Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space
Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space
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Publisher
Linthicum: INFORMS
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Language
English
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Publisher
Linthicum: INFORMS
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Scope and Contents
Contents
The infinite horizon risk-sensitive discounted-cost and ergodic-cost nonzero-sum stochastic games for controlled Markov chains with countably many states are analyzed. For the discounted-cost game, we prove the existence of Nash equilibrium strategies in the class of Markov strategies under fairly general conditions. Under an additional weak geomet...
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Full title
Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space
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TN_cdi_proquest_journals_2313336885
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2313336885
Other Identifiers
ISSN
0364-765X
E-ISSN
1526-5471
DOI
10.1287/moor.2017.0870
