Non-zero-sum stochastic games with recursive utilities of risk-sensitive players
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Publication:6569313
DOI10.4064/am2498-1-2024zbMATH Open1545.91022MaRDI QIDQ6569313
Andrzej S. Nowak, Anna Jaśkiewicz, Łukasz Balbus
Publication date: 9 July 2024
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Dynamic programming (90C39) Stochastic games, stochastic differential games (91A15) Utility theory for games (91A30)
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