Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

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Generalized Markov decision models and games

2011/03/B/ST1/00325

Keywords:

Markov decision process risk measure generalized discounting function annonymous sequential game stochastic game expected payoff function over infinite time horizon

Descriptors:

  • ST1_17: Applied mathematics
  • ST1_18: Control theory and optimisation

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

woj. 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 (Y-m-d): 2012-08-07

Project end date (Y-m-d): 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)
  • Book publications / chapters in book publications (1)
  1. Bequest games with unbounded utility functions
    Authors:
    Łukasz Balbus, Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Journal of Mathematical Analysis and Applications (rok: 2015, tom: 427, strony: 515-524), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmaa.2015.02.062 - link to the publication
  2. 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 (rok: 2015, tom: nie dotyczy, strony: nie dotyczy), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s13235-015-0168-9 - link to the publication
  3. Non-paternalistic Intergenerational Altruism Revisited
    Authors:
    Łukasz Balbus, Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Journal of Mathematical Economics (rok: 2016, tom: 63, strony: 27-33), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmateco.2015.12.002 - link to the publication
  4. Robust Markov control processes
    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Journal of Mathematical Analysis and Applications (rok: 2014, tom: 420, strony: 1337-1353), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmaa.2014.06.028 - link to the publication
  5. Stochastic bequest games
    Authors:
    Łukasz Balbus, Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Games and Economic Behavior (rok: 2015, tom: 90, strony: 247-256), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.geb.2015.02.017 - link to the publication
  6. 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 (rok: 2015, tom: 165, strony: 295-315), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s10957-014-0555-1 - link to the publication
  7. 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 (rok: 2015, tom: 81, strony: 169-179), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s00186-014-0491-8 - link to the publication
  8. Persistently Optimal Policies in Stochastic Dynamic Programming with Generalized Discounting
    Authors:
    Anna Jaśkiewicz, Janusz Matkowski, Andrzej S. Nowak
    Academic press:
    Mathematics of Operations Research (rok: 2013, tom: 38, strony: 108-121), Wydawca: INFORMS
    Status:
    Published
    DOI:
    10.1287/moor.1120.0561 - link to the publication
  9. Robust Markov perfect equilibria
    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Journal of Mathematical Analysis and Applications (rok: 2014, tom: 419, strony: 1322-1332), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmaa.2014.05.061 - link to the publication
  10. Stationary Anonymous Sequential Games with Undiscounted Rewards
    Authors:
    Piotr Więcek, Eitan Altman
    Academic press:
    Journal of Optimization Theory and Applications (rok: 2015, tom: 166, strony: 686-710), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s10957-014-0649-9 - link to the publication
  11. Risk-sensitive dividend problems
    Authors:
    Nicole Bäuerle, Anna Jaśkiewicz
    Academic press:
    European Journal of Operational Research (rok: 2015, tom: 242, strony: 161-171), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.046 - link to the publication
  12. Stationary Almost Markov Perfect Equilibria in Discounted Stochastic Games
    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Mathematics of Operations Research (rok: 2016, tom: 41, strony: 430-441), Wydawca: INFORMS
    Status:
    Published
    DOI:
    10.1287/moor.2015.0734 - link to the publication
  13. Stochastic games of resource extraction
    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Automatica (rok: 2015, tom: 54, strony: 310-316), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.automatica.2015.01.028 - link to the publication
  14. Generalised Discounting in Dynamic Programming with Unbounded Returns
    Authors:
    Anna Jaśkiewicz, Janusz Matkowski, Andrzej S. Nowak
    Academic press:
    Operations Research Letters (rok: 2014, tom: 42, strony: 231-233), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.orl.2014.03.004 - link to the publication
  15. Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Journal of Economic Theory (rok: 2014, tom: 151, strony: 411-447), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jet.2014.01.005 - link to the publication
  16. Total Reward Semi-Markov Mean-Field Games with Complementarity Properties
    Authors:
    Piotr Więcek
    Academic press:
    Dynamic Games and Applications (rok: 2016, tom: nie dotyczy, strony: nie dotyczy), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s13235-016-0194-2 - link to the publication
  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 (rok: 2014, tom: 16, strony: 45313), Wydawca: Springer
    Status:
    Published
    DOI:
    link to the publication

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