Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space
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Publication:5219552
DOI10.1287/moor.2017.0870zbMath1443.91034arXiv1603.03683OpenAlexW2766372643MaRDI QIDQ5219552
Mrinal K. Ghosh, Arnab K. Basu
Publication date: 12 March 2020
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.03683
Nash equilibriageometric ergodicityBellman equationsnoncooperative stochastic gamesrisk-sensitive payoff
Noncooperative games (91A10) Discrete-time games (91A50) Stochastic games, stochastic differential games (91A15)
Related Items (13)
Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes ⋮ Zero-sum semi-Markov games with a probability criterion ⋮ Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs ⋮ Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side ⋮ Markov perfect equilibria in OLG models with risk sensitive agents ⋮ Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion ⋮ Risk-sensitive first passage stochastic games with unbounded costs ⋮ Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes ⋮ Risk-sensitive average equilibria for discrete-time stochastic games ⋮ Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs ⋮ Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain ⋮ Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors ⋮ Zero and non-zero sum risk-sensitive Semi-Markov games
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