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Generalized Markov decision models and games

2011/03/B/ST1/00325

Keywords

Descriptors

  • ST1_17: Teoria sterowania i optymalizacja
  • ST1_18: Zastosowania matematyki w innych naukach

Panel

ST1 – Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics

Host institution

Politechnika Wrocławska, Wydział Podstawowych Problemów Techniki

Voivodeship: dolnośląskie

Other projects carried out by the institution »

Principal investigator (from the host institution)

dr hab. Anna Jaśkiewicz

Number of co-investigators in the project: 3

Call

OPUS 2 – announced on 2011-09-15

Amount awarded
297 700 PLN
Project start date
2012-08-07
Project end date
2015-08-06
Project duration
36 months (the same as in the proposal)
Project status
Project settled

Information in the final report

Publication in academic press/journals (16)

  1. Bequest games with unbounded utility functions

    Authors:
    Łukasz Balbus, Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Journal of Mathematical Analysis and Applications (year: 2015, volume: 427, pages: 515-524), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmaa.2015.02.062 – link to the publication

  2. Total Reward Semi-Markov Mean-Field Games with Complementarity Properties

    Authors:
    Piotr Więcek
    Academic press:
    Dynamic Games and Applications (year: 2016, volume: nie dotyczy, pages: nie dotyczy), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s13235-016-0194-2 – link to the publication

  3. Generalised Discounting in Dynamic Programming with Unbounded Returns

    Authors:
    Anna Jaśkiewicz, Janusz Matkowski, Andrzej S. Nowak
    Academic press:
    Operations Research Letters (year: 2014, volume: 42, pages: 231-233), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.orl.2014.03.004 – link to the publication

  4. Stationary Almost Markov Perfect Equilibria in Discounted Stochastic Games

    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Mathematics of Operations Research (year: 2016, volume: 41, pages: 430-441), Publisher: INFORMS
    Status:
    Published
    DOI:
    10.1287/moor.2015.0734 – link to the publication

  5. Persistently Optimal Policies in Stochastic Dynamic Programming with Generalized Discounting

    Authors:
    Anna Jaśkiewicz, Janusz Matkowski, Andrzej S. Nowak
    Academic press:
    Mathematics of Operations Research (year: 2013, volume: 38, pages: 108-121), Publisher: INFORMS
    Status:
    Published
    DOI:
    10.1287/moor.1120.0561 – link to the publication

  6. Stationary Anonymous Sequential Games with Undiscounted Rewards

    Authors:
    Piotr Więcek, Eitan Altman
    Academic press:
    Journal of Optimization Theory and Applications (year: 2015, volume: 166, pages: 686-710), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s10957-014-0649-9 – link to the publication

  7. Existence of stationary Markov perfect equilibria in stochastic altruistic growth economies

    Authors:
    Łukasz Balbus, Anna Jaśkiewicz, Andrzej S.Nowak
    Academic press:
    Journal of Optimization Theory and Applications (year: 2015, volume: 165, pages: 295-315), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s10957-014-0555-1 – link to the publication

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

    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Mathematical Methods of Operations Research (year: 2015, volume: 81, pages: 169-179), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s00186-014-0491-8 – link to the publication

  9. Mean-field Game Approach to Admission Control of an M/M/infinity Queue with Shared Service Cost

    Authors:
    Piotr Więcek, Eitan Altman, Arnob Ghosh
    Academic press:
    Dynamic Games and Applications (year: 2015, volume: nie dotyczy, pages: nie dotyczy), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s13235-015-0168-9 – link to the publication

  10. Stochastic bequest games

    Authors:
    Łukasz Balbus, Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Games and Economic Behavior (year: 2015, volume: 90, pages: 247-256), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.geb.2015.02.017 – link to the publication

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

    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Journal of Economic Theory (year: 2014, volume: 151, pages: 411-447), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jet.2014.01.005 – link to the publication

  12. Stochastic games of resource extraction

    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Automatica (year: 2015, volume: 54, pages: 310-316), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.automatica.2015.01.028 – link to the publication

  13. Robust Markov control processes

    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Journal of Mathematical Analysis and Applications (year: 2014, volume: 420, pages: 1337-1353), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmaa.2014.06.028 – link to the publication

  14. Non-paternalistic Intergenerational Altruism Revisited

    Authors:
    Łukasz Balbus, Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Journal of Mathematical Economics (year: 2016, volume: 63, pages: 27-33), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmateco.2015.12.002 – link to the publication

  15. Risk-sensitive dividend problems

    Authors:
    Nicole Bäuerle, Anna Jaśkiewicz
    Academic press:
    European Journal of Operational Research (year: 2015, volume: 242, pages: 161-171), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.ejor.2014.10.046 – link to the publication

  16. Robust Markov perfect equilibria

    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Journal of Mathematical Analysis and Applications (year: 2014, volume: 419, pages: 1322-1332), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmaa.2014.05.061 – link to the publication

Book publications / chapters in book publications (1)

  1. Robust Markov Perfect Equilibria in a Dynamic Choice Model with Quasi-hyperbolic Discounting

    Authors:
    Łukasz Balbus, Anna Jaśkiewicz, Andrzej S. Nowak
    Book:
    Dynamic Games in Economics (year: 2014, volume: 16, pages: 46044), Publisher: Springer
    Status:
    Published
    DOI:
    link to the publication

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