In this paper, we consider finite two-player stochastic games, wherein in addition to the conventional cost over states and actions of each player, we include ...
In this paper, we consider finite two-player stochastic games, wherein in addition to the conventional cost over states and actions of each player, we include ...
This paper considers finite two-player stochastic games, wherein in addition to the conventional cost over states and actions of each player, the sensing ...
In this paper, we consider finite two-player stochastic games, wherein in addition to the conventional cost over states and actions of each player, we include ...
In [9] , authors study N -stage games and consider only Markovian strategies to balance the expected payoffs with the player's sensing costs which are expressed ...
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We study nonzero-sum stochastic differential games with risk-sensitive ergodic cost criterion. Under certain conditions, using multi parameter eigenvalue ...
We study zero-sum games with risk-sensitive cost criterion on the infinite horizon where the state is a controlled reflecting diffusion in the nonnegative ...
Mar 8, 2016 · We study infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled continuous time Markov chains ...
We study nonzero-sum stochastic differential games with risk-sensitive discounted cost criteria. Under fairly general conditions on drift term and diffusion ...
Missing: Sensing | Show results with:Sensing
We discuss the relationship between risk-averse designs based on exponential cost functions and a class of stochastic games, which yields a robustness ...
Missing: Sensing | Show results with:Sensing