Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion
Author:
Affiliation:
1. Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati, Assam, India
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07362994.2021.1889381
Reference25 articles.
1. Risk-sensitive control of continuous time Markov chains
2. Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
3. Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
4. Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion
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1. Zero-sum stochastic games in continuous-time with risk-sensitive average cost criterion on a countable state space;Mathematical Control and Related Fields;2024
2. Continuous-time zero-sum games for Markov decision processes with risk-sensitive finite-horizon cost criterio on a general state space;3C Empresa. Investigación y pensamiento crítico;2022-12-29
3. Nonzero-Sum Risk-Sensitive Continuous-Time Stochastic Games with Ergodic Costs;Applied Mathematics & Optimization;2022-06-07
4. Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space;Stochastic Analysis and Applications;2021-12-21
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