Zero-sum risk-sensitive stochastic games

From MaRDI portal
Publication:730353


DOI10.1016/j.spa.2016.06.020zbMath1398.91055arXiv1604.01896OpenAlexW2341912081MaRDI QIDQ730353

Ulrich Rieder, Nicole Bäuerle

Publication date: 27 December 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.01896



Related Items

Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space, Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes, Risk-Sensitive Markov Decision Problems under Model Uncertainty: Finite Time Horizon Case, Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion, Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces, Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side, Risk filtering and risk-averse control of Markovian systems subject to model uncertainty, Zero-sum stochastic games with the average-value-at-risk criterion, 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, The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion, A discounted approach in communicating average Markov decision chains under risk-aversion, Risk-sensitive average equilibria for discrete-time stochastic games, Long-run risk sensitive dyadic impulse control, Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion, Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs, Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players, Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors, Ergodic risk-sensitive control of Markov processes on countable state space revisited, Zero and non-zero sum risk-sensitive Semi-Markov games



Cites Work