Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs

DOI10.1007/s13235-021-00380-5zbMath1482.91019OpenAlexW3134899680MaRDI QIDQ2068913

Xian Chen, Qingda Wei

Publication date: 20 January 2022

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13235-021-00380-5

zbMATH Keywords

Nash equilibriumunbounded costnonzero-sum gamerisk-sensitive average cost criterion

Mathematics Subject Classification ID

Discrete-time games (91A50) Population dynamics (general) (92D25) Stochastic games, stochastic differential games (91A15)

Related Items (3)

Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes ⋮ Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion ⋮ Risk-sensitive first passage stochastic games with unbounded costs

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