Zobrazeno 1 - 10
of 5 875
pro vyhledávání: '"Stettner, A."'
Autor:
Stettner, Lukasz
In the paper we study dependence of long run functionals and limit characteristics assuming that Borel measurable Markov controls converge pointwise. We consider two kinds of functionals: average cost per unit time and long run risk sensitive. We imp
Externí odkaz:
http://arxiv.org/abs/2412.00587
Autor:
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 of small investors, which commonly appears in currency and real estate markets. Sufficient
Externí odkaz:
http://arxiv.org/abs/2409.20193
This paper analyzes the stability of optimal policies in the long-run stochastic control framework with an averaged risk-sensitive criterion for discrete-time MDPs on finite state-action space. In particular, we study the robustness of optimal contro
Externí odkaz:
http://arxiv.org/abs/2406.15952
The assessment of risk based on historical data faces many challenges, in particular due to the limited amount of available data, lack of stationarity, and heavy tails. While estimation on a short-term horizon for less extreme percentiles tends to be
Externí odkaz:
http://arxiv.org/abs/2312.05655
Autor:
Adamkiewicz, Alexa, Raths, Miriam, Stettner, Monja, Theilen, Marcel, Münster, Lasse, Wenzel, Sabine, Hutter, Mark, Soubatch, Sergey, Kumpf, Christian, Bocquet, François C., Wallauer, Robert, Tautz, Frank Stefan, Höfer, Ulrich
Publikováno v:
J.Phys.Chem.C 127, 20411 (2023)
Time-resolved photoemission orbital tomography (tr-POT) offers unique possibilities for tracing molecular electron dynamics. The recorded pump-induced changes of the angle-resolved photoemission intensities allow to characterize unoccupied molecular
Externí odkaz:
http://arxiv.org/abs/2311.13212
Autor:
Pitera, Marcin, Stettner, Łukasz
In this paper we study the problem of Multiplicative Poisson Equation (MPE) bounded solution existence in the generic discrete-time setting. Assuming mixing and boundedness of the risk-reward function, we investigate what conditions should be imposed
Externí odkaz:
http://arxiv.org/abs/2309.02829
Autor:
Abbasi, R., Ackermann, M., Adams, J., Aguilar, J. A., Ahlers, M., Ahrens, M., Alameddine, J. M., Alves Jr., A. A., Amin, N. M., Andeen, K., Anderson, T., Anton, G., Argüelles, C., Ashida, Y., Athanasiadou, S., Axani, S., Bai, X., V., A. Balagopal, Barwick, S. W., Basu, V., Baur, S., Bay, R., Beatty, J. J., Becker, K. -H., Tjus, J. Becker, Beise, J., Bellenghi, C., Benda, S., BenZvi, S., Berley, D., Bernardini, E., Besson, D. Z., Binder, G., Bindig, D., Blaufuss, E., Blot, S., Boddenberg, M., Bontempo, F., Book, J. Y., Borowka, J., Böser, S., Botner, O., Böttcher, J., Bourbeau, E., Bradascio, F., Braun, J., Brinson, B., Bron, S., Brostean-Kaiser, J., Burley, R. T., Busse, R. S., Campana, M. A., Carnie-Bronca, E. G., Chen, C., Chen, Z., Chirkin, D., Choi, K., Clark, B. A., Clark, K., Classen, L., Coleman, A., Collin, G. H., Connolly, A., Conrad, J. M., Coppin, P., Correa, P., Cowen, D. F., Cross, R., Dappen, C., Dave, P., De Clercq, C., DeLaunay, J. J., López, D. Delgado, Dembinski, H., Deoskar, K., Desai, A., Desiati, P., de Vries, K. D., de Wasseige, G., DeYoung, T., Diaz, A., Díaz-Vélez, J. C., Dittmer, M., Dujmovic, H., Dunkman, M., DuVernois, M. A., Ehrhardt, T., Eller, P., Engel, R., Erpenbeck, H., Evans, J., Evenson, P. A., Fan, K. L., Fazely, A. R., Fedynitch, A., Feigl, N., Fiedlschuster, S., Fienberg, A. T., Finley, C., Fischer, L., Fox, D., Franckowiak, A., Friedman, E., Fritz, A., Fürst, P., Gaisser, T. K., Gallagher, J., Ganster, E., Garcia, A., Garrappa, S., Gerhardt, L., Ghadimi, A., Glaser, C., Glauch, T., Glüsenkamp, T., Goehlke, N., Goldschmidt, A., Gonzalez, J. G., Goswami, S., Grant, D., Grégoire, T., Griswold, S., Günther, C., Gutjahr, P., Haack, C., Hallgren, A., Halliday, R., Halve, L., Halzen, F., Minh, M. Ha, Hanson, K., Hardin, J., Harnisch, A. A., Haungs, A., Helbing, K., Henningsen, F., Hettinger, E. C., Hickford, S., Hignight, J., Hill, C., Hill, G. C., Hoffman, K. D., Hoshina, K., Hou, W., Huang, F., Huber, M., Huber, T., Hultqvist, K., Hünnefeld, M., Hussain, R., Hymon, K., In, S., Iovine, N., Ishihara, A., Jansson, M., Japaridze, G. S., Jeong, M., Jin, M., Jones, B. J. P., Kang, D., Kang, W., Kang, X., Kappes, A., Kappesser, D., Kardum, L., Karg, T., Karl, M., Karle, A., Katz, U., Kauer, M., Kellermann, M., Kelley, J. L., Kheirandish, A., Kin, K., Kiryluk, J., Klein, S. R., Kochocki, A., Koirala, R., Kolanoski, H., Kontrimas, T., Köpke, L., Kopper, C., Kopper, S., Koskinen, D. J., Koundal, P., Kovacevich, M., Kowalski, M., Kozynets, T., Krupczak, E., Kun, E., Kurahashi, N., Lad, N., Gualda, C. Lagunas, Lanfranchi, J. L., Larson, M. J., Lauber, F., Lazar, J. P., Lee, J. W., Leonard, K., Leszczyńska, A., Li, Y., Lincetto, M., Liu, Q. R., Liubarska, M., Lohfink, E., Mariscal, C. J. Lozano, Lu, L., Lucarelli, F., Ludwig, A., Luszczak, W., Lyu, Y., Ma, W. Y., Madsen, J., Mahn, K. B. M., Makino, Y., Mancina, S., Mariş, I. C., Martinez-Soler, I., Maruyama, R., McCarthy, S., McElroy, T., McNally, F., Mead, J. V., Meagher, K., Mechbal, S., Medina, A., Meier, M., Meighen-Berger, S., Merckx, Y., Micallef, J., Mockler, D., Montaruli, T., Moore, R. W., Morik, K., Morse, R., Moulai, M., Mukherjee, T., Naab, R., Nagai, R., Nahnhauer, R., Naumann, U., Necker, J., Nguyen, L. V., Niederhausen, H., Nisa, M. U., Nowicki, S. C., Nygren, D., Pollmann, A. Obertacke, Oehler, M., Oeyen, B., Olivas, A., O'Sullivan, E., Pandya, H., Pankova, D. V., Park, N., Parker, G. K., Paudel, E. N., Paul, L., Heros, C. Pérez de los, Peters, L., Peterson, J., Philippen, S., Pieper, S., Pizzuto, A., Plum, M., Popovych, Y., Porcelli, A., Rodriguez, M. Prado, Pries, B., Przybylski, G. T., Raab, C., Rack-Helleis, J., Raissi, A., Rameez, M., Rawlins, K., Rea, I. C., Rechav, Z., Rehman, A., Reichherzer, P., Reimann, R., Renzi, G., Resconi, E., Reusch, S., Rhode, W., Richman, M., Riedel, B., Roberts, E. J., Robertson, S., Roellinghoff, G., Rongen, M., Rott, C., Ruhe, T., Ryckbosch, D., Cantu, D. Rysewyk, Safa, I., Saffer, J., Salazar-Gallegos, D., Sampathkumar, P., Herrera, S. E. Sanchez, Sandrock, A., Santander, M., Sarkar, S., Satalecka, K., Schaufel, M., Schieler, H., Schindler, S., Schmidt, T., Schneider, A., Schneider, J., Schröder, F. G., Schumacher, L., Schwefer, G., Sclafani, S., Seckel, D., Seunarine, S., Sharma, A., Shefali, S., Shimizu, N., Silva, M., Skrzypek, B., Smithers, B., Snihur, R., Soedingrekso, J., Sogaard, A., Soldin, D., Spannfellner, C., Spiczak, G. M., Spiering, C., Stamatikos, M., Stanev, T., Stein, R., Stettner, J., Stezelberger, T., Stokstad, B., Stürwald, T., Stuttard, T., Sullivan, G. W., Taboada, I., Ter-Antonyan, S., Thwaites, J., Tilav, S., Tischbein, F., Tollefson, K., Tönnis, C., Toscano, S., Tosi, D., Trettin, A., Tselengidou, M., Tung, C. F., Turcati, A., Turcotte, R., Turley, C. F., Twagirayezu, J. P., Ty, B., Elorrieta, M. A. Unland, Valtonen-Mattila, N., Vandenbroucke, J., van Eijndhoven, N., Vannerom, D., van Santen, J., Veitch-Michaelis, J., Verpoest, S., Walck, C., Wang, W., Watson, T. B., Weaver, C., Weigel, P., Weindl, A., Weiss, M. J., Weldert, J., Wendt, C., Werthebach, J., Weyrauch, M., Whitehorn, N., Wiebusch, C. H., Willey, N., Williams, D. R., Wolf, M., Wrede, G., Wulff, J., Xu, X. W., Yanez, J. P., Yildizci, E., Yoshida, S., Yu, S., Yuan, T., Zhang, Z., Zhelnin, P.
Publikováno v:
Science 380, 6652, 1338-1343 (2023)
The origin of high-energy cosmic rays, atomic nuclei that continuously impact Earth's atmosphere, has been a mystery for over a century. Due to deflection in interstellar magnetic fields, cosmic rays from the Milky Way arrive at Earth from random dir
Externí odkaz:
http://arxiv.org/abs/2307.04427
Autor:
Jelito, Damian, Stettner, Łukasz
In this paper, we investigate the effects of applying generalised (non-exponential) discounting on a long-run impulse control problem for a Feller-Markov process. We show that the optimal value of the discounted problem is the same as the optimal val
Externí odkaz:
http://arxiv.org/abs/2306.17448
Autor:
Stettner, Łukasz
Controlled discrete time Markov processes are studied first with long run general discounting functional. It is shown that optimal strategies for average reward per unit time problem are also optimal for average generally discounting functional. Then
Externí odkaz:
http://arxiv.org/abs/2306.14224
Autor:
Stettner, Łukasz
In the paper adapting Krein Rutman theory we show the existence of solutions to the long run risk sensitive control problem for controlled discrete time Markov processes over locally compact separable metric spaces.
Externí odkaz:
http://arxiv.org/abs/2303.17913