Zero and Non-zero Sum Risk-sensitive Semi-Markov Games
Optimization and Control
2021-06-10 v1
Abstract
In this article we consider zero and non-zero sum risk-sensitive average criterion games for semi-Markov processes with a finite state space. For the zero-sum case, under suitable assumptions we show that the game has a value. We also establish the existence of a stationary saddle point equilibrium. For the non-zero sum case, under suitable assumptions we establish the existence of a stationary Nash equilibrium.
Keywords
Cite
@article{arxiv.2106.04889,
title = {Zero and Non-zero Sum Risk-sensitive Semi-Markov Games},
author = {Arnab Bhabak and Subhamay Saha},
journal= {arXiv preprint arXiv:2106.04889},
year = {2021}
}