科学研究
报告题目:

Nonzero-sum Risk-Sensitive Average Stochastic Games

报告人:

陈娴 副教授(厦门大学)

报告时间:

报告地点:

理学院东北楼四楼报告厅(404)

报告摘要:

We study discrete-time nonzero-sum stochastic games under the risk-sensitive average cost criterion. The state space is a denumerable set, the action spaces of players are Borel spaces, and the cost functions are unbounded. Under suitable conditions, we first introduce the risk-sensitive first passage payoff functions and obtain their properties. Then, we establish the existence of a solution to the risk-sensitive average cost optimality equation of each player for the case of unbounded cost functions and show the existence of a randomized stationary Nash equilibrium in the class of randomized history-dependent strategies. This is a joint work with Qingda Wei.