| Publication | Date of Publication | Type |
|---|
| Time-consistency in the mean-variance problem: a new perspective | 2025-01-21 | Paper |
| On Markov perfect equilibria in discounted stochastic ARAT games | 2024-07-23 | Paper |
| Non-zero-sum stochastic games with recursive utilities of risk-sensitive players | 2024-07-09 | Paper |
| Markov decision processes with risk-sensitive criteria: an overview | 2024-05-15 | Paper |
| On approximate and weak correlated equilibria in constrained discounted stochastic games | 2023-01-31 | Paper |
| Time-consistency in the mean-variance problem: A new perspective | 2023-01-26 | Paper |
| Constrained discounted stochastic games | 2022-04-22 | Paper |
| A note on topological aspects in dynamic games of resource extraction and economic growth theory | 2022-02-25 | Paper |
| On approximate and weak correlated equilibria in constrained discounted stochastic games | 2022-01-04 | Paper |
| Stochastic dynamic programming with non-linear discounting | 2021-10-19 | Paper |
| Markov decision processes with quasi-hyperbolic discounting | 2021-04-29 | Paper |
| Interview with Andrzej Nowak - Laureate of the Rufus Isaacs Award | 2020-11-23 | Paper |
| Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting | 2020-05-06 | Paper |
| Equilibria in altruistic economic growth models | 2020-04-29 | Paper |
| Constrained discounted Markov decision processes with Borel state spaces | 2020-01-20 | Paper |
| Constrained Markov Decision Processes with Expected Total Reward Criteria | 2019-09-16 | Paper |
| On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem | 2018-10-18 | Paper |
| Generalised discounting in dynamic programming with unbounded returns | 2018-09-28 | Paper |
| On symmetric stochastic games of resource extraction with weakly continuous transitions | 2018-08-28 | Paper |
| Stochastic optimal growth model with risk sensitive preferences | 2018-01-11 | Paper |
| A note on a new class of recursive utilities in Markov decision processes | 2017-11-30 | Paper |
| Optimal dividend payout model with risk sensitive preferences | 2017-11-23 | Paper |
| A note on Markov perfect equilibria in a class of non-stationary stochastic bequest games | 2017-09-05 | Paper |
| A price-setting newsvendor problem under mean-variance criteria | 2016-10-06 | Paper |
| Risk-sensitive dividend problems | 2016-07-08 | Paper |
| Stationary Almost Markov Perfect Equilibria in Discounted Stochastic Games | 2016-05-19 | Paper |
| Non-paternalistic intergenerational altruism revisited | 2016-04-15 | Paper |
| Bequest games with unbounded utility functions | 2016-01-26 | Paper |
| Stochastic games of resource extraction | 2015-08-21 | Paper |
| On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games | 2015-06-25 | Paper |
| Existence of stationary Markov perfect equilibria in stochastic altruistic growth economies | 2015-06-01 | Paper |
| Robust Markov Perfect Equilibria in a Dynamic Choice Model with Quasi-hyperbolic Discounting | 2015-05-22 | Paper |
| Stochastic bequest games | 2015-05-05 | Paper |
| On variable discounting in dynamic programming: applications to resource extraction and other economic models | 2014-11-26 | Paper |
| Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models | 2014-08-27 | Paper |
| Robust Markov control processes | 2014-08-26 | Paper |
| Robust Markov perfect equilibria | 2014-07-17 | Paper |
| Persistently Optimal Policies in Stochastic Dynamic Programming with Generalized Discounting | 2014-07-11 | Paper |
| Stochastic games with unbounded payoffs: applications to robust control in economics | 2012-12-04 | Paper |
| Discounted dynamic programming with unbounded returns: application to economic models | 2011-03-29 | Paper |
| On a continuous solution to the Bellman-Poisson equation in stochastic games | 2010-07-24 | Paper |
| Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities | 2009-07-06 | Paper |
| Semi-Markov control processes with non-compact action spaces and discontinuous costs | 2009-02-02 | Paper |
| A note on negative dynamic programming for risk-sensitive control | 2008-11-27 | Paper |
| A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities | 2008-01-23 | Paper |
| Average optimality for risk-sensitive control with general state space | 2007-10-22 | Paper |
| A note on risk-sensitive control of invariant models | 2007-10-01 | Paper |
| Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities | 2007-05-22 | Paper |
| Approximation of noncooperative semi-Markov games | 2007-03-06 | Paper |
| Optimality in Feller semi-Markov control processes | 2007-02-19 | Paper |
| On the optimality equation for average cost Markov control processes with Feller transition probabilities | 2006-03-29 | Paper |
| Nonzero-sum semi-Markov games with the expected average payoffs | 2006-02-08 | Paper |
| On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes | 2005-11-11 | Paper |
| An approximation approach to ergodic semi-Markov control processes | 2003-07-16 | Paper |
| On the optimality equation for zero-sum ergodic stochastic games | 2003-07-16 | Paper |
| Zero-Sum Semi-Markov Games | 2003-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4762928 | 2001-09-02 | Paper |
