Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion

George J. Kyparisis, Christos Koulamas. Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion. Oper. Res. Lett., 46(1):64-68, 2018. [doi]

@article{KyparisisK18,
  title = {Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion},
  author = {George J. Kyparisis and Christos Koulamas},
  year = {2018},
  doi = {10.1016/j.orl.2017.11.001},
  url = {https://doi.org/10.1016/j.orl.2017.11.001},
  researchr = {https://researchr.org/publication/KyparisisK18},
  cites = {0},
  citedby = {0},
  journal = {Oper. Res. Lett.},
  volume = {46},
  number = {1},
  pages = {64-68},
}