|
 | Up a level |
Ghosh, MK and Golui, S and Pal, C and Pradhan, S (2023) Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion. In: Stochastic Processes and their Applications, 158 . pp. 40-74.
Ghosh, MK and Kumar, KS and Pal, C and Pradhan, S (2023) Nonzero-sum risk-sensitive stochastic differential games: A multi-parameter eigenvalue problem approach. In: Systems and Control Letters, 172 .
Ghosh, MK and Golui, S and Pal, C and Pradhan, S (2022) Nonzero-Sum Risk-Sensitive Continuous-Time Stochastic Games with Ergodic Costs. In: Applied Mathematics and Optimization, 86 (1).
Ghosh, MK and Pradhan, S (2022) A NONZERO-SUM RISK-SENSITIVE STOCHASTIC DIFFERENTIAL GAME IN THE ORTHANT. In: Mathematical Control and Related Fields, 12 (2). pp. 343-370.
Ghosh, MK and Pradhan, S (2020) Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant. In: ESAIM - Control, Optimisation and Calculus of Variations, 26 .
Ghosh, MK and Suresh Kumar, K and Pal, C and Pradhan, S (2020) Nonzero-sum risk-sensitive stochastic differential games with discounted costs. In: Stochastic Analysis and Applications, 39 (2). pp. 306-326.
Ghosh, MK and Pradhan, S (2020) Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain. In: Stochastic Analysis and Applications, 39 (05). pp. 819-841.
Biswas, S and Ghosh, MK and Mukherjee, D (2020) Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle. In: Stochastic Analysis and Applications . (In Press)
Biswas, S and Ghosh, MK and Mukherjee, D (2020) Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle. In: Stochastic Analysis and Applications . (In Press)
