Entropic risk for turn-based stochastic games

Keyphrases

• Turn-based 100%
• Stochastic Games 100%
• Entropic Risk 100%
• Risk Measures 40%
• Memoryless 20%
• Computational Complexity 20%
• Markov Decision Process 20%
• Approximation Algorithms 20%
• Threshold Problem 20%
• Risk-averse 20%
• Deterministic Strategy 20%
• Risk Quantification 20%
• Total Rewards 20%

Mathematics

• Risk Measure 100%
• Stochastic Game 100%
• Objective Function 50%
• Memoryless 50%
• Decidability 50%
• Markov Decision Process 50%

Economics, Econometrics and Finance

• Stochastic Game 100%
• Finance 50%