6 citations · 8 across the 11 of their papers we have counts for
11 papers
Nonzero-Sum Risk-Sensitive Stochastic Differential Games: A Multi-parameter Eigenvalue Problem Approach
Mrinal K. Ghosh, K. Suresh Kumar, Chandan Pal +1
We study nonzero-sum stochastic differential games with risk-sensitive ergodic cost criterion. Under certain conditions, using multi-parameter eigenvalue approach, we establish the…
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…
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.…
Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
Mrinal K Ghosh, Subrata Golui, Chandan Pal +1
We study nonzero-sum stochastic games for continuous time Markov decision processes on a denumerable state space with risk-sensitive ergodic cost criterion. Transition rates and co…
Nonzero-sum risk-sensitive stochastic differential games
Mrinal K. Ghosh, K. Suresh Kumar, Chandan Pal
We study two person nonzero-sum stochastic differential games with risk-sensitive discounted and ergodic cost criteria. Under certain conditions we establish a Nash equilibrium in…
Nonzero-sum Risk-sensitive Stochastic Games on a Countable State Space
Arnab Basu, Mrinal K. Ghosh
The infinite horizon risk-sensitive discounted-cost and ergodic-cost nonzero-sum stochastic games for controlled Markov chains with countably many states are analyzed. For the disc…