Anna Jaśkiewicz

Wydział Matematyki
Politechnika Wrocławska
pokój 5.03, budynek C-11, tel. 320-31-81

AM1:

Oświadczenie

Publications:

[AJ1] A. Jaśkiewicz „On strong 1-optimal policies in Markov control processes with Borel state space”, Bulletin of the Polish Academy of Science, vol. 48 (2000), str. 439-450.
[AJ2] A. Jaśkiewicz „An approximation approach to ergodic semi-Markov control processes”, Mathematical Methods of Operations Research, vol. 54 (2001), str. 1-19.
[AJ3] A. Jaśkiewicz i A.S. Nowak „On the optimality equation for ergodic zero-sum stochastic games”, Mathematical Methods of Operations Research, vol. 54 (2001), str. 291-301.
[AJ4] A. Jaśkiewicz „Zero-sum semi-Markov games”, SIAM Journal on Control and Optimization, vol. 41 (2002), str. 723-739.
[AJ5] A. Jaśkiewicz „On the equivalence of two expected average cost criteria for semi-Markov control processes”, Mathematics of Operations Research, vol. 29 (2004), str. 326-338.
[AJ6] A. Jaśkiewicz, A.S. Nowak „Nonzero-sum semi-Markov games with the expected average payoffs”, Mathematical Methods of Operations Research, vol. 62 (2005), str. 23-40.
[AJ7] A. Jaśkiewicz, A.S. Nowak „Zero-sum ergodic stochastic games”, Proceedings of the 44th IEEE Conference on Decision and Control, str. 1741-1746, Seville, Spain, 2005.
[AJ8] A. Jaśkiewicz, A.S. Nowak „On the optimality equation for average cost Markov control processes with Feller transition probabilities”, Journal of Mathematical Analysis and Applications, vol. 316 (2006), str. 495-509.
[AJ9] A. Jaśkiewicz, A.S. Nowak „Zero-sum ergodic stochastic games with Feller transition probabilities”, SIAM Journal on Control and Optimization, vol. 45 (2006), str. 773-789.
[AJ10] A. Jaśkiewicz, A.S. Nowak „Optimality in Feller semi-Markov control processes”, Operations Research Letters, vol. 34 (2006), str. 713-718.
[AJ11] A. Jaśkiewicz, A.S. Nowak „Approximation of noncooperative semi-Markov games”, Journal of Optimization Theory and Applications, vol. 131 (2006), str. 115-134.
[AJ12] A. Jaśkiewicz „Average optimality for risk-sensitive control with general state space”, Annals of Applied Probability, vol. 17 (2007), str. 654-675.
[AJ13] A. Jaśkiewicz, A.S. Nowak „Average optimality for semi-Markov control processes”, Morfismos, vol. 11 (2007), str. 15-36.
[AJ14] A. Jaśkiewicz „A note on risk-sensitive control of invariant models”, Systems and Control Letters, vol. 56 (2007), str. 663-668.
[AJ15] A. Jaśkiewicz „A fixed point approach to solve the average cost optimality equation for semi-Markov control processes with Feller transition probabilities”, Communications in Statistics – Theory and Methods, vol. 36 (2007), str. 2559-2575.
[AJ16] A. Jaśkiewicz „A note on negative dynamic programming for risk-sensitive control”, Operations Research Letters, vol. 36 (2008), str. 531-534.
[AJ17] A. Jaśkiewicz „Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities”, Journal of Optimization Theory and Applications, vol. 141 (2009), str. 321–347.
[AJ18] A. Jaśkiewicz „Semi-Markov control processes with non-compact action spaces and discontinuous costs”, Applicationes Mathematicae, vol. 36 (2009), str. 29-42.
[AJ19] A. Jaśkiewicz „On a continuous solution to the Bellman-Poisson equation in stochastic games”, Journal of Optimization Theory and Applications, vol.145 (2010), str. 451-458.
[AJ20] A. Jaśkiewicz, A.S. Nowak „Discounted dynamic programming with unbounded returns: Application to economic models”, Journal of Mathematical Analysis and Applications, vol. 378 (2011), str. 450-462.
[AJ21] A. Jaśkiewicz, A.S. Nowak „Stochastic games with unbounded payoffs: Applications to robust control in economics”, Dynamic Games and Applications, vol. 1 (2011), str. 253-279.
[AJ22] A. Jaśkiewicz, J. Matkowski, A.S. Nowak „Persistently optimal policies in stochastic dynamic programming with generalized discounting”, Mathematics of Operations Research, vol. 38 (2013), str.108-121.
[AJ23] Ł. Balbus, A. Jaśkiewicz, A.S. Nowak „Robust Markov perfect equilibria in a dynamic choice model with quasi-hyperbolic discounting'', Dynamic Games in Economics (J. Haunschmied, V.M. Veliov, S. Wrzaczek, Eds.), ser. Dynamic Modeling and Econometrics in Economics and Finance, vol.16, Springer-Verlag (2014), str. 1-22.
[AJ24] A. Jaśkiewicz, A.S. Nowak „Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models'', Journal of Economic Theory, vol.151 (2014), str. 411-447.
[AJ25] A. Jaśkiewicz, J. Matkowski, A.S. Nowak „Generalised discounting in dynamic programming with unbounded returns”, Operations Research Letters, vol.42 (2014), str. 231-233.
[AJ26] A. Jaśkiewicz, J. Matkowski, A.S. Nowak „On variable discounting in dynamic programming: applications to resource extraction and other economic models”, Annals of Operations Research, vol. 220 (2014), str. 263-278.
[AJ27] A. Jaśkiewicz, A.S. Nowak „Robust Markov perfect equilibria”, Journal of Mathematical Analysis and Applications, vol. 419 (2014), str. 1322-1332.
[AJ28] A. Jaśkiewicz, A.S. Nowak „Robust Markov control processes”, Journal of Mathematical Analysis and Applications, vol. 420 (2014), str. 1337-1353.
[AJ29] Ł. Balbus, A. Jaśkiewicz, A.S. Nowak „Existence of stationary Markov perfect equilibria in stochastic altruistic growth economies”, Journal of Optimization Theory and Applications, vol. 165 (2015), str. 295-315.
[AJ30] A. Jaśkiewicz, A.S. Nowak „Stochastic games of resource extraction”, Automatica, vol. 54 (2015), str. 310-316.
[AJ31] N. Bäuerle, A. Jaśkiewicz „Risk-sensitive dividend problems”, European Journal of Operational Research, vol. 242 (2015), str. 161-171.
[AJ32] Ł. Balbus, A. Jaśkiewicz, A.S. Nowak „Stochastic bequest games”, Games and Economic Behavior, vol. 90 (2015), str. 247-256.
[AJ33] Ł. Balbus, A. Jaśkiewicz, A.S. Nowak „Bequest games with unbounded utility functions”, Journal of Mathematical Analysis and Applications, vol. 427 (2015), str. 515-524.
[AJ34] A. Jaśkiewicz, A.S. Nowak „On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games", Mathematical Methods of Operations Research, vol. 81 (2015), str. 169-179.
[AJ35] J. Rubio-Herrero, M. Baykal-Gürsoy, A. Jaśkiewicz „A price-setting newsvendor problem under mean-variance criteria", European Journal of Operational Research, vol. 247 (2015), str. 575-587.
[AJ36] Ł. Balbus, A. Jaśkiewicz, A.S. Nowak „Non-paternalistic intergenerational altruism revisited”, Journal of Mathematical Economics, vol. 63 (2016), str. 27-33.
[AJ37] A. Jaśkiewicz, A.S. Nowak „Stationary almost Markov perfect equilibria in discounted stochastic games", Mathematics of Operations Research, vol. 41 (2016), str. 430-441.
[AJ38] N. Bäuerle, A. Jaśkiewicz „Optimal dividend payout model with risk sensitive preferences”, Insurance: Mathematics and Economics, vol. 73 (2017), str. 82-93.
[AJ39] Ł. Balbus, A. Jaśkiewicz, A.S. Nowak, Ł. Woźny „A note on Markov perfect equilibria in a class of non-stationary stochastic bequest games”, Journal of Mathematical Analysis and Applications, vol. 456 (2017), str. 394-401.
[AJ40] H. Asienkiewicz, A. Jaśkiewicz „A note on a new class of recursive utilities in Markov decision processes”, Applicationes Mathematicae, vol. 44 (2017), str. 149-161.
[AJ41] N. Bäuerle, A. Jaśkiewicz „Stochastic optimal growth model with risk sensitive preferences”, Journal of Economic Theory, vol. 173 (2018), str. 181-200.
[AJ42] A. Jaśkiewicz, A.S. Nowak „Zero-sum stochastic games", Handbook of Dynamic Games, vol. I (Theory), Springer, Cham 2018, str. 215-279.
[AJ43] A. Jaśkiewicz, A.S. Nowak „Non-zero-sum stochastic games", Handbook of Dynamic Games, vol. I (Theory), Springer, Cham 2018, str. 281-344.
[AJ44] A. Jaśkiewicz, A.S. Nowak „On symmetric stochastic games of resource extraction with weakly continuous transitions", TOP, vol. 26 (2018), str. 239-256.
[AJ45] A. Jaśkiewicz, A.S. Nowak „On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem”, Journal of Mathematical Analysis and Applications, vol. 469, str. 126-135.
[AJ46] A. Jaśkiewicz, A.S. Nowak „Constrained Markov decision processes with expected total reward criteria”, SIAM Journal on Control and Optimizations, vol. 57 (2019), str. 3118-3136.
[AJ47] E.A. Feinberg, A. Jaśkiewicz, A.S. Nowak „Constrained discounted Markov decision processes with Borel state spaces”, Automatica vol. 111 (2020), 108582.
[AJ48] Ł. Balbus, A. Jaśkiewicz, A.S. Nowak „Equilibria in altruistic economic growth models”, Dynamic Games and Applications vol. 10 (2020), str. 1-18.
[AJ49] Ł. Balbus, A. Jaśkiewicz, A.S. Nowak „Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting”, Annals of Operations Research, vol. 287 (2020), str. 573-591.
[AJ50] A. Jaśkiewicz, A.S. Nowak „Markov decision processes with quasi-hyperbolic discounting”, Finance and Stochastics, https://doi.org/10.1007/s00780-020-00443-2
[AJ51] N. Bäuerle, A. Jaśkiewicz, A.S. Nowak „Stochastic dynamic programming with non-linear discounting”, Applied Mathematics and Optimization, https://doi.org/10.1007/s00245-020-09731-x

Wywiad:
Interview with Andrzej Nowak - Laureate of the Rufus Isaacs Award

Editorial position:
SIAM Journal on Control and Optimization, Associate Editor
Dynamic Games and Applications, Associate Editor
Operations Research Letters, Associate Editor
Mathematica Applicanda, Associate Editor

GRANTY MEiN/NCN:

główny wykonawca projektu badawczego pt. „Gry stochastyczne”, finansowanego przez KBN w latach 2001-2003;
główny wykonawca projektu badawczego pt. „Teoria równowagi w grach stochastycznych”, finansowanego przez MEiN w latach 2006-2008.
kierownik projektu badawczego pt. ,,Uogólnione markowskie modele decyzyjne i gry'' finansowanego przez NCN w latach 2012-2014.
kierownik projektu badawczego pt. ,,Metody rekurencyjne w grach stochastycznych i procesach decyzyjnych'' finansowanego przez NCN w latach 2017-2019.

Stypendium Fundacji Alexandra von Humboldta:

Ulm Universität (10-12.2005, 10-12.2008),
Humboldt-Universität zu Berlin (01-03.2006),
Karlsruher Institut für Technologie (03-05.2013,04-06.2015).

Anna Jaśkiewicz

AM1:

Publications:

Wywiad: Interview with Andrzej Nowak - Laureate of the Rufus Isaacs Award

Editorial position: SIAM Journal on Control and Optimization, Associate Editor Dynamic Games and Applications, Associate Editor Operations Research Letters, Associate Editor Mathematica Applicanda, Associate Editor

GRANTY MEiN/NCN:

Stypendium Fundacji Alexandra von Humboldta:

Wywiad:
Interview with Andrzej Nowak - Laureate of the Rufus Isaacs Award

Editorial position:
SIAM Journal on Control and Optimization, Associate Editor
Dynamic Games and Applications, Associate Editor
Operations Research Letters, Associate Editor
Mathematica Applicanda, Associate Editor