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researcher

L. Stettner

10 papers hereh-index 171.1k citations88 works total

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

author position
  • sole author2
  • last author8

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • math.OC7
  • math.AP1
  • math.PR1
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20052023
most citedOn utility maximization in discrete-time financial market models

58 citations · 98 across the 10 of their papers we have counts for

collaborators
Showing 2022 · math.OCShow all

1 paper · 2 filters

math.OC2022

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.