Browsing by Author PRADHAN, SOMNATH
Showing results 1 to 7 of 7
Issue Date | Title | Author(s) |
2021 | Nonzero-sum risk-sensitive stochastic differential games with discounted costs | Ghosh, Mrinal K.; Kumar, K. Suresh; Pal, Chandan; PRADHAN, SOMNATH; Dept. of Mathematics |
2021 | Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain | Ghosh, Mrinal K.; PRADHAN, SOMNATH; Dept. of Mathematics |
Aug-2021 | On the policy improvement algorithm for ergodic risk-sensitive control | Arapostathis, Ari; BISWAS, ANUP; PRADHAN, SOMNATH; Dept. of Mathematics |
Nov-2021 | Risk-sensitive zero-sum stochastic differential game for jump–diffusions | PRADHAN, SOMNATH; Dept. of Mathematics |
Jan-2022 | Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria | Pal, Chandan; PRADHAN, SOMNATH; Dept. of Mathematics |
Jun-2022 | A nonzero-sum risk-sensitive stochastic differential game in the orthant | Ghosh, Mrinal K.; PRADHAN, SOMNATH; Dept. of Mathematics |
Jun-2022 | Ergodic risk-sensitive control of Markov processes on countable state space revisited | BISWAS, ANUP; PRADHAN, SOMNATH; Dept. of Mathematics |