Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion-Reference-Cited by-同舟云学术

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Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion

Published:2023-04 Issue: Volume:158 Page:40-74
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Ghosh Mrinal K.,Golui Subrata^ORCID,Pal Chandan,Pradhan Somnath

Funder

Science and Engineering Research Board

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference56 articles.

1. A variational formula for risk-sensitive reward;Anantharam;SIAM J. Control Optim.,2017

2. A counterexample to a nonlinear version of the Kreĭn–Rutman theorem by R. Mahadevan;Arapostathis;Nonlinear Anal.,2018

3. Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions;Arapostathis;Stochastic Process. Appl.,2018

4. On the policy improvement algorithm for ergodic risk-sensitive control;Arapostathis;Proc. Roy. Soc. Edinburgh Sect. A,2021

5. Strict monotonicity of principal eigenvalues of elliptic operators in Rd and risk-sensitive control;Arapostathis;J. Math. Pures Appl.,2019

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Linear quadratic zero‐sum game for time‐delayed uncertain stochastic systems;Optimal Control Applications and Methods;2024-03-27

2. Zero-sum games subject to time-delayed uncertain stochastic systems;Journal of Industrial and Management Optimization;2024

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