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http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/7778| Title: | Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria |
| Authors: | Pal, Chandan PRADHAN, SOMNATH Dept. of Mathematics |
| Keywords: | Pure jump process Markov strategy Value of the game Saddle point equilibrium HJI equation 2022 |
| Issue Date: | Jan-2022 |
| Publisher: | American Institute of Mathematical Sciences |
| Citation: | Journal of Dynamics and Games , 9(1), 13-25. |
| Abstract: | In 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. |
| URI: | https://doi.org/10.3934/jdg.2021020 http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/7778 |
| ISSN: | 2164-6066 2164-6074 |
| Appears in Collections: | JOURNAL ARTICLES |
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