A class of risk-sensitive noncooperative games

DOI10.1016/0165-1889(90)90009-6zbMath0772.90092OpenAlexW2088242914MaRDI QIDQ1813705

Paolo Caravani, George P. Papavassilopoulos

Publication date: 25 June 1992

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(90)90009-6

zbMATH Keywords

economic interpretationaffine Nash equilibriarisk-aversenesstwo-player stochastic nonzero-sum games

Mathematics Subject Classification ID

Decision theory (91B06) Noncooperative games (91A10) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Decision theory for games (91A35)

Related Items (3)

Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models ⋮ The endogenous stability of economic systems ⋮ Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?

Cites Work

• Dynamic programming and stochastic control
• Dynamic noncooperative game theory
• Dynamic Programming Under Uncertainty with a Quadratic Criterion Function
• Economic policy rules for risk-sensitive decision making
• A decentralized team decision problem with an exponential cost criterion
• Risk-sensitive linear/quadratic/gaussian control
• Solution of Some Stochastic Quadratic Nash and Leader-Follower Games
• On values and strategies for infinite-time linear quadratic games
• Risk Aversion in the Small and in the Large
• Team Decision Problems

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