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

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