Subhamay Saha

activity

20142024

most citedStrict monotonicity of principal eigenvalues of elliptic operators in

R^{d}

and risk-sensitive control

32 citations · 37 across the 13 of their papers we have counts for

collaborators

Showing 2017Show all

2 papers · 1 filter

math.OC2017★ 1 cited

Zero-sum stochastic differential game with risk-sensitive cost

Anup Biswas, Subhamay Saha

Zero sum games with risk-sensitive cost criterion are considered with underlying dynamics being given by controlled stochastic differential equations. Under the assumption of geome…

math.AP2017★ 32 cited

Strict monotonicity of principal eigenvalues of elliptic operators in $R^{d}$ and risk-sensitive control

Ari Arapostathis, Anup Biswas, Subhamay Saha

This paper studies the eigenvalue problem on $R^{d}$ for a class of second order, elliptic operators of the form $\mathscr{L} = a^{ij}\partial_{x_i}\partial_{x_j} + b^{i}\pa…

Zero-sum stochastic differential game with risk-sensitive cost

Strict monotonicity of principal eigenvalues of elliptic operators in Rd and risk-sensitive control

Strict monotonicity of principal eigenvalues of elliptic operators in $R^{d}$ and risk-sensitive control