Anna Jaśkiewicz
| Anna Jaśkiewicz | |
|---|---|
 | |
| Born | 14 January 1976 Wrocław, Poland |
| 🎓 Alma mater | Wrocław University of Science and Technology (MSc, PhD, DSc) |
| 💼 Occupation | |
| Known for | Stochastic games, Markov and semi-Markov decision processes, and risk-sensitive control |
| 🌐 Website | wmat |
Anna Jaśkiewicz (born 14 January 1976) is a Polish mathematician and professor of mathematics at Wrocław University of Science and Technology. Her research focuses on stochastic games, Markov and semi-Markov decision processes, dynamic programming, and risk-sensitive control, with applications to economics and operations research.[1][2]
Education and career
Jaśkiewicz received her PhD in mathematics in 2003 from Wrocław University of Science and Technology, where her dissertation on semi-Markov decision processes and stochastic games was awarded a distinction. Her PhD advisor was Andrzej S. Nowak.[3][4] She completed her habilitation in mathematics in 2010 and was awarded the title of full professor in 2021.[5] She has been affiliated with Wrocław University of Science and Technology throughout her academic career, where she currently holds a professorship in the Faculty of Mathematics.
Research
Her work addresses dynamic decision models under uncertainty, including stochastic decision models and zero sum and non-zero sum stochastic games, nonlinear and quasi-hyperbolic discounting, recursive and risk-sensitive criteria, and issues of time consistency. She has made contributions to the theory of Markov perfect equilibria and to stochastic dynamic programming with unbounded rewards.[6][7][8]
Selected Publications
Her publications include articles in SIAM Journal on Control and Optimization, Automatica, Journal of Economic Theory, Mathematics of Operations Research, Finance and Stochastics, and Dynamic Games and Applications.[9][6][7]
Her results concern stochastic decision models and stochastic games, with emphasis on risk-sensitive criteria, dynamic inconsistency, and equilibrium concepts.[10]
In work on mean–variance optimization, she developed a formulation of discrete-time control problems on extended state spaces that restores Bellman-type optimality equations and yields time-consistent optimal strategies, addressing classical time-inconsistency issues in risk-sensitive decision models. Together with collaborators, she has also provided a systematic overview of Markov decision processes with risk-sensitive criteria, synthesizing results from stochastic control, operations research, and economic applications.[11]
She established existence results for Markov perfect equilibria in discounted stochastic games, including non-zero-sum models, games with constraints, and games with action-dependent transitions (ARAT games). These results cover models with quasi-hyperbolic discounting and non-standard preference structures.[12][13]
Her contributions to risk-sensitive Markov decision processes include analyses of optimal policies under exponential and mean–variance criteria, as well as structural results for models with general utility functions and unbounded rewards. These results have been applied to discrete-time optimization problems arising in control and finance.[14]
Service and recognition
She has served as an associate editor of Dynamic Games and Applications,[15] Operations Research Letters,[16] and SIAM Journal on Control and Optimization.[17] Jaśkiewicz has been a member of the Executive Board of the International Society of Dynamic Games and has acted as a reviewer for doctoral and habilitation theses in Poland and abroad. She is a recipient of research fellowships from the Alexander von Humboldt Foundation[18] and has received multiple Rector's Awards from Wrocław University of Science and Technology for scientific achievements.
References
- ↑ "prof. dr hab. inż. Anna Jaśkiewicz". Nowa Nauka Polska (in polski). National Information Processing Institute. Retrieved 19 January 2026.
- ↑ "prof. dr hab. Anna Jaśkiewicz". Nauka Polska (in polski). National Information Processing Institute. 2016. Retrieved 19 January 2026.
- ↑ Anna Jaśkiewicz (2003). On zero sum stochastic games with general state space (PhD thesis). Wrocław University of Technology. Retrieved 2024-10-16.
- ↑ "Anna Jaśkiewicz – The Mathematics Genealogy Project". www.genealogy.math.ndsu.nodak.edu. Retrieved 2025-10-14.
- ↑ "Nominacja profesorska prof. Anny Jaśkiewicz". wmat.pwr.edu.pl (in polski). Retrieved 2025-12-04.
- ↑ 6.0 6.1 Anna Jaśkiewicz (2000). "List of publications in MathSciNet". American Mathematical Society. Retrieved 2024-02-19.
- ↑ 7.0 7.1 "Anna Jaśkiewicz - Author Profile - zbMATH Open". zbmath.org. Retrieved 2026-01-23.
- ↑ "Anna Jaśkiewicz". scholar.google.com. Retrieved 2026-01-24.
- ↑ Anna Jaśkiewicz. "ORCID". orcid.org. Retrieved 2025-01-22.
- ↑ Bäuerle, N.; Jaśkiewicz, A. (2025). “Time-consistency in the mean-variance problem: a new perspective.” IEEE Transactions on Automatic Control 70, 251–262.
- ↑ Bäuerle, N.; Jaśkiewicz, A. (2024). “Markov decision processes with risk-sensitive criteria: an overview.” Mathematical Methods of Operations Research 99, 141–178.
- ↑ Jaśkiewicz, A.; Nowak, A. S. (2024). “On Markov perfect equilibria in discounted stochastic ARAT games.” SIAM Journal on Control and Optimization 62, 2148–2175.
- ↑ Jaśkiewicz, A.; Nowak, A. S. (2022). “A note on topological aspects in dynamic games of resource extraction and economic growth theory.” Games and Economic Behavior 131, 264–274.
- ↑ Bäuerle, N.; Jaśkiewicz, A.; Nowak, A. S. (2025). “Mean-variance optimization in discrete-time processes with general utility function.” Automatica 174, 112142.
- ↑ "Dynamic Games and Applications. Associate Editors". SpringerLink. Retrieved 2026-01-23.
- ↑ "Editorial Board". Operations Research Letters. 47 (5): IFC. 2019-09. doi:10.1016/S0167-6377(19)30472-9.
Anna Jaśkiewicz (Associate Editors)
Check date values in:|date=(help) - ↑ "SIAM Journal on Control and Optimization – Editorial Board". SIAM Journal on Control and Optimization. Retrieved 2026-01-23.
- ↑ "Dr. Anna Jaskiewicz". www.humboldt-foundation.de. Retrieved 2026-01-23.
Category:Living people Category:1976 births Category:Polish mathematicians Category:Wrocław University of Science and Technology alumni Category:Wrocław University of Science and Technology Category:Polish women mathematicians
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