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Cited article:

Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion

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Stochastic Analysis and Applications 1 (2025)
https://doi.org/10.1080/07362994.2025.2470941

Risk-Sensitive Average Markov Decision Processes in General Spaces

Xian Chen and Qingda Wei
SIAM Journal on Control and Optimization 62 (4) 2115 (2024)
https://doi.org/10.1137/23M156118X

Average criteria in denumerable semi-Markov decision chains under risk-aversion

Rolando Cavazos-Cadena, Hugo Cruz-Suárez and Raúl Montes-De-Oca
Discrete Event Dynamic Systems 33 (3) 221 (2023)
https://doi.org/10.1007/s10626-023-00376-w

Zero-sum stochastic games in continuous-time with risk-sensitive average cost criterion on a countable state space

Mrinal K. Ghosh, Subrata Golui, Chandan Pal and Somnath Pradhan
Mathematical Control and Related Fields (2023)
https://doi.org/10.3934/mcrf.2023003

Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion

Mrinal K. Ghosh, Subrata Golui, Chandan Pal and Somnath Pradhan
Stochastic Processes and their Applications 158 40 (2023)
https://doi.org/10.1016/j.spa.2022.12.009

Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes

Xian Chen and Qingda Wei
SIAM Journal on Control and Optimization 61 (1) 72 (2023)
https://doi.org/10.1137/22M1476757

Nonzero-Sum Risk-Sensitive Continuous-Time Stochastic Games with Ergodic Costs

Mrinal K. Ghosh, Subrata Golui, Chandan Pal and Somnath Pradhan
Applied Mathematics & Optimization 86 (1) (2022)
https://doi.org/10.1007/s00245-022-09878-9