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UID:20260622T215832EDT-3363uMg8kE@132.216.98.100
DTSTAMP:20260623T015832Z
DESCRIPTION:Informal Systems Seminar (ISS)\, Centre for Intelligent Machine
 s (CIM) and Groupe d'Etudes et de Recherche en Analyse des Decisions (GERA
 D)\n\nSpeaker: Subrata Golui\n	\n	** Note that this is a hybrid event.\n	** T
 his seminar will be projected at McConnell 437 at ɬÀ﷬ University.\n	\n	Zo
 om Link\n	Meeting ID: 845 1388 1004       \n	Passcode: VISS\n	\n	Abstract:\n\n
 We study zero-sum stochastic games for controlled discrete time Markov cha
 ins with risk-sensitive average cost criterion with countable/compact stat
 e space and Borel action spaces. The payoff function is nonnegative and po
 ssibly unbounded for a countable state space case and for a compact state 
 space case\, it is a real-valued and bounded function. For the countable s
 tate space case\, under a certain Lyapunov-type stability assumption on th
 e dynamics we establish the existence of the value and a saddle point equi
 librium. For the compact state space case\, we establish these results wit
 hout any Lyapunov-type stability assumptions. Using the stochastic represe
 ntation of the principal eigenfunction of the associated optimality equati
 on\, we completely characterize all possible saddle point strategies in th
 e class of stationary Markov strategies.\n	\n	Bio:\n\nMy name is Subrata Gol
 ui and I am a postdoctoral fellow in the Department of Mathematics\, India
 n Institute of Technology\, Bombay. I obtained PhD degree at Indian Instit
 ute of Technology Guwahati under the supervision of Dr. Chandan Pal on 5th
  July 2023. My thesis title is Risk-sensitive stochastic control and games
 . My research interests can be broadly classified into three areas: stocha
 stic control theory\, stochastic game theory\, and queueing theory. Curren
 tly\, I am working on the stochastic control theory. More specifically\, I
  am studying the metastable behaviour exhibited by the Markov processes. I
  have 8 published articles and one more self-authored research work has be
 en submitted for publication.\n
DTSTART:20240510T143000Z
DTEND:20240510T153000Z
LOCATION:Zames Seminar Room\, MC 437\, McConnell Engineering Building\, CA\
 , QC\, Montreal\, H3A 0E9\, 3480 rue University
SUMMARY:Discrete-time zero-sum games for Markov chains with risk-sensitive 
 average cost criterion
URL:/cim/channels/event/discrete-time-zero-sum-games-m
 arkov-chains-risk-sensitive-average-cost-criterion-357142
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