Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion
Subrata Golui, Chandan Pal, Subhamay Saha
| Year of publication: |
2022
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|---|---|
| Authors: | Golui, Subrata ; Pal, Chandan ; Saha, Subhamay |
| Subject: | HJI equation | Risk-sensitive discounted cost criterion | Saddle point equilibrium | Value of the game | Zero-sum game | Spieltheorie | Game theory | Markov-Kette | Markov chain | Diskontierung | Discounting |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s13235-021-00391-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013198707