Risk-Sensitive Nonzero-Sum Stochastic Differential Game with Unbounded Coefficients.
Said HamadèneRui MuPublished in: Dyn. Games Appl. (2021)
Keyphrases
- risk sensitive
- control policies
- optimal control
- utility function
- markov decision processes
- stochastic optimization
- model free
- linear combination
- game theory
- markov decision chains
- optimality criterion
- decision theoretic
- expected utility
- machine learning
- reinforcement learning
- control strategies
- efficient optimization
- optimal strategy
- control policy
- action space
- basis functions
- state space
- stochastic programming
- nash equilibrium
- decision makers
- genetic algorithm