Continuous-Time Zero-Sum Games for Markov Decision Processes with Discounted Risk-Sensitive Cost Criterion

Subrata Golui, Chandan Pal, Subhamay Saha. Continuous-Time Zero-Sum Games for Markov Decision Processes with Discounted Risk-Sensitive Cost Criterion. Dynamic Games and Applications, 12(2):485-512, 2022. [doi]

@article{GoluiPS22,
  title = {Continuous-Time Zero-Sum Games for Markov Decision Processes with Discounted Risk-Sensitive Cost Criterion},
  author = {Subrata Golui and Chandan Pal and Subhamay Saha},
  year = {2022},
  doi = {10.1007/s13235-021-00391-2},
  url = {https://doi.org/10.1007/s13235-021-00391-2},
  researchr = {https://researchr.org/publication/GoluiPS22},
  cites = {0},
  citedby = {0},
  journal = {Dynamic Games and Applications},
  volume = {12},
  number = {2},
  pages = {485-512},
}