A class of risk-sensitive noncooperative games

DOI10.1016/0165-1889(90)90009-6MaRDI QIDQ1813705zbMATH OpenOpenAlexFDO

Authors Paolo Caravani, George P. Papavassilopoulos

Publication date 25 June 1992

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1889(90)90009-6

zbMATH Keywords

economic interpretationaffine Nash equilibriarisk-aversenesstwo-player stochastic nonzero-sum games

Mathematics Subject Classification ID

Decision theory (91B06) Noncooperative games (91A10) 2-person games (91A05) Decision theory for games (91A35) Stochastic games, stochastic differential games (91A15)

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Cites work

• A decentralized team decision problem with an exponential cost criterion
• Dynamic Programming Under Uncertainty with a Quadratic Criterion Function
• Dynamic noncooperative game theory
• Dynamic programming and stochastic control
• Economic policy rules for risk-sensitive decision making
• On values and strategies for infinite-time linear quadratic games
• Risk Aversion in the Small and in the Large
• Risk-sensitive linear/quadratic/gaussian control
• Solution of Some Stochastic Quadratic Nash and Leader-Follower Games
• Team Decision Problems

Cited in

(14)

• Non-zero-sum stochastic games with recursive utilities of risk-sensitive players
• Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
• Two-stage non-cooperative games with risk-averse players
• scientific article; zbMATH DE number 6746069 (Why is no real title available?)
• scientific article; zbMATH DE number 1086927 (Why is no real title available?)
• A Risk-Security Tradeoff in Graphical Coordination Games
• scientific article; zbMATH DE number 2202819 (Why is no real title available?)
• Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
• scientific article; zbMATH DE number 176083 (Why is no real title available?)
• Changes in risk and strategic interaction
• Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players
• The endogenous stability of economic systems
• Nash equilibria in risk-sensitive dynamic games
• Risk-neutral equilibria of noncooperative games

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