| Publication | Date of Publication | Type |
|---|
Markov perfect equilibria in stochastic growth models with quasi-hyperbolic discounting and risk-sensitive preferences
Dynamic Games and Applications | 2026-03-30 | Paper |
Time-consistency in the mean-variance problem: a new perspective
IEEE Transactions on Automatic Control | 2025-01-21 | Paper |
On Markov perfect equilibria in discounted stochastic ARAT games
SIAM Journal on Control and Optimization | 2024-07-23 | Paper |
Non-zero-sum stochastic games with recursive utilities of risk-sensitive players
Applicationes Mathematicae | 2024-07-09 | Paper |
Markov decision processes with risk-sensitive criteria: an overview
Mathematical Methods of Operations Research | 2024-05-15 | Paper |
On approximate and weak correlated equilibria in constrained discounted stochastic games
Applied Mathematics and Optimization | 2023-01-31 | Paper |
| Time-consistency in the mean-variance problem: A new perspective | 2023-01-26 | Paper |
Constrained discounted stochastic games
Applied Mathematics and Optimization | 2022-04-22 | Paper |
A note on topological aspects in dynamic games of resource extraction and economic growth theory
Games and Economic Behavior | 2022-02-25 | Paper |
On approximate and weak correlated equilibria in constrained discounted stochastic games
(available as arXiv preprint) | 2022-01-04 | Paper |
Stochastic dynamic programming with non-linear discounting
Applied Mathematics and Optimization | 2021-10-19 | Paper |
Markov decision processes with quasi-hyperbolic discounting
Finance and Stochastics | 2021-04-29 | Paper |
Interview with Andrzej Nowak -- laureate of the Rufus Isaacs Award
Mathematica Applicanda | 2020-11-23 | Paper |
Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting
Annals of Operations Research | 2020-05-06 | Paper |
Equilibria in altruistic economic growth models
Dynamic Games and Applications | 2020-04-29 | Paper |
Constrained discounted Markov decision processes with Borel state spaces
Automatica | 2020-01-20 | Paper |
Constrained Markov decision processes with expected total reward criteria
SIAM Journal on Control and Optimization | 2019-09-16 | Paper |
On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem
Journal of Mathematical Analysis and Applications | 2018-10-18 | Paper |
Generalised discounting in dynamic programming with unbounded returns
Operations Research Letters | 2018-09-28 | Paper |
On symmetric stochastic games of resource extraction with weakly continuous transitions
Top | 2018-08-28 | Paper |
Stochastic optimal growth model with risk sensitive preferences
Journal of Economic Theory | 2018-01-11 | Paper |
A note on a new class of recursive utilities in Markov decision processes
Applicationes Mathematicae | 2017-11-30 | Paper |
Optimal dividend payout model with risk sensitive preferences
Insurance Mathematics & Economics | 2017-11-23 | Paper |
A note on Markov perfect equilibria in a class of non-stationary stochastic bequest games
Journal of Mathematical Analysis and Applications | 2017-09-05 | Paper |
A price-setting newsvendor problem under mean-variance criteria
European Journal of Operational Research | 2016-10-06 | Paper |
Risk-sensitive dividend problems
European Journal of Operational Research | 2016-07-08 | Paper |
Stationary almost Markov perfect equilibria in discounted stochastic games
Mathematics of Operations Research | 2016-05-19 | Paper |
Non-paternalistic intergenerational altruism revisited
Journal of Mathematical Economics | 2016-04-15 | Paper |
Bequest games with unbounded utility functions
Journal of Mathematical Analysis and Applications | 2016-01-26 | Paper |
Stochastic games of resource extraction
Automatica | 2015-08-21 | Paper |
On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games
Mathematical Methods of Operations Research | 2015-06-25 | Paper |
Existence of stationary Markov perfect equilibria in stochastic altruistic growth economies
Journal of Optimization Theory and Applications | 2015-06-01 | Paper |
Robust Markov perfect equilibria in a dynamic choice model with quasi-hyperbolic discounting
Dynamic Games in Economics | 2015-05-22 | Paper |
Stochastic bequest games
Games and Economic Behavior | 2015-05-05 | Paper |
On variable discounting in dynamic programming: applications to resource extraction and other economic models
Annals of Operations Research | 2014-11-26 | Paper |
Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
Journal of Economic Theory | 2014-08-27 | Paper |
Robust Markov control processes
Journal of Mathematical Analysis and Applications | 2014-08-26 | Paper |
Robust Markov perfect equilibria
Journal of Mathematical Analysis and Applications | 2014-07-17 | Paper |
Persistently optimal policies in stochastic dynamic programming with generalized discounting
Mathematics of Operations Research | 2014-07-11 | Paper |
Stochastic games with unbounded payoffs: applications to robust control in economics
Dynamic Games and Applications | 2012-12-04 | Paper |
Discounted dynamic programming with unbounded returns: application to economic models
Journal of Mathematical Analysis and Applications | 2011-03-29 | Paper |
On a continuous solution to the Bellman-Poisson equation in stochastic games
Journal of Optimization Theory and Applications | 2010-07-24 | Paper |
Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities
Journal of Optimization Theory and Applications | 2009-07-06 | Paper |
Semi-Markov control processes with non-compact action spaces and discontinuous costs
Applicationes Mathematicae | 2009-02-02 | Paper |
A note on negative dynamic programming for risk-sensitive control
Operations Research Letters | 2008-11-27 | Paper |
A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities
Communications in Statistics: Theory and Methods | 2008-01-23 | Paper |
Average optimality for risk-sensitive control with general state space
The Annals of Applied Probability | 2007-10-22 | Paper |
A note on risk-sensitive control of invariant models
Systems & Control Letters | 2007-10-01 | Paper |
Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities
SIAM Journal on Control and Optimization | 2007-05-22 | Paper |
Approximation of noncooperative semi-Markov games
Journal of Optimization Theory and Applications | 2007-03-06 | Paper |
Optimality in Feller semi-Markov control processes
Operations Research Letters | 2007-02-19 | Paper |
On the optimality equation for average cost Markov control processes with Feller transition probabilities
Journal of Mathematical Analysis and Applications | 2006-03-29 | Paper |
Nonzero-sum semi-Markov games with the expected average payoffs
Mathematical Methods of Operations Research | 2006-02-08 | Paper |
On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes
Mathematics of Operations Research | 2005-11-11 | Paper |
An approximation approach to ergodic semi-Markov control processes
Mathematical Methods of Operations Research | 2003-07-16 | Paper |
On the optimality equation for zero-sum ergodic stochastic games
Mathematical Methods of Operations Research | 2003-07-16 | Paper |
Zero-Sum Semi-Markov Games
SIAM Journal on Control and Optimization | 2003-01-05 | Paper |
| scientific article; zbMATH DE number 1569429 (Why is no real title available?) | 2001-09-02 | Paper |
