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Recursive methods in stochastic games and decision processes

2016/23/B/ST1/00425

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

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: 4

Call

OPUS 12 – announced on 2016-09-15

Amount awarded
374 400 PLN
Project start date
2017-07-26
Project end date
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. 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 (year: 2020, volume: 287, pages: 573-591), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s10479-018-2778-2 – link to the publication

  2. Discrete-time ergodic mean field games with average reward on compact spaces

    Authors:
    Piotr Więcek
    Academic press:
    Dynamic Games and Applications (year: 2020, volume: 10, pages: 222-256), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s13235-019-00296-1 – link to the publication

  3. 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 (year: 2019, volume: 469, pages: 126-135), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmaa.2018.09.002 – link to the publication

  4. Stochastic optimal growth model with risk sensitive preferences

    Authors:
    Nicole, Bauerle, Anna Jaśkiewicz
    Academic press:
    Journal of Economic Theory (year: 2018, volume: 173, pages: 181-200), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jet.2017.11.005 – link to the publication

  5. On symmetric stochastic games of resource extraction with weakly continuous transitions

    Authors:
    Anna Jaśkiewicz,Andrzej Nowak
    Academic press:
    TOP (year: 2018, volume: 26, pages: 239-256), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s11750-017-0465-0 – link to the publication

  6. Markov decision processes with quasi-hyperbolic discounting

    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Finance and Stochastics (year: 2021, volume: 25, pages: 189–229), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s00780-020-00443-2 – link to the publication

  7. Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players

    Authors:
    Hubert Asienkiewicz, Łukasz Balbus
    Academic press:
    TOP (year: 2019, volume: 27, pages: 502–518), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s11750-019-00516-2 – link to the publication

  8. Stochastic dynamic programming with non-linear discounting

    Authors:
    Nicole Bäuerle, Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Applied Mathematics and Optimization (year: 2021, volume: 84, pages: 2819–2848), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s00245-020-09731-x – link to the publication

  9. 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 (year: 2022, volume: 131, pages: 264-274), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.geb.2021.11.011 – link to the publication

  10. Constrained discounted stochastic games

    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Applied Mathematics and Optimization (year: 2022, volume: 3,54583333333333, pages: -), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s00245-022-09865-0 – link to the publication

  11. Constrained discounted Markov decision processes with Borel state spaces

    Authors:
    Eugene A Feinberg, Anna Jaśkiewicz, Andrzej Nowak
    Academic press:
    Automatica (year: 2020, volume: 111, pages: 46033), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.automatica.2019.108582 – link to the publication

  12. Constrained Markov decision processes with expected total reward criteria

    Authors:
    Anna Jaśkiewicz, Andrzej Nowak
    Academic press:
    SIAM Journal on Control and Optimization (year: 2019, volume: 57, pages: 3118–3136), Publisher: SIAM Society for Industrial and Applied Mathematics
    Status:
    Published
    DOI:
    10.1137/19M1254829 – link to the publication

  13. Equilibria in Altruistic Growth Models

    Authors:
    Łukasz Balbus, Anna Jaśkiewicz, Andrzej S. Nowak
    Academic press:
    Dynamic Games and Applications (year: 2020, volume: 10, pages: 46040), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s13235-019-00305-3 – link to the publication

  14. On appoximate and weak correlated equilibria in constrained discouted stochastic games

    Authors:
    Anna Jaśkiewicz, Andrzej S. Nowak
    Status:
    Accepted for publication

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