Zero-sum stochastic games with the average-value-at-risk criterion
Qiuli Liu, Wai-Ki Ching, Xianping Guo
| Year of publication: |
2023
|
|---|---|
| Authors: | Liu, Qiuli ; Ching, Wai Ki ; Guo, Xianping |
| Published in: |
Top : an official journal of the Spanish Society of Statistics and Operations Research. - Berlin : Springer, ISSN 1863-8279, ZDB-ID 2322573-7. - Vol. 31.2023, 3, p. 618-647
|
| Subject: | Average-value-at-risk | Discrete-time stochastic games | Saddle point | State-dependent | Stochastisches Spiel | Stochastic game | Spieltheorie | Game theory | Markov-Kette | Markov chain |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11750-023-00655-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014384732