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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 2019Show all

1 paper · 1 filter

math.OC2019★ 8 cited

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…

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