6 citations · 13 across the 11 of their papers we have counts for
12 papers
Nonzero-sum Discrete-time Stochastic Games with Risk-sensitive Ergodic Cost Criterion
Bivakar Bose, Chandan Pal, Somnath Pradhan +1
In this paper we study infinite horizon nonzero-sum stochastic games for controlled discrete-time Markov chains on a Polish state space with risk-sensitive ergodic cost criterion.…
Optimal control for production inventory system with various cost criterion
Subrata Golui, Chandan Pal, Manikandan R. +1
In this article, we investigate a dynamic control problem of a production-inventory system. Here, demands arrive at the production unit according to a Poisson process and are proce…
Nonzero-Sum Risk-Sensitive Stochastic Differential Games: A Multi-parameter Eigenvalue Problem Approach
Mrinal K. Ghosh, K. Suresh Kumar, Chandan Pal +1
We study nonzero-sum stochastic differential games with risk-sensitive ergodic cost criterion. Under certain conditions, using multi-parameter eigenvalue approach, we establish the…
Discrete-time Zero-Sum Games for Markov chains with risk-sensitive average cost criterion
Mrinal K. Ghosh, Subrata Golui, Chandan Pal +1
We study zero-sum stochastic games for controlled discrete time Markov chains with risk-sensitive average cost criterion with countable state space and Borel action spaces. The pay…
Zero-Sum Games for Continuous-time Markov Decision Processes with Risk-Sensitive Average Cost Criterion
Mrinal K. Ghosh, Subrata Golui, Chandan Pal +1
We consider zero-sum stochastic games for continuous time Markov decision processes with risk-sensitive average cost criterion. Here the transition and cost rates may be unbounded.…
Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
Mrinal K Ghosh, Subrata Golui, Chandan Pal +1
We study nonzero-sum stochastic games for continuous time Markov decision processes on a denumerable state space with risk-sensitive ergodic cost criterion. Transition rates and co…
Risk-sensitive discounted cost criterion for Continuous-time Markov decision processes on a general state space
Chandan Pal, Subrata Golui
In this paper, we consider risk-sensitive discounted control problem for continuous-time jump Markov processes taking values in general state space. The transition rates of underly…
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…
Risk-sensitive control of reflected diffusion processes on orthrant
Sunil Kumar Gauttam, K. Suresh Kumar, Chandan Pal
In this article, we prove the existence of optimal risk-sensitive control with state constraints. We use near monotone assumption on the running cost to prove the existence of opti…
Nonzero-sum risk-sensitive stochastic differential games
Mrinal K. Ghosh, K. Suresh Kumar, Chandan Pal
We study two person nonzero-sum stochastic differential games with risk-sensitive discounted and ergodic cost criteria. Under certain conditions we establish a Nash equilibrium in…
Nonzero-Sum Risk Sensitive Stochastic Games for Continuous Time Markov Chains
Mrinal K. Ghosh, K. Suresh Kumar, Chandan Pal
We study nonzero-sum stochastic games for continuous time Markov chains on a denumerable state space with risk sensitive discounted and ergodic cost criteria. For the discounted co…
Zero-sum Risk-sensitive Stochastic Games for Continuous Time Markov Chains
Mrinal K. Ghosh, K. Suresh Kumar, Chandan Pal
We study infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled continuous time Markov chains on a countable state space. For the…