IPDF Talk Date and Time: Thursday, May 11, 2023, at 11.30 am Google Meet Link: meet.google.com/rgk-afbq-fwg Speaker: Subrata Golui, Research Scholar, IIT Guwahati Title: Discrete-time Zero-Sum Games for Markov Chains with risk-sensitive average cost criterion Abstract: We study zero-sum stochastic games for controlled discrete time Markov chains with risk-sensitive average cost criteria with countable state space and Borel action spaces. The payoff function is nonnegative and possibly unbounded. Under a certain Lyapunov-type stability assumption on the dynamics, we establish the existence of the value and a saddle point equilibrium. Using the stochastic representation of the principal eigenfunction of the associated optimality equation, we completely characterize all possible saddle point strategies in the class of stationary Markov strategies. Also, we present and analyze an illustrative example.