4 papers · 1 filter
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…
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.…