Zero-sum risk-sensitive stochastic games

Erstveröffentlichung
2017
Metadata only
Search for full text

Wissenschaftlicher Artikel

Authors
Bauerle, Nicole
Rieder, Ulrich
Faculties
Fakultät für Mathematik und Wirtschaftswissenschaften
Institutions
Institut für Optimierung und Operations Research
Published in
Stochastic Processes and their Applications ; 127 (2017), 2. - S. 622-642. - ISSN 0304-4149. - eISSN 1879-209X
Link to publication
https://dx.doi.org/10.1016/j.spa.2016.06.020
Keywords
Risk-sensitive stochastic games; Ergodic reward; Shapley equation; Poisson equation; markov decision-processes; infinite-horizon; dynamic-games; state-space; equilibria; cost
Dewey Decimal Group
DDC 510 / Mathematics
Metadata
Show full item record