Algorithms for Zero-sum Stochastic Games with the Risk-sensitive Average Criterion
Time: 2025-06-06
Published By: He Liu
Speaker(s): Fang Chen(BICMR)
Time: 14:30-15:30 June 9, 2025
Venue: Room 77201, Jingchunyuan 78, BICMR
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.
