Long Run Stochastic Control Problems with General Discounting.
- Published in:
- Applied Mathematics & Optimization, 2024, v. 89, n. 2, p. 1, doi. 10.1007/s00245-024-10118-5
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- Article
Works by Stettner, Łukasz
Results: 7
1
2
Asymptotics of Impulse Control Problem with Multiplicative Reward.
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- Applied Mathematics & Optimization, 2023, v. 88, n. 1, p. 1, doi. 10.1007/s00245-023-10005-5
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- Publication type:
- Article
3
Long-Run Risk Sensitive Dyadic Impulse Control.
- Published in:
- Applied Mathematics & Optimization, 2021, v. 84, n. 1, p. 19, doi. 10.1007/s00245-019-09631-9
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- Publication type:
- Article
4
Discrete‐time risk sensitive portfolio optimization with proportional transaction costs.
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- Mathematical Finance, 2023, v. 33, n. 4, p. 1287, doi. 10.1111/mafi.12406
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- Publication type:
- Article
5
Long run risk sensitive portfolio with general factors.
- Published in:
- Mathematical Methods of Operations Research, 2016, v. 83, n. 2, p. 265, doi. 10.1007/s00186-015-0528-7
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- Publication type:
- Article
6
Existence of bounded solutions to multiplicative poisson equations under mixing property.
- Published in:
- ESAIM: Control, Optimisation & Calculus of Variations, 2024, v. 30, p. 1, doi. 10.1051/cocv/2024038
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- Publication type:
- Article
7
A note on chaotic and predictable representations for Itô-Markov additive processes.
- Published in:
- Stochastic Analysis & Applications, 2018, v. 36, n. 4, p. 622, doi. 10.1080/07362994.2018.1434417
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- Publication type:
- Article