Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion
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Publication:2417050
DOI10.1016/j.orl.2017.11.008OpenAlexW2406772900MaRDI QIDQ2417050
Publication date: 11 June 2019
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2017.11.008
Related Items (8)
Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space ⋮ Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion ⋮ Zero-sum stochastic games with the average-value-at-risk criterion ⋮ Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games ⋮ Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria ⋮ Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors ⋮ Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion ⋮ Zero and non-zero sum risk-sensitive Semi-Markov games
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