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A Learning Algorithm for Risk-Sensitive Cost
Basu, Arnab; Bhattacharyya, Tirthankar; Borkar, Vivek S. - In: Mathematics of operations research 33 (2008) 4, pp. 880-898
Persistent link: https://www.econbiz.de/10008147920
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Zero-Sum Risk-Sensitive Stochastic Differential Games
Basu, Arnab; Ghosh, Mrinal K. - In: Mathematics of operations research 37 (2012) 3, pp. 437-450
Persistent link: https://www.econbiz.de/10010010365
Cover Image
A learning algorithm for risk-sensitive cost
Basu, Arnab; Bhattacharyya, Tirthankar; Borkar, Vivek S. - In: Mathematics of operations research 33 (2008) 4, pp. 880-898
Persistent link: https://www.econbiz.de/10003791099
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Nonzero-sum risk-sensitive stochastic games on a countable state space
Basu, Arnab; Ghosh, Mrinal K. - In: Mathematics of operations research 43 (2018) 2, pp. 516-532
Persistent link: https://www.econbiz.de/10011868616
Cover Image
Zero-sum risk-sensitive stochastic differential games
Basu, Arnab; Ghosh, Mrinal K. - In: Mathematics of operations research 37 (2012) 3, pp. 437-449
Persistent link: https://www.econbiz.de/10009612099