Krzysztof Szajowski

Personal Details

First Name:	Krzysztof
Middle Name:	J.
Last Name:	Szajowski
Suffix:
RePEc Short-ID:	psz26
	[This author has chosen not to make the email address public]
	http://neyman.im.pwr.wroc.pl/~szajow
Terminal Degree:	1996 Instytut Matematyki i Informatyki; Politechnika Wrocławska (from RePEc Genealogy)

Affiliation

(94%) Instytut Matematyki i Informatyki

http://www.im.pwr.wroc.pl
Wrocław

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Muciek, Bogdan K. & Szajowski, Krzysztof J., 2006. "Optimal Stopping of a Risk Process when Claims are Covered immediately," MPRA Paper 19836, University Library of Munich, Germany, revised 2007.

   Cited by:

   1. Karpowicz, Anna & Szajowski, Krzysztof, 2010. "Anglers’ Fishing Problem," MPRA Paper 41800, University Library of Munich, Germany, revised 24 Jan 2012.

2. David M., Ramsey & Krzysztof, Szajowski, 2000. "Bilateral Approach to the Secretary Problem," MPRA Paper 19888, University Library of Munich, Germany, revised 2003.

   Cited by:

   1. Alpern, Steve & Gal, Shmuel & Solan, Eilon, 2010. "A sequential selection game with vetoes," Games and Economic Behavior, Elsevier, vol. 68(1), pages 1-14, January.
   2. Ramsey, David M. & Szajowski, Krzysztof, 2004. "Correlated equilibria in competitive staff selection problem," MPRA Paper 19870, University Library of Munich, Germany, revised 2006.

3. Nowak, Andrzej S. & Szajowski, Krzysztof, 1998. "Nonzero-sum Stochastic Games," MPRA Paper 19995, University Library of Munich, Germany, revised 1999.

   Cited by:

   1. Arnab Nilim & Laurent El Ghaoui, 2005. "Robust Control of Markov Decision Processes with Uncertain Transition Matrices," Operations Research, INFORMS, vol. 53(5), pages 780-798, October.
   2. Eilon Solan & Nicolas Vieille, 2000. "Uniform Value in Recursive Games," Discussion Papers 1293, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
      • Eilon Solan & Nicolas Vieille, 2002. "Uniform value in recursive games," Post-Print hal-00465002, HAL.
   3. Szajowski, Krzysztof, 2007. "A game version of the Cowan-Zabczyk-Bruss' problem," Statistics & Probability Letters, Elsevier, vol. 77(17), pages 1683-1689, November.
   4. Yuri Kifer, 2012. "Dynkin Games and Israeli Options," Papers 1209.1791, arXiv.org.
   5. Ehud Lehrer & Eilon Solan, 2003. "Zero-sum Dynamic Games and a Stochastic Variation of Ramsey Theorem," Discussion Papers 1375, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
      • Shmaya, Eran & Solan, Eilon, 2004. "Zero-sum dynamic games and a stochastic variation of Ramsey's theorem," Stochastic Processes and their Applications, Elsevier, vol. 112(2), pages 319-329, August.
   6. Anna Krasnosielska-Kobos & Elżbieta Ferenstein, 2013. "Construction of Nash Equilibrium in a Game Version of Elfving’s Multiple Stopping Problem," Dynamic Games and Applications, Springer, vol. 3(2), pages 220-235, June.
   7. Mabel M. TIDBALL & Eitan ALTMAN, 1994. "Approximations In Dynamic Zero-Sum Games," Game Theory and Information 9401001, University Library of Munich, Germany.
   8. Saghafian, Soroush, 2018. "Ambiguous partially observable Markov decision processes: Structural results and applications," Journal of Economic Theory, Elsevier, vol. 178(C), pages 1-35.
   9. Łukasz Balbus & Kevin Reffett & Łukasz Woźny, 2013. "Markov Stationary Equilibria in Stochastic Supermodular Games with Imperfect Private and Public Information," Dynamic Games and Applications, Springer, vol. 3(2), pages 187-206, June.
   10. Sylvain Sorin & Guillaume Vigeral, 2016. "Operator approach to values of stochastic games with varying stage duration," International Journal of Game Theory, Springer;Game Theory Society, vol. 45(1), pages 389-410, March.
   11. F. Thomas Bruss, 2021. "Combined Games with Randomly Delayed Beginnings," Mathematics, MDPI, vol. 9(5), pages 1-16, March.
   12. Yehuda (John) Levy, 2012. "A Discounted Stochastic Game with No Stationary Nash Equilibrium," Discussion Paper Series dp596r, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, revised May 2012.
   13. Janusz Matkowski & Andrzej Nowak, 2011. "On discounted dynamic programming with unbounded returns," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(3), pages 455-474, April.
       • Matkowski, Janusz & Nowak, Andrzej S., 2008. "On Discounted Dynamic Programming with Unbounded Returns," MPRA Paper 12215, University Library of Munich, Germany.
   14. P. Herings & Ronald Peeters, 2010. "Homotopy methods to compute equilibria in game theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(1), pages 119-156, January.
       • Herings, P.J.J. & Peeters, R.J.A.P., 2006. "Homotopy methods to compute equilibria in game theory," Research Memorandum 046, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
   15. Page Jr., F.H., 1997. "Existence of Optimal Auctions in General Environments," Other publications TiSEM 258e7c42-1fc1-41d2-aafb-4, Tilburg University, School of Economics and Management.
   16. Anna Krasnosielska-Kobos, 2016. "Construction of Nash equilibrium based on multiple stopping problem in multi-person game," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 83(1), pages 53-70, February.
   17. Page, Frank, 2016. "Stationary Markov equilibria for approximable discounted stochastic games," LSE Research Online Documents on Economics 67808, London School of Economics and Political Science, LSE Library.
   18. David González-Sánchez & Fernando Luque-Vásquez & J. Adolfo Minjárez-Sosa, 2019. "Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies," Dynamic Games and Applications, Springer, vol. 9(1), pages 103-121, March.
   19. 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.
   20. Page Jr., Frank H., 1998. "Existence of optimal auctions in general environments," Journal of Mathematical Economics, Elsevier, vol. 29(4), pages 389-418, May.
       • Page Jr., F.H., 1997. "Existence of Optimal Auctions in General Environments," Discussion Paper 1997-28, Tilburg University, Center for Economic Research.
   21. Ramsey, David M. & Szajowski, Krzysztof, 2008. "Selection of a correlated equilibrium in Markov stopping games," European Journal of Operational Research, Elsevier, vol. 184(1), pages 185-206, January.
   22. Gong, Rui & Page, Frank & Wooders, Myrna, 2015. "Endogenous correlated network dynamics," LSE Research Online Documents on Economics 65098, London School of Economics and Political Science, LSE Library.
       • Frank Page & Rui Gong & Myrna Wooders, 2016. "Endogenous Correlated Network Dynamics," Vanderbilt University Department of Economics Working Papers 16-00007, Vanderbilt University Department of Economics.
   23. Page, F H, Jr, 1991. "Optimal Contract Mechanisms for Principal-Agent Problems with Moral Hazard and Adverse Selection," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(4), pages 323-338, October.
   24. Said Hamadène & Mohammed Hassani, 2014. "The multi-player nonzero-sum Dynkin game in discrete time," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 79(2), pages 179-194, April.
   25. Page Jr., F.H., 1994. "Optimal Auction Design with Risk Aversion and Correlated Information," Other publications TiSEM ac23fdfa-b35c-4015-9c5c-e, Tilburg University, School of Economics and Management.
   26. Elżbieta Ferenstein, 2007. "Randomized stopping games and Markov market games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 66(3), pages 531-544, December.
   27. Dang, Chuangyin & Herings, P. Jean-Jacques & Li, Peixuan, 2020. "An Interior-Point Path-Following Method to Compute Stationary Equilibria in Stochastic Games," Research Memorandum 001, Maastricht University, Graduate School of Business and Economics (GSBE).
   28. Yuval Heller, 2012. "Sequential Correlated Equilibria in Stopping Games," Operations Research, INFORMS, vol. 60(1), pages 209-224, February.
   29. N. Krishnamurthy & S. K. Neogy, 2020. "On Lemke processibility of LCP formulations for solving discounted switching control stochastic games," Annals of Operations Research, Springer, vol. 295(2), pages 633-644, December.
   30. Barelli, Paulo & Duggan, John, 2014. "A note on semi-Markov perfect equilibria in discounted stochastic games," Journal of Economic Theory, Elsevier, vol. 151(C), pages 596-604.
   31. A. S. Nowak, 2010. "On a Noncooperative Stochastic Game Played by Internally Cooperating Generations," Journal of Optimization Theory and Applications, Springer, vol. 144(1), pages 88-106, January.
   32. Anna Krasnosielska-Kobos, 2016. "Construction of Nash equilibrium based on multiple stopping problem in multi-person game," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 83(1), pages 53-70, February.
   33. Page Jr., F.H., 1994. "Optimal Auction Design with Risk Aversion and Correlated Information," Discussion Paper 1994-109, Tilburg University, Center for Economic Research.

Articles

1. Krzysztof J. Szajowski, 2020. "Rationalization of detection of the multiple disorders," Statistical Papers, Springer, vol. 61(4), pages 1545-1563, August.

   Cited by:

   1. Georgy Sofronov & Martin Wendler & Volkmar Liebscher, 2020. "Editorial for the special issue: Change point detection," Statistical Papers, Springer, vol. 61(4), pages 1347-1349, August.

2. Dassios, Ioannis K. & Szajowski, Krzysztof J., 2016. "Bayesian optimal control for a non-autonomous stochastic discrete time system," Applied Mathematics and Computation, Elsevier, vol. 274(C), pages 556-564.

   Cited by:

   1. Fernando Ortega & Maria Filomena Barros, 2020. "The Samuelson macroeconomic model as a singular linear matrix difference equation," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-10, December.
   2. Tharanidharan, V. & Sakthivel, R. & Ren, Yong & Marshal Anthoni, S., 2022. "Robust finite-time PID control for discrete-time large-scale interconnected uncertain system with discrete-delay," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 192(C), pages 370-383.
   3. Maria Filomena Barros & Fernando Ortega, 2019. "An optimal equilibrium for a reformulated Samuelson economic discrete time system," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 8(1), pages 1-10, December.

3. Sarnowski, Wojciech & Szajowski, Krzysztof, 2008. "On-line detection of a part of a sequence with unspecified distribution," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2511-2516, October.

   Cited by:

   1. Szajowski, Krzysztof, 2008. "On a random number of disorders," MPRA Paper 20256, University Library of Munich, Germany, revised 02 Jan 2010.

4. Ramsey, David M. & Szajowski, Krzysztof, 2008. "Selection of a correlated equilibrium in Markov stopping games," European Journal of Operational Research, Elsevier, vol. 184(1), pages 185-206, January.

   Cited by:

   1. Rolando Cavazos-Cadena & Mario Cantú-Sifuentes & Imelda Cerda-Delgado, 2021. "Nash equilibria in a class of Markov stopping games with total reward criterion," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 94(2), pages 319-340, October.
   2. Anna Krasnosielska-Kobos, 2016. "Construction of Nash equilibrium based on multiple stopping problem in multi-person game," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 83(1), pages 53-70, February.
   3. Yuval Heller, 2012. "Sequential Correlated Equilibria in Stopping Games," Operations Research, INFORMS, vol. 60(1), pages 209-224, February.
   4. Michael Ludkovski, 2010. "Stochastic Switching Games and Duopolistic Competition in Emissions Markets," Papers 1001.3455, arXiv.org, revised Aug 2010.
   5. Anna Krasnosielska-Kobos, 2016. "Construction of Nash equilibrium based on multiple stopping problem in multi-person game," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 83(1), pages 53-70, February.

5. Szajowski, Krzysztof, 2007. "A game version of the Cowan-Zabczyk-Bruss' problem," Statistics & Probability Letters, Elsevier, vol. 77(17), pages 1683-1689, November.

   Cited by:

   1. F. Thomas Bruss, 2021. "Combined Games with Randomly Delayed Beginnings," Mathematics, MDPI, vol. 9(5), pages 1-16, March.
   2. L. Bayón & P. Fortuny & J. Grau & A. M. Oller-Marcén & M. M. Ruiz, 2019. "The Best-or-Worst and the Postdoc problems with random number of candidates," Journal of Combinatorial Optimization, Springer, vol. 38(1), pages 86-110, July.
   3. Krasnosielska, Anna, 2009. "A version of the Elfving problem with random starting time," Statistics & Probability Letters, Elsevier, vol. 79(23), pages 2429-2436, December.

6. Anna Karpowicz & Krzysztof Szajowski, 2007. "Double optimal stopping times and dynamic pricing problem: description of the mathematical model," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 66(2), pages 235-253, October.

   Cited by:

   1. Eitan Altman, 2013. "A Stochastic Game Approach for Competition over Popularity in Social Networks," Dynamic Games and Applications, Springer, vol. 3(2), pages 313-323, June.
   2. Hajji, Adnéne & Pellerin, Robert & Léger, Pierre-Majorique & Gharbi, Ali & Babin, Gilbert, 2012. "Dynamic pricing models for ERP systems under network externality," International Journal of Production Economics, Elsevier, vol. 135(2), pages 708-715.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:

1. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-ORE: Operations Research (1) 2011-10-15

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