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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)
Ghosh, MK and Shaiju, AJ (2004) Existence of Value and Saddle Point in Infinite-Dimensional Differential Games. In: Journal of Optimization Theory and Applications, 121 (2). pp. 301-325.
Ghosh, MK and McDonald, D and Sinha, S (2004) Zero-Sum Stochastic Games with Partial Information. In: Journal of Optimization Theory and Applications, 121 (1). pp. 99-118.
Ghosh, MK and McDonald, D and Sinha, S (2004) Zero-Sum Stochastic Games with Partial Information. In: Journal of Optimization Theory and Applications, 121 (1). pp. 99-118.
Borkar, VS and Ghosh, MK and Sahay, P (1999) Optimal control of a stochastic hybrid system with discounted cost. In: Journal of Optimization Theory and Applications, 101 (3). pp. 557-580.
Ghosh, MK and Bagchi, A (1998) Stochastic Games with Average Payoff Criterion. In: Applied Mathematics and Optimization, 38 (3). pp. 283-301.
Basak, GK and Borkar, VS and Ghosh, MK (1997) Ergodic control of degenerate diffusions. In: Stochastic Analysis And Applications, 15 (1). pp. 1-17.
Kumar, KS and Ghosh, MK (1997) Zero-sum stochastic differential games with reflecting diffusions. In: Computational and Applied Mathematics, 16 (3). pp. 237-246.
Borkar, VS and Ghosh, MK (1993) Denumerable state stochastic games with limiting average payoff. In: Journal of Optimization Theory and Applications, 76 (3). pp. 539-560.
Borkar, VS and Ghosh, MK (1992) Stochastic differential games: Occupation measure based approach. In: Journal of Optimization Theory and Applications, 73 (2). pp. 359-385.
