Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space (Q5880400)
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scientific article; zbMATH DE number 7661019
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| English | Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space |
scientific article; zbMATH DE number 7661019 |
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Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space (English)
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9 March 2023
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risk-sensitive discounted criterion
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history dependent strategy
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HJI equation
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value of the game
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saddle point equilibrium
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0.9612281918525696
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0.924174964427948
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0.9205604791641236
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0.8856905698776245
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0.8695706725120544
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