Marcin Pitera

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 4

Top Topics

Control Policies

Top Venues

Math. Oper. Res.

SIAM J. Financial Math.

Math. Methods Oper. Res.

SIAM J. Control. Optim.

Publications

Marcin Pitera, Miklós Rásonyi
Short Communication: Utility-Based Acceptability Indices. SIAM J. Financial Math. 15 (2) (2024)
Damian Jelito, Marcin Pitera, Lukasz Stettner
Long-Run Risk-Sensitive Impulse Control. SIAM J. Control. Optim. 58 (4) (2020)
Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera
A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time. Math. Oper. Res. 43 (1) (2018)
Marcin Pitera, Lukasz Stettner
Long run risk sensitive portfolio with general factors. Math. Methods Oper. Res. 83 (2) (2016)