Anna Jaskiewicz

Games Econ. Behav., 2022

2020

Equilibria in Altruistic Economic Growth Models.

[BibT_eX]

[DOI]

Dyn. Games Appl., 2020

Constrained discounted Markov decision processes with Borel state spaces.

[BibT_eX]

[DOI]

Eugene A. Feinberg

Autom., 2020

Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting.

[BibT_eX]

[DOI]

Ann. Oper. Res., 2020

2019

Constrained Markov Decision Processes with Expected Total Reward Criteria.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2019

2018

Stochastic optimal growth model with risk sensitive preferences.

[BibT_eX]

[DOI]

Nicole Bäuerle

J. Econ. Theory, 2018

2016

Stationary Almost Markov Perfect Equilibria in Discounted Stochastic Games.

[BibT_eX]

[DOI]

Math. Oper. Res., 2016

2015

On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2015

Existence of Stationary Markov Perfect Equilibria in Stochastic Altruistic Growth Economies.

[BibT_eX]

[DOI]

J. Optim. Theory Appl., 2015

Stochastic bequest games.

[BibT_eX]

[DOI]

Games Econ. Behav., 2015

A price-setting newsvendor problem under mean-variance criteria.

[BibT_eX]

[DOI]

Javier Rubio-Herrero

Melike Baykal-Gürsoy

Eur. J. Oper. Res., 2015

Risk-sensitive dividend problems.

[BibT_eX]

[DOI]

Nicole Bäuerle

Eur. J. Oper. Res., 2015

Stochastic games of resource extraction.

[BibT_eX]

[DOI]

Autom., 2015

2014

Generalised discounting in dynamic programming with unbounded returns.

[BibT_eX]

[DOI]

Janusz Matkowski

Oper. Res. Lett., 2014

Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models.

[BibT_eX]

[DOI]

J. Econ. Theory, 2014

On variable discounting in dynamic programming: applications to resource extraction and other economic models.

[BibT_eX]

[DOI]

Janusz Matkowski

Ann. Oper. Res., 2014

2013

Persistently Optimal Policies in Stochastic Dynamic Programming with Generalized Discounting.

[BibT_eX]

[DOI]

Janusz Matkowski

Math. Oper. Res., 2013

2011

Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics.

[BibT_eX]

[DOI]

Dyn. Games Appl., 2011

2008

A note on negative dynamic programming for risk-sensitive control.

[BibT_eX]

[DOI]

Oper. Res. Lett., 2008

2007

A note on risk-sensitive control of invariant models.

[BibT_eX]

[DOI]

Syst. Control. Lett., 2007

2006

Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2006

Optimality in Feller semi-Markov control processes.

[BibT_eX]

[DOI]

Oper. Res. Lett., 2006

2005

Nonzero-sum semi-Markov games with the expected average payoffs.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2005

Zero-Sum Ergodic Stochastic Games.

[BibT_eX]

[DOI]

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.

[BibT_eX]

[DOI]

Math. Oper. Res., 2004

2002

Zero-Sum Semi-Markov Games.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2002

2001

On the optimality equation for zero-sum ergodic stochastic games.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2001

An approximation approach to ergodic semi-Markov control processes.

[BibT_eX]

[DOI]