The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion
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Publication:4611400
DOI10.1137/18M1165104zbMath1419.91064OpenAlexW2909516749WikidataQ128592243 ScholiaQ128592243MaRDI QIDQ4611400
Daniel Hernández-Hernández, Rolando Cavazos-Cadena
Publication date: 18 January 2019
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/18m1165104
zero-sum gameequality of the upper and lower value functionssimultaneous Doeblin conditioncommunicating transition lawdiscounted approximationsexponential disutility function
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