Zero-sum semi-Markov games with a probability criterion
From MaRDI portal
(Redirected from Publication:5086912)
Recommendations
Cites work
- A probability criterion for zero-sum stochastic games
- Average optimality for risk-sensitive control with general state space
- Bellman Equations of Risk-Sensitive Control
- Continuous-time Markov decision processes. Theory and applications
- Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
- Ergodic control of diffusion processes.
- scientific article; zbMATH DE number 48691 (Why is no real title available?)
- scientific article; zbMATH DE number 1325008 (Why is no real title available?)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions
- Markov decision processes associated with two threshold probability criteria
- Measurable Selection Theorems for Minimax Stochastic Optimization Problems
- Minimax Theorems
- Minimising a threshold probability in discounted Markov decision processes
- Minimizing risk models in Markov decision processes with policies depending on target values
- Minimum risk probability for finite horizon semi-Markov decision processes
- Nonzero-sum risk-sensitive stochastic games on a countable state space
- Nonzero-sum stochastic games with probability criteria
- Optimal threshold probability and expectation in semi-Markov decision processes
- Performance analysis for controlled semi-Markov systems with application to maintenance
- Remarks on risk-sensitive control problems
- Risk sensitive control of Markov processes in countable state space
- Risk-sensitive control of continuous time Markov chains
- Risk-sensitive control of pure jump process on countable space with near monotone cost
- Risk-Sensitive Control on an Infinite Time Horizon
- Risk-sensitive control with near monotone cost
- Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates
- Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
- Target-level criterion in Markov decision processes
- The risk probability criterion for discounted continuous-time Markov decision processes
- Threshold probability of non-terminal type in finite horizon Markov decision processes
- Zero-sum risk-sensitive stochastic differential games
- Zero-sum risk-sensitive stochastic games on a countable state space
- Zero-sum stochastic differential games with risk-sensitive cost
Cited in
(16)- A probability criterion for zero-sum stochastic games
- Zero-sum semi-Markov games with state-action-dependent discount factors
- Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem
- Continuous-time zero-sum games with probability criterion
- Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities
- scientific article; zbMATH DE number 4066673 (Why is no real title available?)
- Zero-sum two-person semi-Markov games
- Nonzero-sum semi-Markov games with countable state spaces
- scientific article; zbMATH DE number 1795917 (Why is no real title available?)
- Zero and non-zero sum risk-sensitive Semi-Markov games
- Zero-sum discounted semi-Markov games with stopping and control
- Zero-sum semi-Markov games with the risk-sensitive average reward criterion
- Finite horizon semi-Markov games with the expected-positive-deviation criterion
- Nonzero-sum stochastic games with probability criteria
- Nonzero-sum semi-Markov games with the expected average payoffs
- Partially observed semi-Markov zero-sum games with average payoff
This page was built for publication: Zero-sum semi-Markov games with a probability criterion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5086912)