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Somnath Pradhan
Somnath Pradhan
Verified email at queensu.ca
Title
Cited by
Cited by
Year
Risk sensitive control of pure jump processes on a general state space
C Pal, S Pradhan
Stochastics 91 (2), 155-174, 2019
142019
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
132022
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
102021
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
72020
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 zero-sum stochastic differential game for jump–diffusions
S Pradhan
Systems & Control Letters 157, 105033, 2021
52021
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
52021
Risk-sensitive ergodic control of reflected diffusion processes in orthant
S Pradhan
Applied Mathematics & Optimization 83 (3), 1739-1764, 2021
52021
Risk-sensitive stochastic differential games with reflecting diffusions
MK Ghosh, S Pradhan
Stochastic Analysis and Applications 36 (1), 1-27, 2018
52018
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
42024
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
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
42022
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
32023
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
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
12024
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
12023
Robustness of stochastic optimal control to approximate diffusion models under several criteria
S Pradhan, S YÜKSEL
arXiv preprint arXiv:2205.05894, 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
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
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