Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

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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

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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. 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
  2. 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
  3. 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
  4. 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
  5. 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
  6. 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
  7. 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
  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. 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
  10. 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
  11. 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
  12. 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
  13. 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
  14. 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

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