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Results 1-7 of 7 (Search time: 0.002 seconds).
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Issue Date
Title
Author(s)
Nov-2021
Risk-sensitive zero-sum stochastic differential game for jump–diffusions
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
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
Jan-2022
Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria
Pal, Chandan
;
PRADHAN, SOMNATH
;
Dept. of Mathematics
Discover
Author
3
Ghosh, Mrinal K.
2
BISWAS, ANUP
2
Pal, Chandan
1
Arapostathis, Ari
1
Kumar, K. Suresh
Subject
4
2021
3
2022
3
Principal eigenvalue
2
Reflected diffusion processes
2
Stochastic differential games
2
Stochastic representation
1
2020-AUG-WEEK1
1
2020-DEC-WEEK1
1
2021-JUL-WEEK3
1
2021-NOV-WEEK4
.
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Date issued
3
2022
4
2021