Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion

DOI10.1007/s13235-021-00391-2zbMath1494.91009OpenAlexW3168219053MaRDI QIDQ2150660

Chandan Pal, Subhamay Saha, Subrata Golui

Publication date: 30 June 2022

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13235-021-00391-2

zbMATH Keywords

zero-sum gamevalue of the gamesaddle point equilibriumHJI equationrisk-sensitive discounted cost criterion

Mathematics Subject Classification ID

Noncooperative games (91A10) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40)

Related Items (1)

Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space

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