| Risk-sensitive control of discrete-time Markov processes with infinite horizon GB Di Masi, L Stettner SIAM Journal on Control and Optimization 38 (1), 61-78, 1999 | 172 | 1999 |
| Infinite horizon risk sensitive control of discrete time Markov processes under minorization property GB Di Masi, Ł Stettner SIAM Journal on Control and Optimization 46 (1), 231-252, 2007 | 102 | 2007 |
| On utility maximization in discrete-time financial market models M Rásonyi, L Stettner | 94 | 2005 |
| Matematyka finansowa J Jakubowski, A Palczewski, M Rutkowski, Ł Stettner WNT, Warszawa, 2003 | 93 | 2003 |
| Zero-sum Markov games with stopping and impulsive strategies Ł Stettner Applied Mathematics and Optimization 9 (1), 1-24, 1982 | 80 | 1982 |
| On invariant measures of filtering processes L Stettner Stochastic Differential Systems: Proceedings of the 4th Bad Honnef …, 2006 | 78 | 2006 |
| Approximations of discrete time partially observed control problems WJ Runggaldier, L Stettner (No Title), 1994 | 65 | 1994 |
| Remarks on Ergodic Conditions for Markov Processes on Polish Spaces L Stettner Bulletin of the Polish Academy of Sciences-Mathematics 42 (2), 103-114, 1994 | 57 | 1994 |
| Risk sensitive portfolio optimization L Stettner Math. Methods Oper. Res. 50 (3), 463-474, 1999 | 48 | 1999 |
| On impulsive control with long run average cost criterion Ł Stettner Studia Mathematica 76 (3), 279-298, 1983 | 44 | 1983 |
| On the existence and uniqueness of invariant measure for continuous time Markov processes Ł Stettner Brown University. Lefschetz Center for Dynamical Systems. Division of …, 1986 | 42 | 1986 |
| Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay J Palczewski, Ł Stettner SIAM Journal on Control and Optimization 48 (8), 4874-4909, 2010 | 40 | 2010 |
| Penalty method for finite horizon stopping problems L Stettner SIAM journal on control and optimization 49 (3), 1078-1099, 2011 | 36 | 2011 |
| Option pricing in the CRR model with proportional transaction costs: A cone transformation approach Ł Stettner Applicationes Mathematicae 24 (4), 475-514, 1997 | 36 | 1997 |
| Option Pricing in Discrete‐Time Incomplete Market Models L Stettner Mathematical Finance 10 (2), 305-321, 2000 | 33 | 2000 |
| Strong envelopes of stochastic processes and a penalty method Ł Stettner, J Zabczyk Stochastics: An International Journal of Probability and Stochastic …, 1981 | 33 | 1981 |
| Ergodicity of hidden Markov models GB Di Masi, Ł Stettner Mathematics of Control, Signals and Systems 17, 269-296, 2005 | 31 | 2005 |
| Invariant measures of the pair: state, approximate filtering process Ł Stettner Colloquium Mathematicum 62 (2), 347-351, 1991 | 30 | 1991 |
| On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model Ł Stettner Applied Mathematics and Optimization 27, 161-177, 1993 | 29 | 1993 |
| Ergodic control of partially observed Markov processes with equivalent transition probabilities Ł Stettner Applicationes Mathematicae 22 (1), 25-38, 1993 | 29 | 1993 |
