2 papers
math.OC2024
Nonzero-sum Discrete-time Stochastic Games with Risk-sensitive Ergodic Cost Criterion
Bivakar Bose, Chandan Pal, Somnath Pradhan +1
In this paper we study infinite horizon nonzero-sum stochastic games for controlled discrete-time Markov chains on a Polish state space with risk-sensitive ergodic cost criterion.…
math.OC2021
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.…