{"id":"https://openalex.org/W3168219053","doi":"https://doi.org/10.1007/s13235-021-00391-2","title":"Continuous-Time Zero-Sum Games for Markov Decision Processes with Discounted Risk-Sensitive Cost Criterion","display_name":"Continuous-Time Zero-Sum Games for Markov Decision Processes with Discounted Risk-Sensitive Cost Criterion","publication_year":2021,"publication_date":"2021-05-28","ids":{"openalex":"https://openalex.org/W3168219053","doi":"https://doi.org/10.1007/s13235-021-00391-2","mag":"3168219053"},"language":"en","primary_location":{"id":"doi:10.1007/s13235-021-00391-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s13235-021-00391-2","pdf_url":null,"source":{"id":"https://openalex.org/S2502731256","display_name":"Dynamic Games and Applications","issn_l":"2153-0785","issn":["2153-0785","2153-0793"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320186","host_organization_name":"Birkh\u00e4user","host_organization_lineage":["https://openalex.org/P4310320186","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Birkh\u00e4user","Springer Science+Business Media"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Dynamic Games and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5033654307","display_name":"Subrata Golui","orcid":"https://orcid.org/0000-0001-7232-562X"},"institutions":[{"id":"https://openalex.org/I1317621060","display_name":"Indian Institute of Technology Guwahati","ror":"https://ror.org/0022nd079","country_code":"IN","type":"education","lineage":["https://openalex.org/I1317621060"]}],"countries":["IN"],"is_corresponding":true,"raw_author_name":"Subrata Golui","raw_affiliation_strings":["Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati, Assam, India"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati, Assam, India","institution_ids":["https://openalex.org/I1317621060"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5075150269","display_name":"Chandan Pal","orcid":"https://orcid.org/0000-0002-4684-0481"},"institutions":[{"id":"https://openalex.org/I1317621060","display_name":"Indian Institute of Technology Guwahati","ror":"https://ror.org/0022nd079","country_code":"IN","type":"education","lineage":["https://openalex.org/I1317621060"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Chandan Pal","raw_affiliation_strings":["Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati, Assam, India"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati, Assam, India","institution_ids":["https://openalex.org/I1317621060"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5011541884","display_name":"Subhamay Saha","orcid":"https://orcid.org/0000-0002-2233-3274"},"institutions":[{"id":"https://openalex.org/I1317621060","display_name":"Indian Institute of Technology Guwahati","ror":"https://ror.org/0022nd079","country_code":"IN","type":"education","lineage":["https://openalex.org/I1317621060"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Subhamay Saha","raw_affiliation_strings":["Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati, Assam, India"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati, Assam, India","institution_ids":["https://openalex.org/I1317621060"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5033654307"],"corresponding_institution_ids":["https://openalex.org/I1317621060"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.3595,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.82810938,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"12","issue":"2","first_page":"485","last_page":"512"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9932000041007996,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9932000041007996,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9876000285148621,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9839000105857849,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/zero-sum-game","display_name":"Zero-sum game","score":0.7119293212890625},{"id":"https://openalex.org/keywords/markov-decision-process","display_name":"Markov decision process","score":0.6967235803604126},{"id":"https://openalex.org/keywords/zero","display_name":"Zero (linguistics)","score":0.6760823726654053},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6523817777633667},{"id":"https://openalex.org/keywords/saddle-point","display_name":"Saddle point","score":0.6307937502861023},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.573870837688446},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.5122932195663452},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4959946572780609},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.477155864238739},{"id":"https://openalex.org/keywords/saddle","display_name":"Saddle","score":0.4751558005809784},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.4568539261817932},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.44616052508354187},{"id":"https://openalex.org/keywords/lyapunov-function","display_name":"Lyapunov function","score":0.44133415818214417},{"id":"https://openalex.org/keywords/game-theory","display_name":"Game theory","score":0.2544049620628357},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.24788996577262878},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.12501448392868042},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.08657333254814148}],"concepts":[{"id":"https://openalex.org/C136356330","wikidata":"https://www.wikidata.org/wiki/Q156612","display_name":"Zero-sum game","level":3,"score":0.7119293212890625},{"id":"https://openalex.org/C106189395","wikidata":"https://www.wikidata.org/wiki/Q176789","display_name":"Markov decision process","level":3,"score":0.6967235803604126},{"id":"https://openalex.org/C2780813799","wikidata":"https://www.wikidata.org/wiki/Q3274237","display_name":"Zero (linguistics)","level":2,"score":0.6760823726654053},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6523817777633667},{"id":"https://openalex.org/C2681867","wikidata":"https://www.wikidata.org/wiki/Q690935","display_name":"Saddle point","level":2,"score":0.6307937502861023},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.573870837688446},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5122932195663452},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4959946572780609},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.477155864238739},{"id":"https://openalex.org/C2777127463","wikidata":"https://www.wikidata.org/wiki/Q10862618","display_name":"Saddle","level":2,"score":0.4751558005809784},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.4568539261817932},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.44616052508354187},{"id":"https://openalex.org/C60640748","wikidata":"https://www.wikidata.org/wiki/Q2337858","display_name":"Lyapunov function","level":3,"score":0.44133415818214417},{"id":"https://openalex.org/C177142836","wikidata":"https://www.wikidata.org/wiki/Q44455","display_name":"Game theory","level":2,"score":0.2544049620628357},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.24788996577262878},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.12501448392868042},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.08657333254814148},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s13235-021-00391-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s13235-021-00391-2","pdf_url":null,"source":{"id":"https://openalex.org/S2502731256","display_name":"Dynamic Games and Applications","issn_l":"2153-0785","issn":["2153-0785","2153-0793"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320186","host_organization_name":"Birkh\u00e4user","host_organization_lineage":["https://openalex.org/P4310320186","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Birkh\u00e4user","Springer Science+Business Media"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Dynamic Games and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:dyngam:v:12:y:2022:i:2:d:10.1007_s13235-021-00391-2","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s13235-021-00391-2","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","score":0.5099999904632568,"id":"https://metadata.un.org/sdg/16"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W227597898","https://openalex.org/W434069379","https://openalex.org/W1498264163","https://openalex.org/W1529558080","https://openalex.org/W1578233523","https://openalex.org/W1980480099","https://openalex.org/W1988716140","https://openalex.org/W2010724415","https://openalex.org/W2025030740","https://openalex.org/W2027995896","https://openalex.org/W2028535981","https://openalex.org/W2045668042","https://openalex.org/W2049032169","https://openalex.org/W2068324019","https://openalex.org/W2092046302","https://openalex.org/W2140529564","https://openalex.org/W2197823857","https://openalex.org/W2341912081","https://openalex.org/W2406772900","https://openalex.org/W2415572828","https://openalex.org/W2530925920","https://openalex.org/W2578992305","https://openalex.org/W2962749779","https://openalex.org/W2962992503","https://openalex.org/W2963890120","https://openalex.org/W2991531016","https://openalex.org/W3101717792","https://openalex.org/W4210545817","https://openalex.org/W4231123391","https://openalex.org/W4237655005"],"related_works":["https://openalex.org/W4236459141","https://openalex.org/W4205304778","https://openalex.org/W2020252434","https://openalex.org/W73248859","https://openalex.org/W2584253892","https://openalex.org/W2350324449","https://openalex.org/W119381072","https://openalex.org/W2034033896","https://openalex.org/W2077432297","https://openalex.org/W2078184820"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}