Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion
Year of publication: |
Janauary 2018
|
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Authors: | Wei, Qingda |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 46.2018, 1, p. 69-75
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Subject: | Zero-sum game | Risk-sensitive finite-horizon cost criterion | Saddle-point equilibrium | Spieltheorie | Game theory | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process |
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