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Publications

by members of

Politechnika Wrocławska → Instytut Matematyki i Informatyki

Wroclaw University of Science and Technology → Institute of Mathematics and Computer Science

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, University Library of Munich, Germany, number 31755, Jun.
  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, University Library of Munich, Germany, number 31069, Jan, 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, volume 25, issue 2, pages 189-229, April, DOI: 10.1007/s00780-020-00443-2.

2020

  1. Łukasz Balbus & Anna Jaśkiewicz & Andrzej S. Nowak, 2020, "Equilibria in Altruistic Economic Growth Models," Dynamic Games and Applications, Springer, volume 10, issue 1, pages 1-18, March, DOI: 10.1007/s13235-019-00305-3.
  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, volume 287, issue 2, pages 573-591, April, DOI: 10.1007/s10479-018-2778-2.

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, volume 26, issue 2, pages 239-256, July, DOI: 10.1007/s11750-017-0465-0.
  2. Bäuerle, Nicole & Jaśkiewicz, Anna, 2018, "Stochastic optimal growth model with risk sensitive preferences," Journal of Economic Theory, Elsevier, volume 173, issue C, pages 181-200, DOI: 10.1016/j.jet.2017.11.005.

2017

  1. Bäuerle, Nicole & Jaśkiewicz, Anna, 2017, "Optimal dividend payout model with risk sensitive preferences," Insurance: Mathematics and Economics, Elsevier, volume 73, issue C, pages 82-93, DOI: 10.1016/j.insmatheco.2017.01.006.

2016

  1. Balbus, Łukasz & Jaśkiewicz, Anna & Nowak, Andrzej S., 2016, "Non-paternalistic intergenerational altruism revisited," Journal of Mathematical Economics, Elsevier, volume 63, issue C, pages 27-33, DOI: 10.1016/j.jmateco.2015.12.002.

2015

  1. Bäuerle, Nicole & Jaśkiewicz, Anna, 2015, "Risk-sensitive dividend problems," European Journal of Operational Research, Elsevier, volume 242, issue 1, pages 161-171, DOI: 10.1016/j.ejor.2014.10.046.
  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), volume 81, issue 2, pages 169-179, April, DOI: 10.1007/s00186-014-0491-8.
  3. Balbus, Łukasz & Jaśkiewicz, Anna & Nowak, Andrzej S., 2015, "Stochastic bequest games," Games and Economic Behavior, Elsevier, volume 90, issue C, pages 247-256, DOI: 10.1016/j.geb.2015.02.017.
  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, volume 165, issue 1, pages 295-315, April, DOI: 10.1007/s10957-014-0555-1.

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, volume 220, issue 1, pages 263-278, September, DOI: 10.1007/s10479-011-0931-2.
  2. Jaśkiewicz, Anna & Nowak, Andrzej S., 2014, "Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models," Journal of Economic Theory, Elsevier, volume 151, issue C, pages 411-447, DOI: 10.1016/j.jet.2014.01.005.

2011

  1. Anna Jaśkiewicz & Andrzej Nowak, 2011, "Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics," Dynamic Games and Applications, Springer, volume 1, issue 2, pages 253-279, June, DOI: 10.1007/s13235-011-0013-8.

2010

  1. A. Jaśkiewicz, 2010, "On a Continuous Solution to the Bellman-Poisson Equation in Stochastic Games," Journal of Optimization Theory and Applications, Springer, volume 145, issue 3, pages 451-458, June, DOI: 10.1007/s10957-010-9698-x.

2009

  1. A. Jaśkiewicz, 2009, "Zero-Sum Ergodic Semi-Markov Games with Weakly Continuous Transition Probabilities," Journal of Optimization Theory and Applications, Springer, volume 141, issue 2, pages 321-347, May, DOI: 10.1007/s10957-008-9491-2.

2006

  1. A. Jaśkiewicz & A. S. Nowak, 2006, "Approximation of Noncooperative Semi-Markov Games," Journal of Optimization Theory and Applications, Springer, volume 131, issue 1, pages 115-134, October, DOI: 10.1007/s10957-006-9128-2.

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), volume 62, issue 1, pages 23-40, September, DOI: 10.1007/s00186-005-0439-0.

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), volume 54, issue 1, pages 1-19, October, DOI: 10.1007/s001860000079.
  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), volume 54, issue 2, pages 291-301, December, DOI: 10.1007/s001860100144.

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, Springer, in: Josef Haunschmied & Vladimir M. Veliov & Stefan Wrzaczek, "Dynamic Games in Economics", DOI: 10.1007/978-3-642-54248-0_1.

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