3 papers
math.OC2022
Partially Observable Discrete-time Discounted Markov Games with General Utility
Arnab Bhabak, Subhamay saha
In this paper, we investigate a partially observable zero sum games where the state process is a discrete time Markov chain. We consider a general utility function in the optimizat…
math.OC2021
Zero and Non-zero Sum Risk-sensitive Semi-Markov Games
Arnab Bhabak, Subhamay Saha
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…
math.OC2021
Risk-sensitive Semi-Markov Decision Problems with Discounted Cost and General Utilities
Arnab Bhabak, Subhamay Saha
In this article we consider risk-sensitive control of semi-Markov processes with a discrete state space. We consider general utility functions and discounted cost in the optimizati…