A class of risk-sensitive noncooperative games
DOI10.1016/0165-1889(90)90009-6zbMATH Open0772.90092OpenAlexW2088242914MaRDI QIDQ1813705FDOQ1813705
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
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Decision theory (91B06) Noncooperative games (91A10) 2-person games (91A05) Decision theory for games (91A35) Stochastic games, stochastic differential games (91A15)
Cites Work
- Dynamic noncooperative game theory
- Dynamic programming and stochastic control
- Risk Aversion in the Small and in the Large
- Team Decision Problems
- Dynamic Programming Under Uncertainty with a Quadratic Criterion Function
- On values and strategies for infinite-time linear quadratic games
- Risk-sensitive linear/quadratic/gaussian control
- Economic policy rules for risk-sensitive decision making
- Solution of Some Stochastic Quadratic Nash and Leader-Follower Games
- A decentralized team decision problem with an exponential cost criterion
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
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Risk-Security Tradeoff in Graphical Coordination Games
- Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
- Title not available (Why is that?)
- Title not available (Why is that?)
- 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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