◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

Ł. Stettner

4 papers hereh-index 12478 citations66 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author4

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.OC3
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20192023
most citedRisk sensitive optimal stopping

12 citations · 14 across the 3 of their papers we have counts for

collaborators
Showing 2023Show all

1 paper · 1 filter

math.OC2023★ 1 cited

Asymptotics of impulse control problem with multiplicative reward

Damian Jelito, Łukasz Stettner

We consider a long-run impulse control problem for a generic Markov process with a multiplicative reward functional. We construct a solution to the associated Bellman equation and…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.