Abstract
We discuss the risk-sensitive Nash equilibrium concept in static non-cooperative games and two-stage stochastic games of resource extraction. Two equilibrium theorems are established for the latter class of games. Provided examples explain the meaning of risk-sensitive equilibria in games with random moves.
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© 2005 Birkhäuser Boston
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Nowak, A.S. (2005). Notes on Risk-Sensitive Nash Equilibria. In: Nowak, A.S., Szajowski, K. (eds) Advances in Dynamic Games. Annals of the International Society of Dynamic Games, vol 7. Birkhäuser Boston. https://doi.org/10.1007/0-8176-4429-6_5
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DOI: https://doi.org/10.1007/0-8176-4429-6_5
Publisher Name: Birkhäuser Boston
Print ISBN: 978-0-8176-4362-1
Online ISBN: 978-0-8176-4429-1
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