18 citations · 36 across the 17 of their papers we have counts for
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math.OC2021★ 6 cited
Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
Mrinal K Ghosh, Subrata Golui, Chandan Pal +1
We study nonzero-sum stochastic games for continuous time Markov decision processes on a denumerable state space with risk-sensitive ergodic cost criterion. Transition rates and co…
math.OC2021★ 18 cited
Ergodic Risk-Sensitive Control of Markov Processes on Countable State Space Revisited
Anup Biswas, Somnath Pradhan
We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization problem. Under a blanket stability assumptio…
math.AP2021★ 1 cited
On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems
Ari Arapostathis, Anup Biswas, Somnath Pradhan
We consider general linear non-degenerate weakly-coupled cooperative elliptic systems and study certain monotonicity properties of the generalized principal eigenvalue in $\mathbb{…