![]() | Up a level |
Borkar, VS and Ghosh, Mrinal K and Rangarajan, Govindan (2010) Application of nonlinear filtering to credit risk. In: Operations Research Letters, 38 (6). pp. 527-532.
Basu, Arnab and Ghosh, Mrinal K (2009) Asymptotic analysis of option pricing in a Markov modulated market. In: Operations Research Letters, 37 (6). pp. 415-419.
Ghosh, Mrinal K and Rao, Mallikarjuna KS (2007) Zero-sum stochastic games with stopping and control. In: Operations Research Letters, 35 (6). pp. 799-804.
Kuri, Joy and Kumar, Anurag (1994) On the optimal allocation of customers that must depart in sequence. In: Operations Research Letters, 15 (1). pp. 41-46.
Chandru, Vijaya and Lee, Chung-Yee and Uzsoy, Reha (1993) Minimizing total completion time on a batch processing machine with job families. In: Operations Research Letters, 13 (2). pp. 61-65.
Sankaran, Jayaram K (1993) A note on resolving infeasibility in linear programs by constraint relaxation. In: Operations Research Letters, 13 (1). pp. 19-20.