IDEAS home Printed from https://ideas.repec.org/d/impwrpl.html
 

Publications

by members of

Instytut Matematyki i Informatyki
Politechnika Wrocławska
Wrocław, Poland

(Institute of Mathematics and Computer Science, Wroclaw University of Science and Technology)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2011

  1. Jaśkiewicz, Anna & Matkowski, Janusz & Nowak, Andrzej S., 2011. "Persistently optimal policies in stochastic dynamic programming with generalized discounting," MPRA Paper 31755, University Library of Munich, Germany.
  2. Jaśkiewicz, Anna & Matkowski, Janusz & Nowak, Andrzej S., 2011. "On Variable Discounting in Dynamic Programming: Applications to Resource Extraction and Other Economic Models," MPRA Paper 31069, University Library of Munich, Germany, revised 24 May 2011.

Journal articles

2021

  1. Anna Jaśkiewicz & Andrzej S. Nowak, 2021. "Markov decision processes with quasi-hyperbolic discounting," Finance and Stochastics, Springer, vol. 25(2), pages 189-229, April.

2020

  1. Łukasz Balbus & Anna Jaśkiewicz & Andrzej S. Nowak, 2020. "Equilibria in Altruistic Economic Growth Models," Dynamic Games and Applications, Springer, vol. 10(1), pages 1-18, March.
  2. Łukasz Balbus & Anna Jaśkiewicz & Andrzej S. Nowak, 2020. "Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting," Annals of Operations Research, Springer, vol. 287(2), pages 573-591, April.

2018

  1. Anna Jaśkiewicz & Andrzej S. Nowak, 2018. "On symmetric stochastic games of resource extraction with weakly continuous transitions," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(2), pages 239-256, July.
  2. Bäuerle, Nicole & Jaśkiewicz, Anna, 2018. "Stochastic optimal growth model with risk sensitive preferences," Journal of Economic Theory, Elsevier, vol. 173(C), pages 181-200.

2017

  1. Bäuerle, Nicole & Jaśkiewicz, Anna, 2017. "Optimal dividend payout model with risk sensitive preferences," Insurance: Mathematics and Economics, Elsevier, vol. 73(C), pages 82-93.

2016

  1. Balbus, Łukasz & Jaśkiewicz, Anna & Nowak, Andrzej S., 2016. "Non-paternalistic intergenerational altruism revisited," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 27-33.

2015

  1. Bäuerle, Nicole & Jaśkiewicz, Anna, 2015. "Risk-sensitive dividend problems," European Journal of Operational Research, Elsevier, vol. 242(1), pages 161-171.
  2. Anna Jaśkiewicz & Andrzej Nowak, 2015. "On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 81(2), pages 169-179, April.
  3. Balbus, Łukasz & Jaśkiewicz, Anna & Nowak, Andrzej S., 2015. "Stochastic bequest games," Games and Economic Behavior, Elsevier, vol. 90(C), pages 247-256.
  4. Łukasz Balbus & Anna Jaśkiewicz & Andrzej S. Nowak, 2015. "Existence of Stationary Markov Perfect Equilibria in Stochastic Altruistic Growth Economies," Journal of Optimization Theory and Applications, Springer, vol. 165(1), pages 295-315, April.

2014

  1. Anna Jaśkiewicz & Janusz Matkowski & Andrzej Nowak, 2014. "On variable discounting in dynamic programming: applications to resource extraction and other economic models," Annals of Operations Research, Springer, vol. 220(1), pages 263-278, September.
  2. Jaśkiewicz, Anna & Nowak, Andrzej S., 2014. "Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models," Journal of Economic Theory, Elsevier, vol. 151(C), pages 411-447.

2011

  1. Anna Jaśkiewicz & Andrzej Nowak, 2011. "Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics," Dynamic Games and Applications, Springer, vol. 1(2), pages 253-279, June.

2010

  1. A. Jaśkiewicz, 2010. "On a Continuous Solution to the Bellman-Poisson Equation in Stochastic Games," Journal of Optimization Theory and Applications, Springer, vol. 145(3), pages 451-458, June.

2009

  1. A. Jaśkiewicz, 2009. "Zero-Sum Ergodic Semi-Markov Games with Weakly Continuous Transition Probabilities," Journal of Optimization Theory and Applications, Springer, vol. 141(2), pages 321-347, May.

2006

  1. A. Jaśkiewicz & A. S. Nowak, 2006. "Approximation of Noncooperative Semi-Markov Games," Journal of Optimization Theory and Applications, Springer, vol. 131(1), pages 115-134, October.

2005

  1. Andrzej S. Nowak & Anna Jaśkiewicz, 2005. "Nonzero-sum semi-Markov games with the expected average payoffs," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 62(1), pages 23-40, September.

2001

  1. Anna Jaśkiewicz, 2001. "An approximation approach to ergodic semi-Markov control processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 54(1), pages 1-19, October.
  2. Anna Jaśkiewicz & Andrzej S. Nowak, 2001. "On the optimality equation for zero-sum ergodic stochastic games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 54(2), pages 291-301, December.

Chapters

2014

  1. Łukasz Balbus & Anna Jaśkiewicz & Andrzej S. Nowak, 2014. "Robust Markov Perfect Equilibria in a Dynamic Choice Model with Quasi-hyperbolic Discounting," Dynamic Modeling and Econometrics in Economics and Finance, in: Josef Haunschmied & Vladimir M. Veliov & Stefan Wrzaczek (ed.), Dynamic Games in Economics, edition 127, pages 1-22, Springer.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.