Risk-sensitive control, single controller games and linear programming

DOI10.3934/JDG.2023024MaRDI QIDQ6456767zbMATH OpenOpenAlexFDO

Authors Vivek Borkar

Publication date 26 October 2023

Full work available at URL https://doi.org/10.3934/jdg.2023024

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20)

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Cited in

(1)

• Team variance optimization of n-player stochastic games with separately controlled chains

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