Risk-Sensitive Zero-Sum Differential Games.
Jun MoonTyrone E. DuncanTamer BasarPublished in: IEEE Trans. Autom. Control. (2019)
Keyphrases
- risk sensitive
- stochastic games
- markov decision processes
- game theory
- nash equilibria
- optimal control
- boolean games
- repeated games
- nash equilibrium
- game theoretic
- model free
- utility function
- average reward
- incomplete information
- optimality criterion
- reinforcement learning algorithms
- state space
- markov decision chains
- infinite horizon
- policy iteration
- control policies
- decision theoretic
- reinforcement learning
- finite state
- dynamic programming
- machine learning
- finite horizon
- action space
- decision making
- expected utility
- average cost
- real valued
- resource allocation
- optimal policy
- markov chain
- multi agent systems
- efficient optimization
- multi agent