Search Results - "STETTNER, L"

On general optimal stopping problems using penalty method by Stettner, Ł.

“…In the paper we use penalty method to approximate a number of general stopping problems over finite horizon. We consider optimal stopping of discrete time or…”
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Risk-sensitive portfolio optimization with completely and partially observed factors by Stettner, L.

“…In this note, optimal portfolio maximizing the long run risk-sensitized growth rate of the capital process in the case when the dynamics of the asset prices…”
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Ergodicity of filtering process by vanishing discount approach by Di Masi, G.B., Stettner, Ł.

“…A new approach to study ergodicity of filtering processes is presented. It is based on the vanishing discount approach to discounted functional of filtering…”
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Growth Optimal Portfolio Selection Under Proportional Transaction Costs with Obligatory Diversification by Duncan, T., Pasik Duncan, B., Stettner, L.

“…A continuous time long run growth optimal or optimal logarithmic utility portfolio with proportional transaction costs consisting of a fixed proportional cost…”
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Risk sensitive portfolio optimization by STETTNER, L

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Infinite horizon risk sensitive control of discrete time Markov processes with small risk by Masi, G.B.Di, Stettner, Ł.

“…A control problem with risk sensitive ergodic performance criterion is considered for a discrete time Feller process. Using assumptions of uniform ergodicity…”
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Healthy Spaces: Legal Tools, Innovations, and Partnerships by Brady, Rita-Marie A., Stettner, Joanna L., York, Liz

“…This article explores innovative legal tools in built environment settings. Using tangible examples, the discussion will leverage the authors' expertise in the…”
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A Closure Procedure for Random Vibration Parametric Resonances by Bobryk, R. V., Chrzeszczyk, A., Stettner, L.

“…We investigate the mean-square stability for single-degree-of-freedom linear systems with random parametric excitation. The excitation is assumed to be of the…”
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Ergodicity of hidden Markov models by Di Masi, G.B., Stettner, Ł.

“…In this paper we study ergodic properties of hidden Markov models with a generalized observation structure. In particular sufficient conditions for the…”
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On Risk-Sensitive Ergodic Impulsive Control of Markov Processes by Sadowy, R, Stettner, L

“…Impulsive control of continuous-time Markov processes with risk- sensitive long-run average cost is considered. The most general impulsive control problem is…”
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Ergodic and adaptive control of hidden Markov models by Duncan, T. E., Pasik-Duncan, B., Stettner, L.

“…A partially observed stochastic system is described by a discrete time pair of Markov processes. The observed state process has a transition probability that…”
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Average cost per unit time control of stochastic manufacturing systems: Revisited by DUNCAN, T. E, PASIK-DUNCAN, B, STETTNER, Ł

“…An optimal production planning for a stochastic manufacturing system is considered. The system consists of a single, failure-prone machine that produces a…”
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On general financial markets with concave transactions costs by Rygiel, A, Stettner, L

“…In the paper we study markets with concave transaction costs which depend in a concave way on the volume of transaction. This is typical situation in the case…”
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Ergodic control of a singularly perturbed Markov process in discrete time with general state and compact action spaces by BIELECKI, T. R, STETTNER, L

“…Ergodic control of singularly perturbed Markov chains with general state and compact action spaces is considered. A new method is given for characterization of…”
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Bayesian adaptive control of discrete-time Markov processes with long-run average cost by Masi, G.B.Di, Stettner, Ł.

“…A simple adaptive control strategy for discrete-time Markov processes with compact state, action and parameter spaces that guarantees near self-optimality is…”
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Adaptive control of a partially observed discrete time Markov process by DUNCAN, T. E, PASIK-DUNCAN, B, STETTNER, L

“…An adaptive control problem of a discrete time Markov process that is completely observed in a fixed recurrent domain and is partially observed elsewhere is…”
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On ergodic control of stochastic evolution equations by Duncan, T., Pasik-Duncan, B., Stettner, L.

“…In the paper some controlled stochastic evolution equations with an average cost per unit time functional are studied. Using a Markov control, the solution to…”
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On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model by STETTNER, Ł

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Alexithymia and negative affect: relationship to cigarette smoking, nicotine dependence, and smoking cessation by Lumley, M A, Downey, K, Stettner, L, Wehmer, F, Pomerleau, O F

“…Alexithymia is associated with substance abuse and may interfere with successful psychotherapy. Alexithymia's relation to smoking, nicotine dependence, and…”
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On Utility Maximization in Discrete-Time Financial Market Models by Rásonyi, Miklós, Stettner, Lukasz

“…We consider a discrete-time financial market model with finite time horizon and give conditions which guarantee the existence of an optimal strategy for the…”
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