Anna Jaskiewicz

Orcid: 0000-0002-8480-7850

According to our database1, Anna Jaskiewicz authored at least 30 papers between 2001 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Markov decision processes with risk-sensitive criteria: an overview.
Math. Methods Oper. Res., April, 2024

On Markov Perfect Equilibria in Discounted Stochastic ARAT Games.
SIAM J. Control. Optim., 2024

2022
A note on topological aspects in dynamic games of resource extraction and economic growth theory.
Games Econ. Behav., 2022

2020
Equilibria in Altruistic Economic Growth Models.
Dyn. Games Appl., 2020

Constrained discounted Markov decision processes with Borel state spaces.
Autom., 2020

Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting.
Ann. Oper. Res., 2020

2019
Constrained Markov Decision Processes with Expected Total Reward Criteria.
SIAM J. Control. Optim., 2019

2018
Stochastic optimal growth model with risk sensitive preferences.
J. Econ. Theory, 2018

2016
Stationary Almost Markov Perfect Equilibria in Discounted Stochastic Games.
Math. Oper. Res., 2016

2015
On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games.
Math. Methods Oper. Res., 2015

Existence of Stationary Markov Perfect Equilibria in Stochastic Altruistic Growth Economies.
J. Optim. Theory Appl., 2015

Stochastic bequest games.
Games Econ. Behav., 2015

A price-setting newsvendor problem under mean-variance criteria.
Eur. J. Oper. Res., 2015

Risk-sensitive dividend problems.
Eur. J. Oper. Res., 2015

Stochastic games of resource extraction.
Autom., 2015

2014
Generalised discounting in dynamic programming with unbounded returns.
Oper. Res. Lett., 2014

Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models.
J. Econ. Theory, 2014

On variable discounting in dynamic programming: applications to resource extraction and other economic models.
Ann. Oper. Res., 2014

2013
Persistently Optimal Policies in Stochastic Dynamic Programming with Generalized Discounting.
Math. Oper. Res., 2013

2011
Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics.
Dyn. Games Appl., 2011

2008
A note on negative dynamic programming for risk-sensitive control.
Oper. Res. Lett., 2008

2007
A note on risk-sensitive control of invariant models.
Syst. Control. Lett., 2007

2006
Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities.
SIAM J. Control. Optim., 2006

Optimality in Feller semi-Markov control processes.
Oper. Res. Lett., 2006

2005
Nonzero-sum semi-Markov games with the expected average payoffs.
Math. Methods Oper. Res., 2005

Zero-Sum Ergodic Stochastic Games.
Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

2004
On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes.
Math. Oper. Res., 2004

2002
Zero-Sum Semi-Markov Games.
SIAM J. Control. Optim., 2002

2001
On the optimality equation for zero-sum ergodic stochastic games.
Math. Methods Oper. Res., 2001

An approximation approach to ergodic semi-Markov control processes.
Math. Methods Oper. Res., 2001


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