Golui, Subrata2023-07-072023-10-202023-07-072023-10-202023ROLL NO.186123018https://gyan.iitg.ac.in/handle/123456789/2426Supervisor: Pal, ChandanThis 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.enMarkov Decision ProcessesRisk-sensitive Stochastic ControlRrisk-sensitive Stochastic GameZero-sum GameNonzero-Sum GameSaddle Point EquilibriumNash EquilibriumDiscounted ProblemsErgodic ProblemsThesis