Risk-sensitive first passage stochastic games with unbounded costs

DOI10.1080/02331934.2022.2141057OpenAlexW4308343015MaRDI QIDQ6194125

Qingda Wei, Xian Chen

Publication date: 19 March 2024

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2022.2141057

zbMATH Keywords

Nash equilibriumnonzero-sum gamerisk-sensitive first passage discounted cost criterion

Mathematics Subject Classification ID

Discrete-time games (91A50) Stochastic games, stochastic differential games (91A15)

Cites Work

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