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

DOI10.3934/jdg.2021020zbMath1481.91021OpenAlexW3178622102MaRDI QIDQ2068807

Chandan Pal, Somnath Pradhan

Publication date: 20 January 2022

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jdg.2021020

zbMATH Keywords

value of the gamepure jump processMarkov strategysaddle point equilibriumHJI equation

Mathematics Subject Classification ID

Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15) Jump processes on general state spaces (60J76)

Related Items

Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space

Cites Work

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