58 citations · 98 across the 10 of their papers we have counts for
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math.OC2023★ 1 cited
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…
math.OC2023
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…