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Marcin Pitera
ORCID
Publication Activity (10 Years)
Years Active: 2016-2020
Publications (10 Years): 3
Top Topics
Risk Sensitive
Average Cost
Control Policies
Short Run
Top Venues
Math. Oper. Res.
Math. Methods Oper. Res.
SIAM J. Control. Optim.
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Publications
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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)