Zero-sum stochastic games with the average-value-at-risk criterion
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DOI: 10.1007/s11750-023-00655-7
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- Basu, Arnab & Ghosh, Mrinal Kanti, 2014. "Zero-sum risk-sensitive stochastic games on a countable state space," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 961-983.
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Keywords
Discrete-time stochastic games; Average-value-at-risk; Saddle point; State-dependent;All these keywords.
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