Anna Jaskiewicz

34 papers Journal 33Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
Markov perfect equilibria in stochastic growth models with quasi-hyperbolic discounting and risk-sensitive preferences.
Dyn. Games Appl.
Lukasz Balbus, Anna Jaskiewicz, Andrzej S. Nowak, Lukasz Wozny
2026 J jnl
Stochastic games of risk-sensitive players with quasi-hyperbolic discounting.
Autom.
Anna Jaskiewicz, Andrzej S. Nowak, Lukasz Wozny
2025 J jnl
Mean-Variance optimization in discrete-time decision processes with general utility function.
Autom.
Nicole Bäuerle, Anna Jaskiewicz, Andrzej S. Nowak
2025 J jnl
Time-Consistency in the Mean-Variance Problem: A New Perspective.
IEEE Trans. Autom. Control.
Nicole Bäuerle, Anna Jaskiewicz
2024 J jnl
Markov decision processes with risk-sensitive criteria: an overview.
Math. Methods Oper. Res.
Nicole Bäuerle, Anna Jaskiewicz
2024 J jnl
On Markov Perfect Equilibria in Discounted Stochastic ARAT Games.
SIAM J. Control. Optim.
Anna Jaskiewicz, Andrzej S. Nowak
2022 J jnl
A note on topological aspects in dynamic games of resource extraction and economic growth theory.
Games Econ. Behav.
Anna Jaskiewicz, Andrzej S. Nowak
2020 J jnl
Constrained discounted Markov decision processes with Borel state spaces.
Autom.
Eugene A. Feinberg, Anna Jaskiewicz, Andrzej S. Nowak
2020 J jnl
Equilibria in Altruistic Economic Growth Models.
Dyn. Games Appl.
Lukasz Balbus, Anna Jaskiewicz, Andrzej S. Nowak
2020 J jnl
Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting.
Ann. Oper. Res.
Lukasz Balbus, Anna Jaskiewicz, Andrzej S. Nowak
2019 J jnl
Constrained Markov Decision Processes with Expected Total Reward Criteria.
SIAM J. Control. Optim.
Anna Jaskiewicz, Andrzej S. Nowak
2018 J jnl
Stochastic optimal growth model with risk sensitive preferences.
J. Econ. Theory
Nicole Bäuerle, Anna Jaskiewicz
2016 J jnl
Stationary Almost Markov Perfect Equilibria in Discounted Stochastic Games.
Math. Oper. Res.
Anna Jaskiewicz, Andrzej S. Nowak
2015 J jnl
A price-setting newsvendor problem under mean-variance criteria.
Eur. J. Oper. Res.
Javier Rubio-Herrero, Melike Baykal-Gürsoy, Anna Jaskiewicz
2015 J jnl
Existence of Stationary Markov Perfect Equilibria in Stochastic Altruistic Growth Economies.
J. Optim. Theory Appl.
Lukasz Balbus, Anna Jaskiewicz, Andrzej S. Nowak
2015 J jnl
On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games.
Math. Methods Oper. Res.
Anna Jaskiewicz, Andrzej S. Nowak
2015 J jnl
Risk-sensitive dividend problems.
Eur. J. Oper. Res.
Nicole Bäuerle, Anna Jaskiewicz
2015 J jnl
Stochastic bequest games.
Games Econ. Behav.
Lukasz Balbus, Anna Jaskiewicz, Andrzej S. Nowak
2015 J jnl
Stochastic games of resource extraction.
Autom.
Anna Jaskiewicz, Andrzej S. Nowak
2014 J jnl
Generalised discounting in dynamic programming with unbounded returns.
Oper. Res. Lett.
Anna Jaskiewicz, Janusz Matkowski, Andrzej S. Nowak
2014 J jnl
On variable discounting in dynamic programming: applications to resource extraction and other economic models.
Ann. Oper. Res.
Anna Jaskiewicz, Janusz Matkowski, Andrzej S. Nowak
2014 J jnl
Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models.
J. Econ. Theory
Anna Jaskiewicz, Andrzej S. Nowak
2013 J jnl
Persistently Optimal Policies in Stochastic Dynamic Programming with Generalized Discounting.
Math. Oper. Res.
Anna Jaskiewicz, Janusz Matkowski, Andrzej S. Nowak
2011 J jnl
Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics.
Dyn. Games Appl.
Anna Jaskiewicz, Andrzej S. Nowak
2008 J jnl
A note on negative dynamic programming for risk-sensitive control.
Oper. Res. Lett.
Anna Jaskiewicz
2007 J jnl
A note on risk-sensitive control of invariant models.
Syst. Control. Lett.
Anna Jaskiewicz
2006 J jnl
Optimality in Feller semi-Markov control processes.
Oper. Res. Lett.
Anna Jaskiewicz, Andrzej S. Nowak
2006 J jnl
Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities.
SIAM J. Control. Optim.
Anna Jaskiewicz, Andrzej S. Nowak
2005 J jnl
Nonzero-sum semi-Markov games with the expected average payoffs.
Math. Methods Oper. Res.
Andrzej S. Nowak, Anna Jaskiewicz
2005 — conf
Zero-Sum Ergodic Stochastic Games.
CDC/ECC
Anna Jaskiewicz, Andrzej S. Nowak
2004 J jnl
On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes.
Math. Oper. Res.
Anna Jaskiewicz
2002 J jnl
Zero-Sum Semi-Markov Games.
SIAM J. Control. Optim.
Anna Jaskiewicz
2001 J jnl
An approximation approach to ergodic semi-Markov control processes.
Math. Methods Oper. Res.
Anna Jaskiewicz
2001 J jnl
On the optimality equation for zero-sum ergodic stochastic games.
Math. Methods Oper. Res.
Anna Jaskiewicz, Andrzej S. Nowak