Browse by IISc Authors

Basak, Gopal K and Ghosh, Mrinal K and Mukherjee, Diganta (2019) A Stochastic Model with Inflation, Growth and Technology for the Political Business Cycle. In: COMPUTATIONAL ECONOMICS, 53 (1). pp. 125-140.

Basu, Arnab and Ghosh, Mrinal K (2018) Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space. In: MATHEMATICS OF OPERATIONS RESEARCH, 43 (2). pp. 516-532.

Ghosh, Mrinal K and Pradhan, Somnath (2018) Risk-sensitive stochastic differential games with reflecting diffusions. In: STOCHASTIC ANALYSIS AND APPLICATIONS, 36 (1). pp. 1-27.

Ghosh, Mrinal K and Kumar, Suresh K and Pal, Chandan (2016) Zero-sum risk-sensitive stochastic games for continuous time Markov chains. In: STOCHASTIC ANALYSIS AND APPLICATIONS, 34 (5). pp. 835-851.

Basak, Gopal K and Ghosh, Mrinal K and Mukherjee, Diganta (2016) A mean-reverting stochastic model for the political business cycle. In: STOCHASTIC ANALYSIS AND APPLICATIONS, 34 (1). pp. 96-116.

Ghosh, Ratna and Sah, Mayank and Ghosh, Mrinal K (2014) Alternative Formulation of the Discrete Linear Quadratic Regulator (DLQR). In: International Conference on Control, Instrumentation, Energy and Communication (CIEC), JAN 31-FEB 02, 2014, Kolkata, INDIA, pp. 603-607.

Ghosh, Mrinal K and Saha, Subhamay (2014) Risk-sensitive control of continuous time Markov chains. In: STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 86 (4). pp. 655-675.

Basu, Arnab and Ghosh, Mrinal K (2012) Zero-Sum Risk-Sensitive Stochastic Differential Games. In: MATHEMATICS OF OPERATIONS RESEARCH, 37 (3). pp. 437-449.

Ghosh, Mrinal K and Saha, Subhamay (2012) Non-Stationary Semi-Markov Decision Processes on a Finite Horizon. In: STOCHASTIC ANALYSIS AND APPLICATIONS, 31 (1). pp. 183-190.

Ghosh, Mrinal K and Saha, Subhamay (2012) Optimal Control of Markov Processes with Age-Dependent Transition Rates. In: APPLIED MATHEMATICS AND OPTIMIZATION, 66 (2). pp. 257-271.

Banerjee, Tamal and Ghosh, Mrinal K and Iyer, Srikanth K (2012) Pricing credit derivatives. In: CURRENT SCIENCE, 103 (6). pp. 657-665.