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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Pal, Chandan | en_US |
| dc.contributor.author | PRADHAN, SOMNATH | en_US |
| dc.date.accessioned | 2023-04-27T10:11:19Z | - |
| dc.date.available | 2023-04-27T10:11:19Z | - |
| dc.date.issued | 2022-01 | en_US |
| dc.identifier.citation | Journal of Dynamics and Games , 9(1), 13-25. | en_US |
| dc.identifier.issn | 2164-6066 | en_US |
| dc.identifier.issn | 2164-6074 | en_US |
| dc.identifier.uri | https://doi.org/10.3934/jdg.2021020 | en_US |
| dc.identifier.uri | http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/7778 | - |
| dc.description.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. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | American Institute of Mathematical Sciences | en_US |
| dc.subject | Pure jump process | en_US |
| dc.subject | Markov strategy | en_US |
| dc.subject | Value of the game | en_US |
| dc.subject | Saddle point equilibrium | en_US |
| dc.subject | HJI equation | en_US |
| dc.subject | 2022 | en_US |
| dc.title | Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria | en_US |
| dc.type | Article | en_US |
| dc.contributor.department | Dept. of Mathematics | en_US |
| dc.identifier.sourcetitle | Journal of Dynamics and Games | en_US |
| dc.publication.originofpublisher | Foreign | en_US |
| Appears in Collections: | JOURNAL ARTICLES | |
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