Zero-sum risk-sensitive stochastic games
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Publication:730353
DOI10.1016/j.spa.2016.06.020zbMath1398.91055arXiv1604.01896OpenAlexW2341912081MaRDI QIDQ730353
Publication date: 27 December 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.01896
Related Items (21)
Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space ⋮ Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes ⋮ Risk-Sensitive Markov Decision Problems under Model Uncertainty: Finite Time Horizon Case ⋮ Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion ⋮ Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces ⋮ Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side ⋮ Risk filtering and risk-averse control of Markovian systems subject to model uncertainty ⋮ Zero-sum stochastic games with the average-value-at-risk criterion ⋮ 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 ⋮ The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion ⋮ A discounted approach in communicating average Markov decision chains under risk-aversion ⋮ Risk-sensitive average equilibria for discrete-time stochastic games ⋮ Long-run risk sensitive dyadic impulse control ⋮ Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion ⋮ Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs ⋮ Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players ⋮ Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors ⋮ Ergodic risk-sensitive control of Markov processes on countable state space revisited ⋮ Zero and non-zero sum risk-sensitive Semi-Markov games
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