# Zero and Non-zero Sum Risk-sensitive Semi-Markov Games

arXiv: https://arxiv.org/abs/2106.04889 · HTML: https://mlsanity.com/paper/2106.04889/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 9 Jun 2021.

## Built on by (most cited first, 1 of 1)

- [Risk Sensitivity in Markov Games and Multi-Agent Reinforcement Learning: A Systematic Review](https://mlsanity.com/paper/2406.06041/) (2024)

## Abstract (arXiv)

In this article we consider zero and non-zero sum risk-sensitive average criterion games for semi-Markov processes with a finite state space. For the zero-sum case, under suitable assumptions we show that the game has a value. We also establish the existence of a stationary saddle point equilibrium. For the non-zero sum case, under suitable assumptions we establish the existence of a stationary Nash equilibrium.