5 papers · 1 filter
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…
An -Nash equilibrium with high probability for strategic customers in heavy traffic
Rami Atar, Subhamay Saha
A multiclass queue with many servers is considered, where customers make a join-or-leave decision upon arrival based on queue length information, without knowing the scheduling pol…