32 citations · 37 across the 13 of their papers we have counts for
16 papers
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.…
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…
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…
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…
Continuous-time Zero-Sum Stochastic Game with Stopping and Control
Chandan Pal, Subhamay Saha
We consider a zero-sum stochastic game for continuous-time Markov chain with countable state space and unbounded transition and pay-off rates. The additional feature of the game is…
Asymptotic optimality of the generalized rule under model uncertainty
Asaf Cohen, Subhamay Saha
We consider a critically-loaded multiclass queueing control problem with model uncertainty. The model consists of types of customers and a single server. At any time instant, a…