32 citations · 37 across the 13 of their papers we have counts for
Showing 2014 · math.OCShow all
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math.OC2014
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…
math.OC2014
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…
math.OC2014
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.…