi, £. Stettner Bayesian ergodic adaptive control of diffusion processes Stochastics and Stochastics Reports 60 (1997), 155 - 183 [39] T. Duncan, B. Pasik-Duncan, £. Stettner Adaptive control of discrete time Markov processes by large deviations method Applicationes Mathematicae 27.3 (2000), 265 - 285 [40] £. Stettner Option pricing in the CCR model with proportional transaction costs: a cone transformation approach Applicationes Mathematicae 24.4 (1997), 475 - 514 [41] M. Motoczynski, £. Stettner On multidimensional Cox-Ross-Rubinstein model Applicationes Mathematicae 25.1 (1998), 55 - 72 [42] R. Bobryk, £. Stettner Stabilization of two-dimensional linear systems by Gaussian noise Bull. Polish Acad. Sci. 46 (1998), 91 - 103 [43] G. B. Di Masi, £. Stettner Risk sensitive control of discrete time Markov processes with infinite horizon SIAM J. Control Optimiz. 38 (2000), 61 - 78 [44] R. Bobryk, £. Stettner Mean Square Stabilization of Linear Systems by Mean Zero Noise Stochastics and Stochastics Rep. 67 (1999), 169 - 189 [45] G. B. Di Masi, £. Stettner Risk sensitive control of discrete time partially observed Markov processes with infinite horizon Stochastics and Stochastics Rep. 67 (1999), 309 - 322 PS file [46] K. £azarski, £. Stettner Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand Math. Methods of Oper. Res. 49 (1999), 457 - 473 [47] T. Duncan, B. Pasik-Duncan, £. Stettner Risk sensitive adaptive control of discrete time Markov processes Prob. Math. Statistics 21 (2001), 493 - 512 [48] R. V. Bobryk, £. Stettner Stabilizing influence of random parametric perturbations of unstable linear systems Mathematical Methods and Physicomechanical Fields 40 (1997), 116 - 118 [49] E. Drabik, £. Stettner On adaptive control of Markov chains using nonparametric estimation Applicationes Math. 27.2 (2000), 143 - 152 [50] R. V. Bobryk, £. Stettner Discrete time portfolio selection with proportional transaction costs Prob. Math. Statistics 19 (1999), 235 - 248 PS file [51] £. Stettner Risk sensitive portfolio optimization Math. Methods of Oper. Res. 50 (1999), 463 - 474 PS file [52] G. B. Di Masi, £. Stettner Infinite horizon risk sensitive control of discrete time Markov processes with small risk Systems and Control Letters 40 (2000), 15 - 20 [53] £. Stettner Option pricing in discrete time incomplete market models Math. Finance 10 (2000), 305 - 321 [54] G. B. Di Masi, £. Stettner Risk sensitive control of an ergodic diffusion over an infinite horizon Proc. Seminar on Stability Problems for Stochastic Models, Part I (Naleczow 1999), Journal Math. Sci. (New York) 105, no. 6, 2541 - 2549 [55] T. Duncan, B. Pasik-Duncan, £. Stettner Average cost per unit time control of manufacturing systems - revisited Math. Meth. Oper. Res. 54 (2001), 259 - 278 PS file [56] R. Sadowy, £. Stettner On risk sensitive ergodic impulsive control of Markov processes JAMO 45 (2002), 45 - 61 [57] R. Bobryk, £. Stettner A closure method for randomly perturbed linear systems Demonstratio Mathematica 34 (2001), 415 - 424 [58] R. Bodnar, £. Stettner Asymptotics of controlled finite memory filters Systems and Control Letters 47 (2002), 181 - 190 PS file [59] £. Stettner Discrete Time Markets with Transaction Costs Recent Developments in Mathematical Finance, ed. J. Yong, World Scientific 2002, 168 - 180 PS file [60] £. Stettner Bayesian adaptive control of discrete time partially observed Markov processes Proc. Stochastic Theory and Control Workshop, Lawrence 2001, Lecture Notes in Control Inf. Sci. 280, 435 - 446 [61] R. Bobryk, £. Stettner Mean square stability of linear systems with a random parametric excitation Systems Control Letters 54 (2005), 781 - 786 PDF file [62] T. Duncan, B. Pasik-Duncan, £. Stettner Ergodic and Adaptive Control of Hidden Markov Models Math. Meth. Oper. Res. 62 (2005), 297 - 318 PS file [63] £. Stettner Risk Sensitive Portfolio Optimization with Completely and Partially Observed Factors IEEE Trans. Automat. Control 49 (2004), 457 - 464 PS file [64] M. Rasonyi, £. Stettner On utility maximization in discrete - time market models Annals of Applied Prob. 15 (2005), 1367 - 1395 PDF file [65] G. Di Masi, £. Stettner Ergodicity of Hidden Markov Models Math. Control Signals Systems 17 (2005), 269 - 296 PS file [66] £. Stettner Duality and risk sensitive portfolio optimization Proc. AMS-IMS-SIAM Summer Research Conference on Mathematics of Finance, Snowbird, Utah 2003, ed. G. Yin and Q. Zhang, Contemporary Mathematics 351, AMS 2004, 333 - 347 PS file [67] M. Rasonyi, £. Stettner On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models From Stochastic Calculus to Mathematical Finance, The Shiryaev Festschrift, Ed. Yu. Kabanov, R. Liptser, J. Stoyanov, Springer 2006, 589 - 608 PDF file [68] R. V. Bobryk, A. Chrzeszczyk, L. Stettner A closure Procedure for Random Vibration Parametric Resonances Journal of Vibration and Control 11 (2005), 215 - 223 [69] G. B. Di Masi, £. Stettner Infinite horizon risk sensitive control of discrete time Markov processes under minorization property SIAM J. Control Optimiz. 46 (2007), 231 - 252 PDF file [70] G. B. Di Masi, £. Stettner Remarks on risk neutral and risk sensitive portfolio optimization From Stochastic Calculus to Mathematical Finance, The Shiryaev Festschrift, Ed. Yu. Kabanov, R. Liptser, J. Stoyanov, Springer 2006, 211 - 226 PDF file [71] J. Palczewski, £. Stettner Impulse control of portfolios Appl. Math. Optim. 56 (2007), 67 - 103 [72] G. B. Di Masi, £. Stettner On Adaptive and Multiplicative (Controlled) Poisson Equations Approximation and Probability, Banach Center Publications 72 (2006), 57 - 70 PDF file [73] £. Stettner Discrete time risk sensitive portfolio optimization with consumption and proportional transaction costs Applicationes Math. 32.4 (2005), 395 - 404 [74] J. Palczewski, £. Stettner Maximization of the portfolio growth rate under fixed and proportional transaction costs Communications in Information and Systems 7 (2007), 31 - 58 [75] G. Di Masi, £. Stettner Ergodicity of filtering process by vanishing discount approach Systems and Control Letters 57 (2008), 150 - 157 [76] J. Palczewski, £. Stettner Growth-optimal portfolios under transaction costs Applicationes Mathematicae 35 (2008), 1 - 31 [77] £. Stettner Discrete Time Infinite Horizon Risk Sensitive Portfolio Selection with Proportional Transaction Costs Advances in Mathematics of Finance, Ed. £. Stettner, Banach Center Publications 83 (2008), 231 - 241 [78] £. Stettner Long time growth optimal portfolio with transaction costs Optimality and Risk, Modern Trends in Mathematical Finance, Ed. F. Delbaen, M. Rasonyi, C. Stricker, The Kabanov Festschrift, Springer 2009, 237 - 250 [79] £. Stettner Problems of mathematical finance by stochastic control methods System Modeling and Optimization, IFIP AICT 312, Ed. A. Korytkowski, K. Malanowski, W. Mitkowski, M. Szymkat, Springer 2009, 129 - 143 [80] J. Palczewski, £. Stettner Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay SIAM J. Control Optim. 48 (2010), 4874 - 4909 [81] £. Stettner Penalty method for finite horizon stopping problems SIAM J. Control Optim. 49 (2011), 1078 - 1099 [82] T. Duncan, B. Pasik-Duncan, £. Stettner Growth Optimal Portfolio under proportional Transaction Costs with Obligatory Diversification Appl. Math. Optim. 63 (2011), 107 - 132, DOI: 10.1007/s00245-010-9113-x [83] £. Stettner Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification Advanced Mathematical Methods for Finance, ed. G. Di Nunno and B. Oksendal, Springer, Heidelberg, 2011, 509 - 536 [84] J. Matkowski, £. Stettner On Bellman equation for asymptotics of utility from terminal wealth Applicationes Mathematicae 37 (2010), 89 - 97 [85] J. Palczewski, £. Stettner Stopping of discontinuous functionals with the first exit time discontinuity Stochastic Process. Appl. 121 (2011), 2361 - 2392 [86] £. Stettner Discrete time approximations of continuous time finite horizon stopping problems Optimization, Control, and Applications of Stochastic Systems, ed. Daniel Hernández-Hernández and J. Adolfo Minjárez-Sosa, Birkhäuser/Springer, New York, 2012, 265 - 282, DOI: 10.1007/978-0-8176-8337-5_16 [87] £. Stettner On general optimal stopping problems using penalty method Demonstratio Mathematica 45 (2012), 309 - 323 [88] A. Rygiel, £. Stettner Arbitrage for simple strategies without shortselling Applicationes Mathematicae 39 (2012), 379 - 412 [89] £. Stettner Asymptotics of utility from terminal wealth for partially observed portfolios Applicationes Mathematicae 39 (2012), 445 - 461 [90] £. Stettner Ergodicity of filtering processes: the history of a mistake and attempts to correct it Annales Mathematicae Silesianae 27 (2013), 39 - 58 [91] T. Rogala, £. Stettner On construction of discrete time shadow price Appl. Math. Optim. 72 (2015), 391 - 433, DOI: 10.1007/s00245-014-9285-x [92] J. Palczewski, £. Stettner Infinite horizon stopping problems with (nearly) total reward criteria Stochastic Processes and Their Applications 124 (2014), 3887 - 3920 [93] A. Basu, £. Stettner Finite- and infinite-horizon Shapley games with nonsymmetric partial observation SIAM J. Control Optim. 53 (2015), 3584 - 3619, DOI: 10.1137/141000336 [94] M. Pitera, £. Stettner Long run risk sensitive portfolio with general factors Math. Methods Oper. Res. 83 (2016), 265 - 293, DOI: 10.1007/s00186-015-0528-7 [95] J. Palczewski, £. Stettner Impulse control maximising average cost per unit time: a non-uniformly ergodic case SIAM J. Control Optim. 55 (2017), 936 - 960, DOI: 10.1137/16M1085991 [96] T. Rogala, £. Stettner Bellman equations for terminal utility maximization with general bid and ask prices Prob. Math. Stat. 38 (2018), 139 - 155, DOI: 10.19195/0208-4147.38.1.8 [97] A. Rygiel, £. Stettner Remarks on simple arbitrage on markets with bid and ask prices Applicationes Mathematicae 44.1 (2017), 33 - 55, DOI: 10.4064/am2310-11-2016 [98] T. Rogala, £. Stettner Optimal strategies for utility from terminal wealth with general bid and ask prices Applied Mathematics & Optimization 83 (2021), 405 - 436, DOI: 10.1007/s00245-018-9550-5 [99] A. Basu, £. Stettner Zero-sum stopping games with impulse controls SIAM J. Control Optim. 58 (2020), 580 - 604, DOI: 10.1137/18M1229365 [100] £. Stettner Long run control of Markov processes with degenerate observation SIAM J. Control Optim. 57 (2019), 880 - 899, DOI: 10.1137/18M1196844 [101] Z. Palmowski, £. Stettner, A. Sulima A note on chaotic and predictable presentations for Itô-Markov additive processes Stochastic Analysis Appl. 36 (2018), 622 - 638, DOI: 10.1080/07362994.2018.1434417 [102] T. Duncan, B. Pasik Duncan, £. Stettner Bellman equations for scalar linear convex stochastic control problems Banach Center Publications 122 (2020), 77 - 92, DOI: 10.4064/bc122-5 [103] Z. Palmowski, £. Stettner, A. Sulima Optimal portfolio selection in an Itô-Markov market Risks 7 (2019), 34, DOI: 10.3390/risks7010034 [104] M. Pitera, £. Stettner Long-run risk sensitive dyadic impulse control Applied Mathematics & Optimization 84 (2021), 19 - 47, DOI: 10.1007/s00245-019-09631-9 [105] D. Jelito, M. Pitera, £. Stettner Risk sensitive optimal stopping Stoch. Proc. Appl. 136 (2021), 125 - 144, DOI: 10.1016/j.spa.2021.03.005 [106] D. Jelito, M. Pitera, £. Stettner Long-run risk sensitive impulse control SIAM J. Control Optim. 58 (2020), 2446 - 2468, DOI: 10.1137/19M1305355 [107] H. Gacki, £. Stettner On measure solutions to a generalized Boltzmann equation submitted [108] D. Jelito, £. Stettner Risk sensitive optimal stopping with unbounded terminal cost function submitted [109] £. Stettner On an approximation of average cost per unit time impulse control of Markov processes submitted. [1] W. Runggaldier, £. Stettner Approximations of Discrete Time Partially Observed Control Problems Applied Mathematics Monographs CNR, Giardini Editori, Pisa 1994 Text of the book [2] J. Jakubowski, A. Palczewski, M. Rutkowski, £. Stettner Matematyka Finansowa, Instrumenty pochodne WNT 2003 (in Polish) [1] £. Stettner Introduction to Risk Theory and Mathematical Finance SSDNM 2011 [1] Advances in Mathematics of Finance, Banach Center Publications vol. 83, Warsaw 2008 [2] Advances in Mathematics of Finance, Banach Center Publications vol. 104, Warsaw 2015 [3] Stochastic Analysis. Special volume in honour of Jerzy Zabczyk, Banach Center Publications vol. 105, Warsaw 2015 [4] Stochastic Modeling and Control, Simons Semester no. 10, Banach Center Publications vol. 122, Warsaw 2020 [1] £. Stettner Matematyka finansowa - chwilowa moda, czy te¿ nowe wyzwanie dla matematyki stosowanej? cz. I, Gradient 2/47 (1999), 77 - 85, cz. II, Gradient 3/48 (1999), 152 - 160 [2] £. Stettner Ryzyko na rynku. Jak zmniejszaæ ryzyko inwestycji finansowych Academia 3(11) 2007, 28 - 31 eng. version: £. Stettner Risk and the Market. Lowering the risk of financial investments Academia 3(15) 2007, 28 - 31 [3] £. Stettner Kongres ICIAM 2007 - wra¿enia uczestnika Matematyka Stosowana 8 (2007), 163 - 164 [4] £. Stettner 7th International Congress on Industrial and Applied Mathematics – ICIAM 2011, Vancouver 17-22 lipca 2011 – odczucia (subiektywne) i wra¿enia uczestnika Matematyka Stosowana 13(54) (2011), 115 - 120 [5] Sz. Peszat, £. Stettner Research Problems of Jerzy Zabczyk Stochastic Analysis, Banach Center Publications 105 (2015), 9 - 32 [6] £. Stettner IFIP Technical Committee 7, System Modeling and Optimization, A historical note IFIP Advances in Information and Communication Technology 600, 2021, to appear [1] £. Stettner and J. Zabczyk Optimal Stopping for Feller Markov Processes Preprint No. 284 IMPAN, Warsaw 1983 [2] £. Stettner On Ergodic Decomposition of Feller Markov Processes LCDS Report March 1986, Brown University, Providence [3] £. Stettner On the Existence and Uniqueness of Invariant Measure for Continuous Time Markov Processes LCDS Report No. 86-16, April 1986, Brown University, Providence [4] W. Runggaldier, £. Stettner Partially Observable Control Problems with Compulsory Shifts of the State IIASA Working paper WP-92-34, May 1992 [5] M. Rasonyi, £. Stettner Utility maximization under portfolio constraints Proc. CDC 2004 [1] £. Stettner and J. Zabczyk Stochastic version of a penalty method Optimization Techniques, Proc. 9th IFIP Conference Warsaw 1979, Ed. K. Iracki, K. Malanowski, S. Walukiewicz, Lecture Notes in Control Inf. Sci. 22, Springer 1980, 179 - 183 [2] £. Stettner On impulsive control with long run average cost criterion Stochastic Differential Systems, Proc. 2nd Bad Honnef Conference, Ed. M. Kohlman and N. Christopeit, Lect. Notes in Control Inf. Sci. 43, Springer 1982, 354 - 360 [3] G. Mazziotto, £. Stettner, J. Szpirglas, J. Zabczyk On Impulsive Control with Partial Observation Stochastic Differential Systems, Marseille - Luminy 1984, Lecture Notes in Control Inf. Sci. 69, Springer 1985, 296 - 308 [4] T. Bielecki, £. Stettner On Limit Control Principle for Singularly Perturbed Markov Processes Stochastic Systems and Optimization, Proc. 6th IFIP WG 7.1 Working Conference, Warsaw, Poland, September 12-16, 1988, Ed. J. Zabczyk, Lect. Notes in Control Inf. Sci. 136, Springer 1989, 274 - 283 [5] G. Di Masi and £. Stettner Adaptive control of a partially observable stochastic system Modelling, Estimation and Control of Systems with Uncertainty, Proc. Conf. in Sopron 1990, Ed. G. Di Masi, A. Gombani, A. Kurzhansky, Birkhäuser 1991, 113 - 125 [6] W. J. Runggaldier and £. Stettner Nearly Optimal Controls for Partially Observable Problems with the Average Cost Criterion Modelling, Estimation and Control of Systems with Uncertainty, Proc. Conf. in Sopron 1990, ed. G. Di Masi, A. Gombani, A. Kurzanski, Birkhäuser 1991, 374 - 390 [7] T. Duncan, B. Pasik-Duncan, £. Stettner Some Aspects of the Adaptive Control of a Partially Observed Discrete Time Markov Process Proc. 32nd IEEE CDC, San Antonio 1993 [8] T. Duncan, B. Pasik-Duncan, £. Stettner Discretized maximum likelihood and almost self-optimizing controls for ergodic Markov models Proc. 34th IEEE CDC, New Orleans 1995, 1630 - 1635 [9] T. Duncan, B. Pasik-Duncan, £. Stettner Adaptive control of discrete time Markov processes by the method of large deviations Proc. 35th IEEE CDC, Kobe 1996, 360 - 365 [10] G. Di Masi, £. Stettner Risk sensitive control of discrete time partially observed Markov processes with infinite horizon Proc. 37th IEEE CDC, Tampa 1998, 3467 - 3472 [11] T. Duncan, B. Pasik-Duncan, £. Stettner Some results on risk sensitive adaptive control of discrete time Markov processes Proc. 37th IEEE CDC, Tampa 1998, 3462 - 3466 [12] T. Duncan, B. Pasik-Duncan, £. Stettner Remarks on risk sensitive adaptive control of Markov processes Proc. 45th IEEE Conference on Decision and Control, San Diego 2006, 2861 - 2865 [13] T. Duncan, B. Pasik-Duncan, £. Stettner Growth optimal portfolio under proportional transaction costs with obligatory diversification Proc. 47th IEEE Conference on Decision and Control, 2008, 5582 - 5589 [14] T. Duncan, B. Pasik-Duncan, £. Stettner Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs Proc. 47th IEEE Conference on Decision and Control, 2008, 4275 - 4279 [15] £. Stettner Stopping problems of Markov processes with discontinuous functionals Proceedings of the 19th International Symposium on Mathematical Theory of Networks and Systems – MTNS 2010, 5-9 July, 2010, Budapest, Hungary, 2099 - 2103 [16] A. Basu, £. Stettner Zero-sum Stochastic Games with Nonsymmetric Partial Observation Proc. 21st International Symposium on Mathematical Theory of Networks and Systems, July 7-11, 2014, Groningen, The Netherlands, 1016 - 1019 |
Design by Olga Ho³ownia