Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space
From MaRDI portal
Publication:5219552
DOI10.1287/moor.2017.0870zbMath1443.91034arXiv1603.03683OpenAlexW2766372643MaRDI QIDQ5219552
Mrinal K. Ghosh, Arnab K. Basu
Publication date: 12 March 2020
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.03683
Nash equilibriageometric ergodicityBellman equationsnoncooperative stochastic gamesrisk-sensitive payoff
Noncooperative games (91A10) Discrete-time games (91A50) Stochastic games, stochastic differential games (91A15)
Related Items (13)
Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes ⋮ Zero-sum semi-Markov games with a probability criterion ⋮ Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs ⋮ Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side ⋮ Markov perfect equilibria in OLG models with risk sensitive agents ⋮ Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion ⋮ Risk-sensitive first passage stochastic games with unbounded costs ⋮ Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes ⋮ Risk-sensitive average equilibria for discrete-time stochastic games ⋮ Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs ⋮ Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain ⋮ Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors ⋮ Zero and non-zero sum risk-sensitive Semi-Markov games
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nash equilibria of risk-sensitive nonlinear stochastic differential games
- Risk sensitive control of Markov processes in countable state space
- Infinite horizon risk sensitive control of discrete time Markov processes with small risk
- Multiplicative ergodicity and large deviations for an irreducible Markov chain.
- Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
- Zero-sum risk-sensitive stochastic games on a countable state space
- Average optimality for risk-sensitive control with general state space
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
- Nash equilibria in risk-sensitive dynamic games
- The vanishing discount approach in Markov chains with risk-sensitive criteria
- Zero-Sum Risk-Sensitive Stochastic Differential Games
- Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space
- Multiplicative Markov Decision Chains
- Markov Chains and Stochastic Stability
- Risk-sensitive linear/quadratic/gaussian control
- Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains
- On ergodicity and recurrence properties of a Markov chain by an application to an open jackson network
- Strengthening ergodicity to geometric ergodicity for markov chains
- Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
- On the Relation Between Recurrence and Ergodicity Properties in Denumerable Markov Decision Chains
- Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards
- Risk-Sensitive Control of Finite State Machines on an Infinite Horizon I
- Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models
- Risk-sensitive control with HARA utility
- Discounted linear exponential quadratic Gaussian control
- Risk-Sensitive Control on an Infinite Time Horizon
- Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
- More Risk-Sensitive Markov Decision Processes
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
- Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
- Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
- Risk-Sensitive Markov Decision Processes
- Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
- Fixed-point and Minimax Theorems in Locally Convex Topological Linear Spaces
This page was built for publication: Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space