Zero-sum risk-sensitive stochastic games for continuous time Markov chains (Q2821906)

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Zero-sum risk-sensitive stochastic games for continuous time Markov chains
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    Zero-sum risk-sensitive stochastic games for continuous time Markov chains (English)
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    26 September 2016
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    risk-sensitive cost
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    infinite horizon discounted cost
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    infinite horizon ergodic cost
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    HJI equation
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    value
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    saddle point equilibrium
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