Details about Anna Jaśkiewicz

Access statistics for papers by Anna Jaśkiewicz.

Last updated 2021-09-28. Update your information in the RePEc Author Service.

Short-id: pja352

Working Papers

2011

1. On Variable Discounting in Dynamic Programming: Applications to Resource Extraction and Other Economic Models
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article On variable discounting in dynamic programming: applications to resource extraction and other economic models, Annals of Operations Research, Springer (2014) View citations (7) (2014)
2. Persistently optimal policies in stochastic dynamic programming with generalized discounting
   MPRA Paper, University Library of Munich, Germany View citations (1)

Journal Articles

2021

1. Markov decision processes with quasi-hyperbolic discounting
   Finance and Stochastics, 2021, 25, (2), 189-229 View citations (4)

2020

2. Equilibria in Altruistic Economic Growth Models
   Dynamic Games and Applications, 2020, 10, (1), 1-18 View citations (1)
3. Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting
   Annals of Operations Research, 2020, 287, (2), 573-591 View citations (5)

2018

4. On symmetric stochastic games of resource extraction with weakly continuous transitions
   TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, 2018, 26, (2), 239-256 View citations (1)
5. Stochastic optimal growth model with risk sensitive preferences
   Journal of Economic Theory, 2018, 173, (C), 181-200 View citations (6)

2017

6. Optimal dividend payout model with risk sensitive preferences
   Insurance: Mathematics and Economics, 2017, 73, (C), 82-93 View citations (2)

2016

7. Non-paternalistic intergenerational altruism revisited
   Journal of Mathematical Economics, 2016, 63, (C), 27-33 View citations (2)

2015

8. Existence of Stationary Markov Perfect Equilibria in Stochastic Altruistic Growth Economies
   Journal of Optimization Theory and Applications, 2015, 165, (1), 295-315 View citations (10)
9. On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games
   Mathematical Methods of Operations Research, 2015, 81, (2), 169-179
10. Risk-sensitive dividend problems
    European Journal of Operational Research, 2015, 242, (1), 161-171 View citations (5)
11. Stochastic bequest games
    Games and Economic Behavior, 2015, 90, (C), 247-256 View citations (7)

2014

12. On variable discounting in dynamic programming: applications to resource extraction and other economic models
    Annals of Operations Research, 2014, 220, (1), 263-278 View citations (7)
    See also Working Paper On Variable Discounting in Dynamic Programming: Applications to Resource Extraction and Other Economic Models, MPRA Paper (2011) View citations (2) (2011)
13. Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
    Journal of Economic Theory, 2014, 151, (C), 411-447 View citations (17)

2011

14. Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics
    Dynamic Games and Applications, 2011, 1, (2), 253-279 View citations (17)

2010

15. On a Continuous Solution to the Bellman-Poisson Equation in Stochastic Games
    Journal of Optimization Theory and Applications, 2010, 145, (3), 451-458

2009

16. Zero-Sum Ergodic Semi-Markov Games with Weakly Continuous Transition Probabilities
    Journal of Optimization Theory and Applications, 2009, 141, (2), 321-347 View citations (2)

2006

17. Approximation of Noncooperative Semi-Markov Games
    Journal of Optimization Theory and Applications, 2006, 131, (1), 115-134 View citations (3)

2005

18. Nonzero-sum semi-Markov games with the expected average payoffs
    Mathematical Methods of Operations Research, 2005, 62, (1), 23-40 View citations (6)

2001

19. An approximation approach to ergodic semi-Markov control processes
    Mathematical Methods of Operations Research, 2001, 54, (1), 1-19 View citations (3)
20. On the optimality equation for zero-sum ergodic stochastic games
    Mathematical Methods of Operations Research, 2001, 54, (2), 291-301

Chapters

2014

1. Robust Markov Perfect Equilibria in a Dynamic Choice Model with Quasi-hyperbolic Discounting
   Springer View citations (1)