Items where authors include "Stettner, L"
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Palczewski, JA orcid.org/0000-0003-0235-8746 and Stettner, L (2017) Impulse control maximising average cost per unit time: a non-uniformly ergodic case. SIAM Journal on Control and Optimization, 55 (2). pp. 936-960. ISSN 0363-0129
Palczewski, J and Stettner, L (2014) Infinite horizon stopping problems with (nearly) total reward criteria. Stochastic Processes and their Applications, 124 (12). 3887 - 3920. ISSN 0304-4149
Palczewski, J and Stettner, L (2011) Stopping of functionals with discontinuity at the boundary of an open set. Stochastic Processes and their Applications, 121 (10). 2361 - 2392. ISSN 0304-4149
Palczewski, J and Stettner, L (2010) Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay. SIAM Journal on Control and Optimization, 48 (8). 4874 - 4909. ISSN 0363-0129
Palczewski, J and Stettner, L (2008) Growth-optimal portfolios under transaction costs. Applicationes Mathematicae (Warsaw), 35. 1 - 31. ISSN 1233-7234
Palczewski, J and Stettner, L (2007) Impulsive control of portfolios. Applied Mathematics and Optimization, 56 (1). 67 - 103. ISSN 0095-4616
Palczewski, J and Stettner, L (2007) Maximization of the portfolio growth rate under fixed and proportional transaction costs. Communications in Information and Systems, 7 (1). 31 - 58. ISSN 1526-7555