Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion
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Publication:5024369
DOI10.1080/07362994.2021.1889381zbMath1482.91016OpenAlexW3134176091MaRDI QIDQ5024369
Publication date: 31 January 2022
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2021.1889381
zero-sum gamevalue of the gameoptimality equationrisk-sensitive finite-horizon cost criterionsaddle point equilibrium
Noncooperative games (91A10) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (2)
Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space ⋮ Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
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