Risk-Sensitive Stochastic Control and Games

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dc.contributor.authorGolui, Subrata
dc.date.accessioned2023-07-07T08:15:29Z
dc.date.accessioned2023-10-20T12:30:22Z
dc.date.available2023-07-07T08:15:29Z
dc.date.available2023-10-20T12:30:22Z
dc.date.issued2023
dc.descriptionSupervisor: Pal, Chandanen_US
dc.description.abstractThis thesis considers risk-sensitive stochastic control and game problems on countable/Borel state space for discrete/continuous-time Markov decision processes (MDPs) under certain Lyapunov conditions. Here, infinite horizon control/game problems are analyzed with various cost criteria. The controllers can take action in discrete/continuous time from their admissible strategies.en_US
dc.identifier.otherROLL NO.186123018
dc.identifier.urihttps://gyan.iitg.ac.in/handle/123456789/2426
dc.language.isoenen_US
dc.relation.ispartofseriesTH-3126;
dc.subjectMarkov Decision Processesen_US
dc.subjectRisk-sensitive Stochastic Controlen_US
dc.subjectRrisk-sensitive Stochastic Gameen_US
dc.subjectZero-sum Gameen_US
dc.subjectNonzero-Sum Gameen_US
dc.subjectSaddle Point Equilibriumen_US
dc.subjectNash Equilibriumen_US
dc.subjectDiscounted Problemsen_US
dc.subjectErgodic Problemsen_US
dc.titleRisk-Sensitive Stochastic Control and Gamesen_US
dc.typeThesisen_US
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