Zero-sum risk-sensitive stochastic games

Erstveröffentlichung
2017
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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
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