Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors
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Publication:2102090
DOI10.1016/J.JMAA.2022.126803zbMATH Open1505.91053OpenAlexW4307210891MaRDI QIDQ2102090FDOQ2102090
Authors: Xin Guo, Jian Chen, Zechao Li 
Publication date: 28 November 2022
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2022.126803
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- Zero-sum risk-sensitive stochastic games
- Zero-sum risk-sensitive stochastic games for continuous time Markov chains
- Risk-sensitive average equilibria for discrete-time stochastic games
- Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion
- 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
Cited In (6)
- Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients
- Zero-sum stochastic games with the average-value-at-risk criterion
- Zero-sum risk-sensitive stochastic games
- Risk-sensitive first passage stochastic games with unbounded costs
- The vanishing discount approach in a class of zero-sum finite games with risk-sensitive average criterion
- Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side
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