Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space
Author:
Affiliation:
1. Decision Sciences and Information Systems Area, Indian Institute of Management Bangalore, Bangalore 560076, India
2. Department of Mathematics, Indian Institute of Science, Bangalore 560012, India
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Computer Science Applications,General Mathematics
Reference45 articles.
1. Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards
2. Multiplicative ergodicity and large deviations for an irreducible Markov chain
3. Nash Equilibria of Risk-Sensitive Nonlinear Stochastic Differential Games
4. Zero-Sum Risk-Sensitive Stochastic Differential Games
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