Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria

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dc.contributor.authorPal, Chandanen_US
dc.contributor.authorPRADHAN, SOMNATHen_US
dc.contributor.departmentDept. of Mathematicsen_US
dc.date.accessioned2023-04-27T10:11:19Z
dc.date.available2023-04-27T10:11:19Z
dc.date.issued2022-01en_US
dc.description.abstractIn this paper we study zero-sum stochastic games for pure jump processes on a general state space with risk sensitive discounted criteria. We establish a saddle point equilibrium in Markov strategies for bounded cost function. We achieve our results by studying relevant Hamilton-Jacobi-Isaacs equations.en_US
dc.identifier.citationJournal of Dynamics and Games , 9(1), 13-25.en_US
dc.identifier.issn2164-6066en_US
dc.identifier.issn2164-6074en_US
dc.identifier.sourcetitleJournal of Dynamics and Gamesen_US
dc.identifier.urihttps://doi.org/10.3934/jdg.2021020
dc.identifier.urihttp://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/7778
dc.language.isoenen_US
dc.publication.originofpublisherForeignen_US
dc.publisherAmerican Institute of Mathematical Sciencesen_US
dc.subjectPure jump processen_US
dc.subjectMarkov strategyen_US
dc.subjectValue of the gameen_US
dc.subjectSaddle point equilibriumen_US
dc.subjectHJI equationen_US
dc.subject2022en_US
dc.titleZero-sum games for pure jump processes with risk-sensitive discounted cost criteriaen_US
dc.typeArticleen_US

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