Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion (Q2150660)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion |
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Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion (English)
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30 June 2022
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zero-sum game
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risk-sensitive discounted cost criterion
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HJI equation
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value of the game
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saddle point equilibrium
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