1 citations · 1 across the 2 of their papers we have counts for
3 papers
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…
On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems
Ari Arapostathis, Anup Biswas, Somnath Pradhan
We consider general linear non-degenerate weakly-coupled cooperative elliptic systems and study certain monotonicity properties of the generalized principal eigenvalue in $\mathbb{…
On the policy improvement algorithm for ergodic risk-sensitive control
Ari Arapostathis, Anup Biswas, Somnath Pradhan
In this article we consider the ergodic risk-sensitive control problem for a large class of multidimensional controlled diffusions on the whole space. We study the minimization and…