Non-zero-sum stochastic games with recursive utilities of risk-sensitive players
From MaRDI portal
Publication:6569313
DOI10.4064/AM2498-1-2024zbMATH Open1545.91022MaRDI QIDQ6569313FDOQ6569313
Andrzej S. Nowak, Anna Jaskiewicz, Łukasz Balbus
Publication date: 9 July 2024
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Dynamic programming (90C39) Stochastic games, stochastic differential games (91A15) Utility theory for games (91A30)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
- Stochastic finance. An introduction in discrete time
- Stochastic optimal control. The discrete time case
- Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
- Risk Aversion in the Small and in the Large
- Stationary Ordinal Utility and Impatience
- Discounted linear exponential quadratic Gaussian control
- Risk-Sensitive Mean-Field Games
- On N-person stochastic games by denumerable state space
- Discounted Dynamic Programming
- Infinite horizon risk sensitive control of discrete time Markov processes with small risk
- More Risk-Sensitive Markov Decision Processes
- Risk-Sensitive Markov Decision Processes
- Nash equilibria of risk-sensitive nonlinear stochastic differential games
- Risk-sensitive dynamic market share attraction games
- A class of risk-sensitive noncooperative games
- Stochastic optimal growth model with risk sensitive preferences
- Risk-sensitive linear/quadratic/gaussian control
- Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
- Markov decision processes with a new optimality criterion: Discrete time
- A Utility Criterion for Markov Decision Processes
- A note on a new class of recursive utilities in Markov decision processes
- Precautionary Savings and the Permanent Income Hypothesis
- Zero-sum risk-sensitive stochastic games on a countable state space
- Nash equilibria in risk-sensitive dynamic games
- Zero-sum risk-sensitive stochastic games
- Optimal dividend payout model with risk sensitive preferences
- Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players
- Robust designs through risk sensitivity: an overview
- Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space
- Markov perfect equilibria in OLG models with risk sensitive agents
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs
This page was built for publication: Non-zero-sum stochastic games with recursive utilities of risk-sensitive players
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6569313)