Research

Research interests

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

Work in progress

1. Decision making in stochastic extensive form III: Stochastic differential games approximation
2. Markovian timing games
3. On climate policy choice when investing green is a real option game

Preprints

1. Rapsch, E. Emanuel, Decision making in stochastic extensive form II: Stochastic extensive forms and games, Preprint, November 2024. DOI: 10.48550/arXiv.2411.17587. Available on arXiv / SSRN.
2. Rapsch, E. Emanuel, Decision making in stochastic extensive form I: Stochastic decision forests, Preprint, Version 2, November 2024. DOI: 10.48550/arXiv.2404.12332. Available on arXiv / SSRN. Version 1 was made available in April 2024.