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Zero-sum risk-sensitive stochastic games on a countable state space

  • Published:2014-01 Issue:1 Volume:124 Page:961-983
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Basu Arnab,Ghosh Mrinal Kanti

Funder

IIM Bangalore Young Faculty Research Chair

DST Fast Track Scheme for Young Scientists

UGC Centre for Advanced Studies

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference38 articles.

1. Nonnegative Matrices and Applications;Bapat,1997

2. Nash equilibria of risk-sensitive nonlinear stochastic differential games;Basar;J. Optim. Theory Appl.,1999

3. Risk-sensitive stochastic differential games;Basu;Math. Oper. Res.,2012

4. Dynamic Programming;Bellman,1957

5. Existence of optimal strategies based on specified information, for a class of stochastic decision problems;Beneš;SIAM J. Control,1970

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