Zero-sum risk-sensitive stochastic games for continuous time Markov chains (Q2821906)
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scientific article; zbMATH DE number 6629610
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Zero-sum risk-sensitive stochastic games for continuous time Markov chains |
scientific article; zbMATH DE number 6629610 |
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Zero-sum risk-sensitive stochastic games for continuous time Markov chains (English)
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26 September 2016
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risk-sensitive cost
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infinite horizon discounted cost
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infinite horizon ergodic cost
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HJI equation
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value
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saddle point equilibrium
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