15 citations · 54 across the 23 of their papers we have counts for
32 papers
WANDR: A Benchmark for Wide and Deep Research
Vitaliy Polshkov, Marcin Pitera, Jeremy Yang +7
WANDR (Wide ANd Deep Research) is a benchmark of 500 realistic, challenging data-collection tasks for research agents. Each task requires a system to discover a large set of entiti…
Blackwell optimality in risk-sensitive stochastic control
Marcin Pitera, Łukasz Stettner
In this paper, we consider a discrete-time Markov Decision Process (MDP) on a finite state-action space with a long-run risk-sensitive criterion used as the objective function. We…
Policy stability and ultimate stationarity in discounted risk-sensitive stochastic control
Nicole Bäuerle, Marcin Pitera, Łukasz Stettner
We study discrete-time Markov Decision Processes (MDPs) on finite state-action spaces and analyze the stability of optimal policies and value functions in the long-run discounted r…
Coherent estimation of risk measures
Martin Aichele, Igor Cialenco, Damian Jelito +1
We develop a statistical framework for risk estimation, inspired by the axiomatic theory of risk measures. Coherent risk estimators -- functionals of P\&L samples inheriting the ec…
Statistical applications of the 20/60/20 rule in risk management and portfolio optimization
Kewin Pączek, Damian Jelito, Marcin Pitera +1
This paper explores the applications of the 20/60/20 rule-a heuristic method that segments data into top-performing, average-performing, and underperforming groups-in mathematical…
Blackwell optimality and policy stability for long-run risk sensitive stochastic control
Nicole Bäuerle, Marcin Pitera, Łukasz Stettner
This paper analyzes the stability of optimal policies in the long-run stochastic control framework with an averaged risk-sensitive criterion for discrete-time MDPs on finite state-…