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 | 34 | 2013 |
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 | 30 | 2015 |
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 | 23 | 2016 |
Risk sensitive control of pure jump processes on a general state space C Pal, S Pradhan Stochastics 91 (2), 155-174, 2019 | 14 | 2019 |
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 | 6 | 2022 |
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 discounted cost criterion for Continuous-time Markov decision processes on a general state space C Pal, S Golui arXiv preprint arXiv:2104.12366, 2021 | 5 | 2021 |
Risk-sensitive control of reflected diffusion processes on orthrant SK Gauttam, KS Kumar, C Pal arXiv preprint arXiv:1701.01213, 2017 | 5 | 2017 |
Nonzero-sum risk-sensitive stochastic differential games MK Ghosh, KS Kumar, C Pal arXiv preprint arXiv:1604.01142, 2016 | 5 | 2016 |
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 |
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 | 4 | 2022 |
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 |
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 | 2 | 2023 |
Continuous-time zero-sum stochastic game with stopping and control C Pal, S Saha Operations Research Letters 48 (6), 715-719, 2020 | 2 | 2020 |
Zero-sum semi-Markov games with a probability criterion A Bhabak, C Pal, S Saha Stochastics 94 (3), 415-431, 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 |
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 |