Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs-Reference-Cited by-同舟云学术

Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs

Published:2021-03-08 Issue:4 Volume:11 Page:835-862
ISSN:2153-0785
Container-title:Dynamic Games and Applications
language:en
Short-container-title:Dyn Games Appl

Author:

Wei Qingda,Chen Xian

Funder

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Computational Theory and Mathematics,Computer Graphics and Computer-Aided Design,Computer Science Applications,Statistics and Probability,Economics and Econometrics

Link

https://link.springer.com/content/pdf/10.1007/s13235-021-00380-5.pdf

Reference38 articles.

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3. Asienkiewicz H, Balbus Ł (2019) Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players. TOP 27:502–518

4. Balaji S, Meyn SP (2000) Multiplicative ergodicity and large deviations for an irreducible Markov chain. Stoch Process Appl 90:123–144

5. Başar T (1999) Nash equilibria of risk-sensitive nonlinear stochastic differential games. J Optim Theory Appl 100:479–498

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