3 papers
math.OC2020
Continuous-time Zero-Sum Stochastic Game with Stopping and Control
Chandan Pal, Subhamay Saha
We consider a zero-sum stochastic game for continuous-time Markov chain with countable state space and unbounded transition and pay-off rates. The additional feature of the game is…
math.OC2015
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…
math.PR2015
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…