Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion (Q2150660)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion |
scientific article |
Statements
Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion (English)
0 references
30 June 2022
0 references
zero-sum game
0 references
risk-sensitive discounted cost criterion
0 references
HJI equation
0 references
value of the game
0 references
saddle point equilibrium
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references