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Chandan Pal
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Cited by
Year
Risk-sensitive control of pure jump process on countable space with near monotone cost
KS Kumar, C Pal
Applied Mathematics and Optimization 68 (3), 311, 2013
332013
Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space
K Suresh Kumar, C Pal
Stochastic Analysis and Applications 33 (5), 863-881, 2015
292015
Zero-sum risk-sensitive stochastic games for continuous time Markov chains
MK Ghosh, KS Kumar, C Pal
Stochastic Analysis and Applications 34 (5), 835-851, 2016
232016
Risk sensitive control of pure jump processes on a general state space
C Pal, S Pradhan
Stochastics 91 (2), 155-174, 2019
142019
Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion
S Golui, C Pal
Stochastic Analysis and Applications 40 (1), 78-95, 2022
62022
Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria.
C Pal, S Pradhan
Journal of Dynamics & Games 9 (1), 2022
62022
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
62020
Risk-sensitive discounted cost criterion for Continuous-time Markov decision processes on a general state space
C Pal, S Golui
arXiv preprint arXiv:2104.12366, 2021
52021
Risk-sensitive control of reflected diffusion processes on orthrant
SK Gauttam, KS Kumar, C Pal
arXiv preprint arXiv:1701.01213, 2017
52017
Nonzero-sum risk-sensitive stochastic differential games
MK Ghosh, KS Kumar, C Pal
arXiv preprint arXiv:1604.01142, 2016
52016
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
42023
Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion
S Golui, C Pal, S Saha
Dynamic Games and Applications 12 (2), 485-512, 2022
42022
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
32022
Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space
S Golui, C Pal
Stochastic Analysis and Applications 41 (2), 327-357, 2023
22023
Continuous-time zero-sum stochastic game with stopping and control
C Pal, S Saha
Operations Research Letters 48 (6), 715-719, 2020
22020
Zero-sum semi-Markov games with a probability criterion
A Bhabak, C Pal, S Saha
Stochastics 94 (3), 415-431, 2022
12022
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
12021
Continuous-time zero-sum games for markov decision processes with risk-sensitive finite-horizon cost criterion on a general state space
S Golui, C Pal
3c Empresa: investigación y pensamiento crítico 11 (2), 76-92, 2022
2022
Credit portfolio optimization with replacement in defaultable asset
KS Kumar, C Pal
Current Science, 650-656, 2012
2012
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Articles 1–19