Zero-Sum Risk-Sensitive Stochastic Differential Games.
Arnab BasuMrinal K. GhoshPublished in: Math. Oper. Res. (2012)
Keyphrases
- risk sensitive
- stochastic games
- markov decision processes
- game theory
- control policies
- nash equilibria
- boolean games
- optimal control
- utility function
- repeated games
- nash equilibrium
- model free
- stochastic optimization
- game theoretic
- average reward
- optimality criterion
- incomplete information
- dynamic programming
- robust optimization
- markov decision chains
- expected utility
- finite horizon
- reinforcement learning algorithms
- reinforcement learning
- monte carlo
- decision problems
- average cost
- partially observable
- decision theoretic
- multistage
- cooperative