Research

Research interests

• Game and decision theory
• Stochastic control theory
• Financial mathematics
• Environmental economics

Work in progress

1. Decision making in stochastic extensive form II: Stochastic extensive form decision problems
2. Decision making in stochastic extensive form III: Continuous time games
3. Markovian timing games
4. On climate policy choice when investing green is a real option game

Preprints

1. Rapsch, E. Emanuel, Decision making in stochastic extensive form I: Stochastic decision forests, Preprint, 9th November 2024 (first version submitted on 18th April 2024). Available on arXiv.