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arXiv · 2106.04889

Zero and Non-zero Sum Risk-sensitive Semi-Markov Games

Arnab Bhabak·Subhamay Saha
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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.

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Arnab Bhabak, Subhamay Saha. 2021-06-09. Zero and Non-zero Sum Risk-sensitive Semi-Markov Games. https://arxiv.org/abs/2106.04889

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