Risk sensitive control of pure jump processes on a general state space C Pal, S Pradhan Stochastics 91 (2), 155-174, 2019 | 14 | 2019 |
Ergodic risk-sensitive control of Markov processes on countable state space revisited A Biswas, S Pradhan ESAIM: Control, Optimisation and Calculus of Variations 28, 26, 2022 | 13 | 2022 |
On the policy improvement algorithm for ergodic risk-sensitive control A Arapostathis, A Biswas, S Pradhan Proceedings of the Royal Society of Edinburgh Section A: Mathematics 151 (4 …, 2021 | 10 | 2021 |
Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant MK Ghosh, S Pradhan ESAIM: Control, Optimisation and Calculus of Variations 26, 114, 2020 | 7 | 2020 |
Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria. C Pal, S Pradhan Journal of Dynamics & Games 9 (1), 2022 | 6 | 2022 |
Nonzero-sum risk-sensitive stochastic differential games with discounted costs MK Ghosh, K Suresh Kumar, C Pal, S Pradhan Stochastic Analysis and Applications 39 (2), 306-326, 2020 | 6 | 2020 |
Risk-sensitive zero-sum stochastic differential game for jump–diffusions S Pradhan Systems & Control Letters 157, 105033, 2021 | 5 | 2021 |
Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain MK Ghosh, S Pradhan Stochastic Analysis and Applications 39 (5), 819-841, 2021 | 5 | 2021 |
Risk-sensitive ergodic control of reflected diffusion processes in orthant S Pradhan Applied Mathematics & Optimization 83 (3), 1739-1764, 2021 | 5 | 2021 |
Risk-sensitive stochastic differential games with reflecting diffusions MK Ghosh, S Pradhan Stochastic Analysis and Applications 36 (1), 1-27, 2018 | 5 | 2018 |
Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria S Pradhan, S Yüksel Electronic Journal of Probability 29, 1-32, 2024 | 4 | 2024 |
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion MK Ghosh, S Golui, C Pal, S Pradhan Stochastic Processes and their Applications 158, 40-74, 2023 | 4 | 2023 |
A nonzero-sum risk-sensitive stochastic differential game in the orthant MK Ghosh, S Pradhan Mathematical Control and Related Fields 12 (2), 343-370, 2022 | 4 | 2022 |
On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems A Arapostathis, A Biswas, S Pradhan Journal of Differential Equations 351, 156-193, 2023 | 3 | 2023 |
Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs MK Ghosh, S Golui, C Pal, S Pradhan Applied Mathematics & Optimization 86 (1), 6, 2022 | 3 | 2022 |
Zero-sum stochastic games in continuous-time with risk-sensitive average cost criterion on a countable state space MK Ghosh, S Golui, C Pal, S Pradhan Mathematical Control and Related Fields 14 (1), 255-283, 2024 | 1 | 2024 |
Nonzero-sum risk-sensitive stochastic differential games: A multi-parameter eigenvalue problem approach MK Ghosh, KS Kumar, C Pal, S Pradhan Systems & Control Letters 172, 105443, 2023 | 1 | 2023 |
Robustness of stochastic optimal control to approximate diffusion models under several criteria S Pradhan, S YÜKSEL arXiv preprint arXiv:2205.05894, 2022 | 1 | 2022 |
Zero-Sum Games for Continuous-time Markov Decision Processes with Risk-Sensitive Average Cost Criterion MK Ghosh, S Golui, C Pal, S Pradhan arXiv preprint arXiv:2109.08837, 2021 | 1 | 2021 |
Controlled Diffusions under Full, Partial and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations S Pradhan, S Yüksel arXiv preprint arXiv:2311.03254, 2023 | | 2023 |