Nash equilibria in risk-sensitive dynamic games

DOI10.1109/9.867067zbMath0988.93084OpenAlexW2164756979MaRDI QIDQ2730182

M. B. Klompstra

Publication date: 5 August 2001

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.867067

zbMATH Keywords

Kalman filterlinear quadratic controlNash risk-sensitivity

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Dynamic games (91A25)

Related Items (8)

Markov perfect equilibria in OLG models with risk sensitive agents ⋮ Optimal linear closed-loop Stackelberg strategy with asymmetric information ⋮ Zero-sum risk-sensitive stochastic games on a countable state space ⋮ The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion ⋮ Zero-sum risk-sensitive stochastic games ⋮ Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space ⋮ Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs ⋮ Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players

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