Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs
From MaRDI portal
Publication:2068913
DOI10.1007/s13235-021-00380-5zbMath1482.91019OpenAlexW3134899680MaRDI QIDQ2068913
Publication date: 20 January 2022
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13235-021-00380-5
Discrete-time games (91A50) Population dynamics (general) (92D25) Stochastic games, stochastic differential games (91A15)
Related Items (3)
Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes ⋮ Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion ⋮ Risk-sensitive first passage stochastic games with unbounded costs
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
- Stochastic games with unbounded payoffs: applications to robust control in economics
- Zero-sum risk-sensitive stochastic games
- Existence of stationary equilibrium strategies in non-zero sum discounted stochastic games with uncountable state space and state-independent transitions
- Stochastic optimal control. The discrete time case
- Nash equilibria of risk-sensitive nonlinear stochastic differential games
- Handbook of game theory with economic applications. Vol. 3
- Multiplicative ergodicity and large deviations for an irreducible Markov chain.
- Risk-sensitive average equilibria for discrete-time stochastic games
- Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players
- Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
- Zero-sum risk-sensitive stochastic games on a countable state space
- Nash equilibria in risk-sensitive dynamic games
- Stationary Almost Markov Perfect Equilibria in Discounted Stochastic Games
- Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities
- Markov Chains and Stochastic Stability
- Existence of Stationary Correlated Equilibria with Symmetric Information for Discounted Stochastic Games
- Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards
- Zero-Sum Average Semi-Markov Games: Fixed-Point Solutions of the Shapley Equation
- $\varepsilon$-Equilibria for Stochastic Games with Uncountable State Space and Unbounded Costs
- The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion
- Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space
- Subgame-Perfect Equilibria for Stochastic Games
- Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
- Stochastic Games
- Stochastic games
- Algorithms for optimization and stabilization of controlled Markov chains.
This page was built for publication: Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs