Research
Research interests
- Game and decision theory
- Stochastic control theory
- Financial mathematics
- Environmental economics
Work in progress
- Decision making in stochastic extensive form II: Stochastic extensive form decision problems
- Decision making in stochastic extensive form III: Continuous time games
- Markovian timing games
- On climate policy choice when investing green is a real option game
Preprints
- Rapsch, E. Emanuel, Decision making in stochastic extensive form I: Stochastic decision forests, Preprint, 18 April 2024. Available on arXiv and SSRN.