58 citations · 98 across the 10 of their papers we have counts for
10 papers
Long-run impulse control with generalised discounting
Damian Jelito, Łukasz Stettner
In this paper, we investigate the effects of applying generalised (non-exponential) discounting on a long-run impulse control problem for a Feller-Markov process. We show that the…
Discrete time risk sensitive control problem
Łukasz Stettner
In the paper adapting Krein Rutman theory we show the existence of solutions to the long run risk sensitive control problem for controlled discrete time Markov processes over local…
Stability of measure solutions to a generalized Boltzmann equation with collisions of a random number of particles
H. Gacki, Ł. Stettner
In the paper we study a measure version of the evolutionary nonlinear Boltzmann-type equation in which we admit a random number of collisions of particles. We consider first a stat…
On an approximation of average cost per unit time impulse control of Markov processes
Lukasz Stettner
In this paper we consider impulse control of continuous time Markov processes with average cost per unit time functional. This problem is approximated using impulse control problem…
Long-run risk sensitive impulse control
Damian Jelito, Marcin Pitera, Łukasz Stettner
In this paper we consider long-run risk sensitive average cost impulse control applied to a continuous-time Feller-Markov process. Using the probabilistic approach, we show how to…
Impulse control maximising average cost per unit time: a non-uniformly ergodic case
Jan Palczewski, Lukasz Stettner
This paper studies maximisation of an average-cost-per-unit-time ergodic functional over impulse strategies controlling a Feller-Markov process. The uncontrolled process is assumed…