The relationships between discounted and average criteria of stochastic games with prospect theory
Author:
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability,Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference29 articles.
1. Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards
2. Discounted approximations in risk-sensitive average Markov cost chains with finite state space
3. Policy improvement for perfect information additive reward and additive transition stochastic games with discounted and average payoffs
4. Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion
5. The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion
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