Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

Delete all

Recursive methods in stochastic games and decision processes

2016/23/B/ST1/00425

Keywords:

Markov decision process stochastic game recursive utility stationary distribution

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

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: 4

Call: OPUS 12 - announced on 2016-09-15

Amount awarded: 374 400 PLN

Project start date (Y-m-d): 2017-07-26

Project end date (Y-m-d): 2022-07-25

Project duration:: 60 months (the same as in the proposal)

Project status: Project settled

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Information in the final report

  • Publication in academic press/journals (14)
  1. Constrained discounted stochastic games
    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Applied Mathematics and Optimization (rok: 2022, tom: 3,54583333333333, strony: -), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s00245-022-09865-0 - link to the publication
  2. Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting
    Authors:
    Łukasz Balbus, Anna Jaśkiewicz, Andrzej Nowak
    Academic press:
    Annals of Oprations Research (rok: 2020, tom: 287, strony: 573-591), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s10479-018-2778-2 - link to the publication
  3. On appoximate and weak correlated equilibria in constrained discouted stochastic games
    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Applied Mathematics and Optimization (rok: 2022, tom: -, strony: -), Wydawca: Springer
    Status:
    Accepted for publication
    DOI:
    10.1007/s00245-022-09930-8 - link to the publication
  4. Constrained discounted Markov decision processes with Borel state spaces
    Authors:
    Eugene A Feinberg, Anna Jaśkiewicz, Andrzej Nowak
    Academic press:
    Automatica (rok: 2020, tom: 111, strony: 45302), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.automatica.2019.108582 - link to the publication
  5. Discrete-time ergodic mean field games with average reward on compact spaces
    Authors:
    Piotr Więcek
    Academic press:
    Dynamic Games and Applications (rok: 2020, tom: 10, strony: 222-256), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s13235-019-00296-1 - link to the publication
  6. Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players
    Authors:
    Hubert Asienkiewicz, Łukasz Balbus
    Academic press:
    TOP (rok: 2019, tom: 27, strony: 502–518), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s11750-019-00516-2 - link to the publication
  7. A note on topological aspects in dynamic games of resource extraction and economic growth theory
    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Games and Economic Behavior (rok: 2022, tom: 131, strony: 264-274), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.geb.2021.11.011 - link to the publication
  8. Stochastic optimal growth model with risk sensitive preferences
    Authors:
    Nicole, Bauerle, Anna Jaśkiewicz
    Academic press:
    Journal of Economic Theory (rok: 2018, tom: 173, strony: 181-200), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jet.2017.11.005 - link to the publication
  9. Equilibria in Altruistic Growth Models
    Authors:
    Łukasz Balbus, Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Dynamic Games and Applications (rok: 2020, tom: 10, strony: 45309), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s13235-019-00305-3 - link to the publication
  10. Markov decision processes with quasi-hyperbolic discounting
    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Finance and Stochastics (rok: 2021, tom: 25, strony: 189–229), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s00780-020-00443-2 - link to the publication
  11. On a generalization of the Dvoretzky–Wald–Wolfowitz theorem with an application to a robust optimization problem
    Authors:
    Anna Jaśkiewicz, Andrzej Nowak
    Academic press:
    Journal of Mathematical Analysis and Applications (rok: 2019, tom: 469, strony: 126-135), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmaa.2018.09.002 - link to the publication
  12. Stochastic dynamic programming with non-linear discounting
    Authors:
    Nicole Bäuerle, Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Applied Mathematics and Optimization (rok: 2021, tom: 84, strony: 2819–2848), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s00245-020-09731-x - link to the publication
  13. Constrained Markov decision processes with expected total reward criteria
    Authors:
    Anna Jaśkiewicz, Andrzej Nowak
    Academic press:
    SIAM Journal on Control and Optimization (rok: 2019, tom: 57, strony: 3118–3136), Wydawca: SIAM Society for Industrial and Applied Mathematics
    Status:
    Published
    DOI:
    10.1137/19M1254829 - link to the publication
  14. On symmetric stochastic games of resource extraction with weakly continuous transitions
    Authors:
    Anna Jaśkiewicz,Andrzej Nowak
    Academic press:
    TOP (rok: 2018, tom: 26, strony: 239-256), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s11750-017-0465-0 - link to the publication

O Narodowym Centrum Nauki

Finansowanie nauki

Współpraca zagraniczna

Centrum prasowe

Deklaracja dostępności
Przetwarzanie danych osobowych
Polityka cookies

Partnerzy