Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors
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Publication:2102090
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Cites work
- scientific article; zbMATH DE number 1325008 (Why is no real title available?)
- Games and dynamic games
- Measurable Selection Theorems for Minimax Stochastic Optimization Problems
- Nonzero-sum risk-sensitive stochastic games on a countable state space
- Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models
- Risk-sensitive average equilibria for discrete-time stochastic games
- Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
- The vanishing discount approach in a class of zero-sum finite games with risk-sensitive average criterion
- Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion
- Zero-sum risk-sensitive stochastic games
- Zero-sum risk-sensitive stochastic games for continuous time Markov chains
- Zero-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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