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Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption JOURNAL ARTICLE published January 2016 in Journal of Mathematical Analysis and Applications Research funded by PSF (1-450-12) | PRODEP (17332-UAAAN-CA-23) |
Risk-sensitive Markov stopping games with an absorbing state JOURNAL ARTICLE published 7 April 2022 in Kybernetika |
Denumerable Markov stopping games with risk-sensitive total reward criterion JOURNAL ARTICLE published 8 April 2024 in Kybernetika |
Markov stopping games with an absorbing state and total reward criterion JOURNAL ARTICLE published 2 August 2021 in Kybernetika |
Nash equilibria in a class of Markov stopping games with total reward criterion JOURNAL ARTICLE published October 2021 in Mathematical Methods of Operations Research |
Deterministic Markov Nash equilibria for potential discrete-time stochastic games JOURNAL ARTICLE published 2 July 2022 in Kybernetika |
Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion JOURNAL ARTICLE published December 2005 in Stochastics |
The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion JOURNAL ARTICLE published January 2019 in SIAM Journal on Control and Optimization Research funded by PSF Organization (2-450-17) |
A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains JOURNAL ARTICLE published 1 February 2005 in The Annals of Applied Probability |
A characterization of exponential functionals in finite Markov chains JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research |
Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion JOURNAL ARTICLE published March 2018 in Advances in Applied Probability |
Contractive Approximations for the Varadhan's Function on a Finite Markov Chain JOURNAL ARTICLE published January 2008 in Theory of Probability & Its Applications |
<html> Nash ε-equilibria for stochastic games with total reward functions: an approach through Markov decision processes</html> JOURNAL ARTICLE published 14 March 2019 in Kybernetika |
Bi-personal stochastic transient Markov games with stopping times and total reward criterion JOURNAL ARTICLE published 5 March 2021 in Kybernetika |
Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space JOURNAL ARTICLE published February 2011 in Mathematics of Operations Research |
Discrete-time Markov control processes with recursive discount rates JOURNAL ARTICLE published 7 July 2016 in Kybernetika |
Local Poisson equations associated with the Varadhan functional JOURNAL ARTICLE published 9 December 2015 in Asymptotic Analysis |
Contractive mappings and existence of cycle times for a monotone and homogeneous function JOURNAL ARTICLE published November 2012 in Nonlinear Analysis: Theory, Methods & Applications |
Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach JOURNAL ARTICLE published 1 January 2003 in Mathematical Methods of Operations Research (ZOR) |
Markov-perfect Nash equilibria in a class of resource games JOURNAL ARTICLE published 18 January 1998 in Economic Theory |