Author:
Pal Chandan,Pradhan Somnath
Abstract
<p style='text-indent:20px;'>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.</p>
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability,Applied Mathematics,Modeling and Simulation,Statistics and Probability
Cited by
3 articles.
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