Risk-Sensitive Average Equilibria for Discrete-Time Stochastic Games.
Qingda WeiXian ChenPublished in: Dyn. Games Appl. (2019)
Keyphrases
- stochastic games
- risk sensitive
- markov decision processes
- games with incomplete information
- nash equilibria
- average cost
- finite state
- repeated games
- nash equilibrium
- optimal control
- average reward
- long run
- utility function
- game theory
- infinite horizon
- state space
- reinforcement learning
- game theoretic
- reinforcement learning algorithms
- optimal policy
- incomplete information
- partially observable
- model free
- markov chain
- dynamic programming
- finite horizon
- genetic algorithm
- machine learning
- finite number
- least squares
- multi agent