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A note on negative dynamic programming for risk-sensitive control
Jaśkiewicz, Anna - In: Operations research letters 36 (2008) 5, pp. 531-534
Persistent link: https://www.econbiz.de/10003786750
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An approximation approach to ergodic semi-Markov control processes
Jaśkiewicz, Anna - In: Mathematical methods of operations research 54 (2001) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001628087
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A price-setting newsvendor problem under mean-variance criteria
Rubio-Herrero, Javier; Baykal-Gürsoy, Melike; … - In: European journal of operational research : EJOR 247 (2015) 2, pp. 575-587
Persistent link: https://www.econbiz.de/10011375783
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On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games
Jaśkiewicz, Anna; Nowak, Andrzej S. - In: Mathematical methods of operations research 81 (2015) 2, pp. 169-179
Persistent link: https://www.econbiz.de/10010526380
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Generalised discounting in dynamic programming with unbounded returns
Jaśkiewicz, Anna; Matkowski, Janusz; Nowak, Andrzej S. - In: Operations research letters 42 (2014) 3, pp. 231-233
Persistent link: https://www.econbiz.de/10010383184
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Stationary almost Markov perfect equilibria in discounted stochastic games
Jaśkiewicz, Anna; Nowak, Andrzej S. - In: Mathematics of operations research 41 (2016) 2, pp. 430-441
Persistent link: https://www.econbiz.de/10011520450
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On variable discounting in dynamic programming : applications to resource extraction and other economic models
Jaśkiewicz, Anna; Matkowski, Janusz; Nowak, Andrzej S. - In: Collaborative environmental management and modelling, (pp. 263-278). 2014
Persistent link: https://www.econbiz.de/10010407459
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Risk-sensitive dividend problems
Bäuerle, Nicole; Jaśkiewicz, Anna - In: European journal of operational research : EJOR 242 (2015) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10010488024
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Stochastic games with unbounded payoffs : applications to robust control in economics
Jaśkiewicz, Anna; Nowak, Andrzej S. - In: Dynamic games and applications : DGA 1 (2011) 2, pp. 253-279
Persistent link: https://www.econbiz.de/10009270322
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Stochastic bequest games
Balbus, Lukasz; Jaśkiewicz, Anna; Nowak, Andrzej S. - In: Games and economic behavior 90 (2015), pp. 247-256
Persistent link: https://www.econbiz.de/10011383941