Algorithms for Zero-sum Stochastic Games with the Risk-sensitive Average Criterion
发布时间：2025年06月06日
浏览次数：7
发布者: He Liu
主讲人： 陈方（数学中心）
活动时间： 从 2025-06-09 14:30 到 15:30
场地： 北京国际数学研究中心，镜春园78号院（怀新园）77201室
In this talk, we consider algorithms for zero-sum stochastic games with the risk-sensitive average criterion. First, we establish the existence of the value and a Nash equilibrium under a mild condition. Next, different from the existing literature on the risk-sensitive average stochastic games which only focuses on the existence of Nash equilibria, we propose two algorithms to approximate the value and Nash equilibria, respectively. Finally, an example is given to illustrate our conclusions.
