The following pages link to Mrinal K. Ghosh (Q233102):
Displaying 28 items.
- Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization (Q3592750) (← links)
- Ergodic Control of Multidimensional Diffusions I: The Existence Results (Q3791065) (← links)
- (Q3988034) (← links)
- Harnack's inequality for cooperative weakly coupled elliptic systems (Q4264568) (← links)
- Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria (Q4296292) (← links)
- Controlled random degenerate diffusions under long-run average cost (Q4354635) (← links)
- Ergodic Control of Switching Diffusions (Q4377429) (← links)
- Limit theorems for random degenerate diffusions (Q4378452) (← links)
- Stochastic differential games with multiple modes (Q4385653) (← links)
- Ergodic Control of Partially Degenerate Diffusions in a Compact Domain (Q4440447) (← links)
- Continuous-Time Controlled Jump Markov Processes on the Finite Horizon (Q4593603) (← links)
- Risk-sensitive stochastic differential games with reflecting diffusions (Q4607787) (← links)
- Existence of Value in Stochastic Differential Games of Mixed Type (Q4648516) (← links)
- Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey (Q4695407) (← links)
- A note on an LQG regulator with Markovian switching and pathwise average cost (Q4859735) (← links)
- (Q4882248) (← links)
- Non-Stationary Semi-Markov Decision Processes on a Finite Horizon (Q4916407) (← links)
- Nonzero-sum risk-sensitive stochastic differential games with discounted costs (Q4986426) (← links)
- Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space (Q5219552) (← links)
- Differential Games with Ergodic Payoff (Q5317106) (← links)
- Risk Minimizing Option Pricing in a Regime Switching Market (Q5459758) (← links)
- Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant (Q5854407) (← links)
- Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain (Q5859959) (← links)
- A stochastic differential game in the orthrant (Q5957136) (← links)
- On the controllability of a class of nonlinear stochastic systems (Q5958144) (← links)
- Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach (Q6099691) (← links)
- Zero-sum stochastic games in continuous-time with risk-sensitive average cost criterion on a countable state space (Q6127351) (← links)
- Discrete-time Zero-Sum Games for Markov chains with risk-sensitive average cost criterion (Q6387944) (← links)
