报告题目：Nonzero-sum Risk-Sensitive Average Stochastic Games 

报告人：陈娴教授  厦门大学

报告时间：12月16日，周五 15:00

报告地点： 腾讯会议：666-701-434 密码： 123456

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.