32 citations · 37 across the 13 of their papers we have counts for
4 papers · 1 filter
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.…
Central Limit Results for Jump-Diffusions with Mean Field Interaction and a Common Factor
A. Budhiraja, E. Kira, Subhamay Saha
A system of weakly interacting particles whose dynamics is given in terms of jump-diffusions with a common factor is considered. The common factor is described through another…