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Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion
Wei, Qingda - In: Operations research letters 46 (2018) 1, pp. 69-75
Persistent link: https://www.econbiz.de/10011807922
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Constrained stochastic games with the average payoff criteria
Wei, Qingda; Chen, Xian - In: Operations research letters 43 (2015) 1, pp. 83-88
Persistent link: https://www.econbiz.de/10010486292
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Nonzero-sum risk-sensitive average stochastic games : the case of unbounded costs
Wei, Qingda; Chen, Xian - In: Dynamic games and applications : DGA 11 (2021) 4, pp. 835-862
Persistent link: https://www.econbiz.de/10012666367
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Average stochastic games for continuous-time jump processes
Wei, Qingda; Chen, Xian - In: Operations research letters 49 (2021) 1, pp. 84-90
Persistent link: https://www.econbiz.de/10012486232
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Risk-sensitive average equilibria for discrete-time stochastic games
Wei, Qingda; Chen, Xian - In: Dynamic games and applications : DGA 9 (2019) 2, pp. 521-549
Persistent link: https://www.econbiz.de/10012225474
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Discounted stochastic games for continuous-time jump processes with an uncountable state space
Wei, Qingda; Chen, Xian - In: Mathematical methods of operations research : ZOR 95 (2022) 2, pp. 187-218
Persistent link: https://www.econbiz.de/10013454868