Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand. - Krzysztof Lazarski; Lukasz Stettner (Math. Methods Oper. Res., 1999)

Risk sensitive portfolio optimization. - Lukasz Stettner (Math. Methods Oper. Res., 1999)

Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon. - Giovanni B. Di Masi; Lukasz Stettner (SIAM J. Control. Optim., 1999)

Average cost per unit time control of stochastic manufacturing systems: Revisited. - Tyrone E. Duncan; Bozenna Pasik-Duncan; Lukasz Stettner (Math. Methods Oper. Res., 2001)

Some results on ergodic and adaptive control of hidden Markov models. - Tyrone E. Duncan; Bozenna Pasik-Duncan; Lukasz Stettner (CDC, 2002)

Asymptotics of controlled finite memory filters. - Rostyslav Bodnar; Lukasz Stettner (Syst. Control. Lett., 2002)

Risk-sensitive portfolio optimization with completely and partially observed factors. - Lukasz Stettner (IEEE Trans. Autom. Control., 2004)

Ergodicity of hidden Markov models. - Giovanni B. Di Masi; Lukasz Stettner (Math. Control. Signals Syst., 2005)

Ergodic and adaptive control of hidden Markov models. - Tyrone E. Duncan; Bozenna Pasik-Duncan; Lukasz Stettner (Math. Methods Oper. Res., 2005)

Moment stability for linear systems with a random parametric excitation. - Roman V. Bobryk; Lukasz Stettner (Syst. Control. Lett., 2005)

Remarks on risk sensitive adaptive control of Markov processes. - Tyrone E. Duncan; Bozenna Pasik-Duncan; Lukasz Stettner (CDC, 2006)

Problems of Mathematical Finance by Stochastic Control Methods. - Lukasz Stettner (System Modelling and Optimization, 2007)

Maximization of the portfolio growth rate under fixed and proportional transaction costs. - Jan Palczewski; Lukasz Stettner (Commun. Inf. Syst., 2007)

Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property. - Giovanni B. Di Masi; Lukasz Stettner (SIAM J. Control. Optim., 2007)

Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs. - Tyrone E. Duncan; Bozenna Pasik-Duncan; Lukasz Stettner (CDC, 2008)

Growth optimal portfolio under proportional transaction costs with obligatory diversification. - Tyrone E. Duncan; Bozenna Pasik-Duncan; Lukasz Stettner (CDC, 2008)

Ergodicity of filtering process by vanishing discount approach. - Giovanni B. Di Masi; Lukasz Stettner (Syst. Control. Lett., 2008)

Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay. - Jan Palczewski; Lukasz Stettner (SIAM J. Control. Optim., 2010)

Penalty Method for Finite Horizon Stopping Problems. - Lukasz Stettner (SIAM J. Control. Optim., 2011)

Finite- and Infinite-Horizon Shapley Games with Nonsymmetric Partial Observation. - Arnab Basu; Lukasz Stettner (SIAM J. Control. Optim., 2015)

Long run risk sensitive portfolio with general factors. - Marcin Pitera; Lukasz Stettner (Math. Methods Oper. Res., 2016)

Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case. - Jan Palczewski; Lukasz Stettner (SIAM J. Control. Optim., 2017)

Long Run Control with Degenerate Observation. - Lukasz Stettner (SIAM J. Control. Optim., 2019)

Zero-Sum Markov Games with Impulse Controls. - Arnab Basu; Lukasz Stettner (SIAM J. Control. Optim., 2020)

Long-Run Risk-Sensitive Impulse Control. - Damian Jelito; Marcin Pitera; Lukasz Stettner (SIAM J. Control. Optim., 2020)

IFIP Technical Committee 7: System Modeling and Optimization. A Historical Note. - Lukasz Stettner (IFIP's Exciting First 60+ Years, 2021)

On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes. - Lukasz Stettner (SIAM J. Control. Optim., 2022)

Certainty equivalent control of discrete time Markov processes with the average reward functional. - Lukasz Stettner (Syst. Control. Lett., 2023)

Stability of long run functionals with respect to stationary Markov controls*. - Lukasz Stettner (CDC, 2024)

Discrete time risk sensitive control problem. - Lukasz Stettner (Syst. Control. Lett., 2024)

Blackwell Optimality and Policy Stability for Long-Run Risk-Sensitive Stochastic Control. - Nicole Bäuerle; Marcin Pitera; Lukasz Stettner (SIAM J. Control. Optim., 2024)

Long-Run Impulse Control with Generalized Discounting. - Damian Jelito; Lukasz Stettner (SIAM J. Control. Optim., 2024)

Topology-driven goodness-of-fit tests in arbitrary dimensions. - Pawel Dlotko; Niklas Hellmer; Lukasz Stettner; Rafal Topolnicki (Stat. Comput., 2024)