Łukasz Stettner is of Polish origin and was born on January 13, 1955 in
Starachowice, Poland. Since 1979 married and has 3 children.
EDUCATION - SCIENTIFIC DEGREES:
- 1973 - 1978, theoretical mathematics, University of
Lublin.
The master thesis in deterministic control theory written
under guidance of prof. K. Goebel.
- 1978 - 1981, Ph.D. Scholarship, Institute of Mathematics
Polish Academy of Sciences (IMPAN).
- 1981, Ph.D., IMPAN, the thesis Penalty Method in Stochastic
Control written under supervision of prof. J. Zabczyk
- 1989, habilitation, IMPAN, the thesis Ergodic Problems
in Stochastic Control
- 2001, professor's title awarded by the President of the Republic of Poland.
SCIENTIFIC POSITIONS:
- 1981 - 1989 assistant professor, IMPAN in Warsaw
- 1990 - 2001 associate professor, IMPAN in Warsaw
- 2001 - full professor, IMPAN in Warsaw
- 1990 - 1995 deputy director of the IMPAN
- 2000 - 2018 scientific director of the IMPAN
- 2018 - director of the IMPAN
- 2006 - 2012 Academy of Finance, full professor (second position)
- 2012 - 2019 Vistula University, full professor (second position)
POSITIONS ABROAD:
- 1984 - 1985 visiting lecturer (9 months), Dept. of Mathematics and
Dept. of Statistics of The Ohio State University in Columbus
- 1986 - 1986 visiting professor for research (7 months), Lefschetz
Center for Dynamical Systems (Applied Mathematics), Brown University
in Providence
- 1990 - 1991 visiting associate professor (5 months), Department of
Mathematics University of Kansas in Lawrence
SHORTER SCIENTIFIC VISITS:
- 1982 - Bonn, 3 weeks
- 1984 - Paris, CNET, 4 weeks
- Numerous visits in the University of Padova (1988, 1990, 1992, 1993, 1994,
1995, 1997, 1999, 2002, 2003, 2004, 2006) - cooperation with prof. G. B. Di Masi
and prof. W. Runggaldier
- Numerous visits in the Dept. of Mathematics University of Kansas
(1993, 1994, 1995, 1998, 2000, 2001, 2008, 2012) - cooperation with prof. T. Duncan
and B. Pasik-Duncan
PROFESSIONAL ACTIVITIES:
- 1982 - reviewer in Mathematical Reviews
- 1996 - deputy Director of the Foundation of Polish Mathematics
- 1995 - 2007 scientific secretary of the Committee of Mathematics
Polish Academy of Sciences
- 1999 - 2003 vice-president of the Polish Mathematical Society
- 2003 - chairman of the Mathematical Center for Science and Technology at IMPAN
- 2013 - 2016 and 2017 - 2018 member of the Central Commission for Degrees and Titles,
EDITORIAL WORK:
PRIZES:
- 1978 Silver decoration of honor of UMCS,
- 1982 Wacławek Reward (for PhD),
- 1999 Golden Cross of Merit from the President of the Republic
of Poland
- 2005 Hugo Steinhaus PTM prize
- 2009 Knight's Cross of Order of Poland Reborn from the
President of the Republic of Poland
,
MEMBERSHIPS:
- Polish Mathematical Society
- American Mathematical Society
- Control Systems Society IEEE (since 2001 senior member)
- European Mathematical Society
- Warsaw Scientific Society, member since 2020
ORGANIZATION OF THE CONFERENCES:
- Polish Conferences on Applications of Mathematics, Zakopane,
1997 - 2019, 2021
- National Conferences in Probability (7th - 16th), Będlewo 2002,
2004, 2006, 2008, 2010, 2012, 2014, 2016, 2018, 2021
- Banach Center Symposium on Stochastic Control, Warsaw, March 1995
- Banach Center Symposium on Stochastic Systems, Warsaw, June 1998,
- Workshop on Mathematics of Finance, Będlewo, June 2001
- Summer School on Mathematics of Finance, Będlewo, July 2001
- Workshop on Stochastic Control and its Applications, Będlewo, June
2002
- Workshop Analysis of Random Markets: Products and Prices, Warsaw,
October 2003
- Advances in Mathematics of Finance, 2nd General AMaMeF Conference,
Będlewo, April 30th - May 5th, 2007
- EMS School on Risk Theory and Related Topics, September 29th - October 8th, 2008, Będlewo
- EMS School on Industrial Mathematics, October 10th - 18th, 2010, Będlewo
- EMS School on Multiscale Phenomena, October 24th - 28th, 2011, Będlewo
- Stochastic Analysis and Control, 50 years of scientific activities
of Prof. Jerzy Zabczyk, May 5th - 10th, 2013, Będlewo
- Advances in Mathematics of Finance, 6th General AMaMeF and Banach Center
Conference, June 10th - 15th, 2013, Warsaw
- EMS School on Stochastic Analysis with applications in biology, finance
and physics, October 5th - 11th, 2014, Będlewo
- Stochastic analysis and its applications, Conference, May 28th - June 3rd, 2017, Będlewo
- Workshop on Recent problems of stochastic control theory, January 27th - February 2nd, 2019, Warsaw
- Conference on Stochastic modeling (in finance and insurance), February 10th - 15th, 2019, Będlewo
- Graduate school on Industrial applications of stochastic modeling followed by 144 European Study Group with Industry, March 10th - 22nd, 2019, Warsaw
Ph.D. STUDENTS:
- E. Drabik (defended in 1996)
- M. Motoczyński (defended in 2000)
- M. Kociński (defended in 2001)
- R. Sadovy (defended in 2002)
- J. Piasecka (defended in 2004)
- M. Baran (defended in 2005)
- J. Palczewski (defended in 2005)
- Ł. Delong (defended in 2007)
- G. Hałaj (defended in 2009)
- R. Kucharski (defended in 2009)
- T. Helbing (defended in 2011)
- T. Rogala (defended in 2015)
- M. Pitera (defended in 2015)
- D. Socha (defended in 2017)
- D. Jelito (to defend in 2022)
PUBLICATIONS
Ł. Stettner wrote over 109 original papers and
2 monographs (one of them W. Runggaldier, Ł. Stettner,
Approximations of Discrete Time Partially Observed Control
Problems, Applied Mathematics Monographs CNR, Giardini Editori,
Pisa 1994)
AREAS OF SCIENTIFIC ACTIVITIES:
- stochastic control (ergodic control problems, optimal stopping
and impulse control problems, risk sensitive control, filtering and
control with partial observation)
- stochastic processes (large deviations, ergodicity of Markov processes,
models with fractional Brownian motion)
- mathematics of finance (arbitrage theory, portfolio analysis, pricing of
financial derivatives, markets with friction, risk theory)
and insurance (optimal dividend problem)
APPLICATIONS OF MATHEMATICS:
- Construction of the strategic benchmark for the
National Bank of Poland (within the program National Bank of Poland -
University of Warsaw), 2006 - 2008
GRANTS:
- 1992 - 1994 Constructions of nearly optimal strategies in
stochastic control (2 2043 91 02), principal investigator
- 1995 - 1998 Ergodic problems of stochastic control (2 P03A 053
09), principal investigator
- 1998 - 2001 Controlled Markov processes and their applications (2
P03A 015 15), principal investigator
- 2000 - 2004 KBN PBZ 016/P03/99 pt. Mathematical Methods in Analysis
and markets and financial instruments in Poland, main
investigator
- 2005 PhD grant Impulsive strategies in mathematics of finance
(1 P03A 012 28), principal investigator
- 2005 - 2008 Stochastic control and its applications in mathematics
of finance (1 P03A 013 28), principal investigator
- 2006 - 2008 PhD grant Optimal investment strategies on financial
market with Levy noise with applications in insurance (N111 002
31/0165), principal investigator
- 2009 - 2012 Problems of Stochastic Control with Applications
to Mathematics of Finance (N N201 371836), principal investigator
- 2013 - 2016 Problems of Stochastic Control with Applications
to Mathematics of Finance (DEC-2012/07/B/ST1/03298), principal investigator
- 2017 - 2021 Stochastic Control Methods with applications (UMO-2016/23/B/ST1/00479), principal investigator
- 2021 - 2024 Analysis of asymptotical and non-convex stochastic control problems with applications (UMO-2020/37/B/ST1/00463), principal investigator
INTERNATIONAL PROGRAMS AND ACTIVITIES:
- Advanced Mathematical Methods for Finance (AMaMeF) - ESF grant
2005 - 2010, member of the Steering Committee
- EMS Applied Mathematics Committee, member (2006 - 2013)
- IFIP TC7 (System Modelling and Optimization), member of the Committee
(2007 - ), vice chair since 2013, chair since 2018
- ICIAM - Polish Mathematical Society representative (2005 - 2019)
INVITED PLENARY LECTURES:
- 23rd IFIP TC7 System Modelling and Optimization, Cracow 2007, Problems of mathematical finance by stochastic control methods
- 2013 Andrzej Lasota Lecture, University of Silesia
- 2018 Stochastic Control, Computational Methods, and Applications, IMA, Minnesota
- AMaMeF Conferences:
April 2006 in Side (Turkey), May 2008 in Pitesti (Romania),
May 2010 in Bled (Slovenia)
- Mid-Term AMaMeF Conference in Vienna in September 2007
|