5 papers
An -Nash equilibrium with high probability for strategic customers in heavy traffic
Rami Atar, Subhamay Saha
A multiclass queue with many servers is considered, where customers make a join-or-leave decision upon arrival based on queue length information, without knowing the scheduling pol…
Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem
Amarjit Budhiraja, Xin Liu, Subhamay Saha
An asymptotic framework for optimal control of multiclass stochastic processing networks, using formal diffusion approximations under suitable temporal and spatial scaling, by Brow…
Risk-sensitive control of continuous time Markov chains
Mrinal K. Ghosh, Subhamay Saha
We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon pr…
Zero-Sum Stochastic Games with Partial Information and Average Payoff
Subhamay Saha
We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show tha…
Optimal Control of Markov Processes with Age-Dependent Transition Rates
Mrinal K. Ghosh, Subhamay Saha
We study optimal control of Markov processes with age-dependent transition rates. The control policy is chosen continuously over time based on the state of the process and its age.…