Authors: Pączek, Kewin^{Aff1, IDs11749023008947_cor1}, Jelito, Damian, Pitera, Marcin, Wyłomańska, Agnieszka

Superior Title: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. 33(1):297-334

Authors: Jaworski, Piotr, Jelito, Damian, Pitera, Marcin

Subject Terms: correlation, Pearson's correlation, linear dependence, zero conditional correlation, zero conditional covariance, independence, linear independence, local correlation

Relation: Electronic Journal of Statistics, T. 18, nr 1, s. 653-673; https://ruj.uj.edu.pl/xmlui/handle/item/327560; https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-18/issue-1/A-note-on-the-equivalence-between-the-conditional-uncorrelation-and/10.1214/24-EJS2212.full

Availability: https://doi.org/10.1214/24-EJS2212
https://ruj.uj.edu.pl/xmlui/handle/item/327560

Authors: Jelito, Damian^{Aff1, IDs00245023100055_cor1}, Stettner, Łukasz

Superior Title: Applied Mathematics & Optimization. 88(1)

Authors: Jelito, Damian, Stettner, Łukasz

Subject Terms: Optimization and Control math.OC, FOS Mathematics, 93E20, 49J21, 49K21, 60J25

Relation: https://dx.doi.org/10.1137/23m1582539

Availability: https://doi.org/10.48550/arxiv.2306.1744810.1137/23m1582539
https://arxiv.org/abs/2306.17448

Authors: Pączek, Kewin, Jelito, Damian, Pitera, Marcin, Wyłomańska, Agnieszka

Subject Terms: Methodology stat.ME, FOS Computer and information sciences, 62F03, 62F05, 60E07, 62P35

Availability: https://doi.org/10.48550/arxiv.2311.15359
https://arxiv.org/abs/2311.15359

Authors: Jelito, Damian, Stettner, Łukasz

Relation: SIAM Journal on Control and Optimization, T. 62, nr 2, s. 853-876; https://ruj.uj.edu.pl/xmlui/handle/item/327782

Availability: https://doi.org/10.1137/23M1582539
https://ruj.uj.edu.pl/xmlui/handle/item/327782

Authors: Jelito, Damian, Pitera, Marcin, Stettner, Łukasz

Superior Title: In Stochastic Processes and their Applications June 2021 136:125-144

Authors: Jaworski, Piotr, Jelito, Damian, Pitera, Marcin

Subject Terms: Statistics Theory math.ST, Probability math.PR, FOS Mathematics, 60E05, 62E10, 62H20

Relation: https://dx.doi.org/10.1214/24-ejs2212

Availability: https://doi.org/10.48550/arxiv.2210.1665510.1214/24-ejs2212
https://arxiv.org/abs/2210.16655

Authors: Jelito, Damian, Stettner, Łukasz

Subject Terms: Bellman equation, dynamic programming principle, Feller-Markov process, optimal stopping, unbounded cost function

Relation: Electronic Journal of Probability, T. 27; https://ruj.uj.edu.pl/xmlui/handle/item/288565

Availability: https://doi.org/10.1214/21-EJP736
https://ruj.uj.edu.pl/xmlui/handle/item/288565

Authors: Pączek, Kewin, Jelito, Damian, Pitera, Marcin, Wyłomańska, Agnieszka

Subject Terms: Statistics - Methodology, Mathematics - Statistics Theory, 62F10, 60E07, 62P35

Relation: http://arxiv.org/abs/2212.13502

Availability: http://arxiv.org/abs/2212.13502

Authors: Woźny, Jakub, Jaworski, Piotr, Jelito, Damian, Pitera, Marcin, Wyłomańska, Agnieszka

Subject Terms: Methodology stat.ME, Statistics Theory math.ST, FOS Computer and information sciences, FOS Mathematics

Availability: https://doi.org/10.48550/arxiv.2404.12696
https://arxiv.org/abs/2404.12696

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Authors: Jelito, Damian, Stettner, Łukasz

Subject Terms: Mathematics - Optimization and Control, Mathematics - Probability, 93E20, 60G40, 49J21

Relation: http://arxiv.org/abs/2104.00731

Availability: https://doi.org/10.1214/21-EJP736
http://arxiv.org/abs/2104.00731

Authors: Jelito, Damian, Pitera, Marcin

Contributors: Narodowe Centrum Nauki

Superior Title: Statistical Papers ; volume 62, issue 5, page 2083-2108 ; ISSN 0932-5026 1613-9798

Subject Terms: Statistics, Probability and Uncertainty, Statistics and Probability

Availability: https://doi.org/10.1007/s00362-020-01176-2

Authors: Jelito, Damian, Pitera, Marcin, Stettner, Łukasz

Subject Terms: Mathematics - Optimization and Control, Mathematics - Probability

Relation: http://arxiv.org/abs/1912.02486; Stochastic Processes and their Applications 136 (2021), 125-144

Availability: https://doi.org/10.1016/j.spa.2021.03.005
http://arxiv.org/abs/1912.02486

Authors: Jelito, Damian, Pitera, Marcin, Stettner, Łukasz

Subject Terms: Mathematics - Optimization and Control, Mathematics - Probability, Quantitative Finance - Mathematical Finance, 93E20, 49N25, 93C10, 60J25

Relation: http://arxiv.org/abs/1912.02488; SIAM Journal on Control and Optimization 58(4), 2020, 2446-2468

Availability: https://doi.org/10.1137/19M1305355
http://arxiv.org/abs/1912.02488

Authors: Jelito, Damian, Pitera, Marcin

Subject Terms: Quantitative Finance - Statistical Finance, 62F03, 62F05, 62P05, 62P20, 91G70

Relation: http://arxiv.org/abs/1811.05464

Availability: https://doi.org/10.1007/s00362-020-01176-2
http://arxiv.org/abs/1811.05464

Authors: Chernova, Oksana, Choudhuri, Sitadri Roy, Jelito, Damian, Kardach, Jedrzej, Kulczyck, Kacper, Michalik, Zofia, Tikosi, Kinga, Rygiel, Agnieszka, Yurchenko-Tytarenko, Anton

Availability: https://doi.org/10.33774/miir-2021-fchhn
https://www.cambridge.org/engage/api-gateway/miir/assets/orp/resource/item/61831286ad7f7c742d5411f5/original/optimal-motivation-scheme-design-using-machine-learning-and-control-theory.pdf

Authors: Jelito, Damian, Pitera, Marcin, Stettner, Łukasz

Relation: SIAM Journal on Control and Optimization, T. 58, nr 4, s. 2446-2468; https://ruj.uj.edu.pl/xmlui/handle/item/246379

Availability: https://doi.org/10.1137/19M1305355
https://ruj.uj.edu.pl/xmlui/handle/item/246379

Authors: Jelito, Damian

Contributors: Stettner, Łukasz, Pitera, Marcin

Subject Terms: sterowanie stochastyczne, sterowanie wrażliwe na ryzyko, stopowanie optymalne, sterowanie impulsowe, równanie Bellmana, proces Markowa, stochastic control, risk-sensitive control, optimal stopping, impulse control, Bellman equation, Markov process

Relation: https://ruj.uj.edu.pl/xmlui/handle/item/296981

Availability: https://ruj.uj.edu.pl/xmlui/handle/item/296981