6 citations · 10 across the 6 of their papers we have counts for
6 papers
Zero-Sum Games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion
Subrata Golui
This paper investigates the two-person zero-sum stochastic games for piece-wise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion on a gener…
Optimal control for production inventory system with various cost criterion
Subrata Golui, Chandan Pal, Manikandan R. +1
In this article, we investigate a dynamic control problem of a production-inventory system. Here, demands arrive at the production unit according to a Poisson process and are proce…
Discrete-time Zero-Sum Games for Markov chains with risk-sensitive average cost criterion
Mrinal K. Ghosh, Subrata Golui, Chandan Pal +1
We study zero-sum stochastic games for controlled discrete time Markov chains with risk-sensitive average cost criterion with countable state space and Borel action spaces. The pay…
Zero-Sum Games for Continuous-time Markov Decision Processes with Risk-Sensitive Average Cost Criterion
Mrinal K. Ghosh, Subrata Golui, Chandan Pal +1
We consider zero-sum stochastic games for continuous time Markov decision processes with risk-sensitive average cost criterion. Here the transition and cost rates may be unbounded.…
Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
Mrinal K Ghosh, Subrata Golui, Chandan Pal +1
We study nonzero-sum stochastic games for continuous time Markov decision processes on a denumerable state space with risk-sensitive ergodic cost criterion. Transition rates and co…
Risk-sensitive discounted cost criterion for Continuous-time Markov decision processes on a general state space
Chandan Pal, Subrata Golui
In this paper, we consider risk-sensitive discounted control problem for continuous-time jump Markov processes taking values in general state space. The transition rates of underly…