The following pages link to Mrinal K. Ghosh (Q233102):
Displaying 50 items.
- Ergodic control of multidimensional diffusions. II: Adaptive control (Q583162) (← links)
- Equilibrium and stability of a stock market game with big traders (Q609413) (← links)
- Application of nonlinear filtering to credit risk (Q614031) (← links)
- Influence of big traders on the stock market: theory and simulation (Q692088) (← links)
- (Q703175) (redirect page) (← links)
- Existence of value and saddle point in infinite-dimensional differential games. (Q703176) (← links)
- A note on controlled diffusions with long finite horizon (Q805584) (← links)
- Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
- Markov decision processes with multiple costs (Q918876) (← links)
- Partially observed semi-Markov zero-sum games with average payoff (Q930973) (← links)
- Differential games of mixed type with control and stopping times (Q1021398) (← links)
- Asymptotic analysis of option pricing in a Markov modulated market (Q1043251) (← links)
- Controlled diffusions with constraints (Q1173639) (← links)
- Ergodic and adaptive control of nearest-neighbor motions (Q1176541) (← links)
- On strong average optimality of Markov decision processes with unbounded costs (Q1197886) (← links)
- Correction to: Ergodic and adaptive control of nearest-neighbor motions (Q1198565) (← links)
- Stochastic games with average payoff criterion (Q1273447) (← links)
- Stochastic differential games: Occupation measure based approach (Q1321187) (← links)
- Denumerable state stochastic games with limiting average payoff (Q1321315) (← links)
- Zero-sum stochastic differential games with reflecting diffusions (Q1384165) (← links)
- A probabilistic approach to second order variational inequalities with bilateral constraints (Q1425696) (← links)
- A nonzero-sum stochastic differential game in the orthant (Q1771389) (← links)
- Errata corrige to: Stochastic differential games: Occupation measure based approach (Q1908656) (← links)
- Stability of a random diffusion with linear drift (Q1922947) (← links)
- A nonzero-sum risk-sensitive stochastic differential game in the orthant (Q2119442) (← links)
- Nonzero-sum stochastic differential games with reflecting diffusions (Q2381875) (← links)
- Non-cooperative \(N\)-person semi-Markov games on a denumerable state space (Q2383487) (← links)
- Optimal control of Markov processes with age-dependent transition rates (Q2391935) (← links)
- Zero-sum risk-sensitive stochastic games on a countable state space (Q2434509) (← links)
- Zero-sum stochastic games with stopping and control (Q2467456) (← links)
- An optimal hybrid control problem in a Hilbert space (Q2644227) (← links)
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs (Q2673514) (← links)
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
- Stability and functional limit theorems for random degenerate diffusions (Q2736797) (← links)
- A mean-reverting stochastic model for the political business cycle (Q2798173) (← links)
- Risk-sensitive control of continuous time Markov chains (Q2811098) (← links)
- Zero-sum risk-sensitive stochastic games for continuous time Markov chains (Q2821906) (← links)
- Pricing credit derivatives in a Markov-modulated reduced-form model (Q2842530) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
- Zero-sum risk-sensitive stochastic differential games (Q2925338) (← links)
- Stochastic Processes with Age-Dependent Transition Rates (Q3005163) (← links)
- Ergodic Control of Diffusion Processes (Q3105813) (← links)
- Ergodic control of degenerate diffusions (Q3128354) (← links)
- (Q3140693) (← links)
- Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems (Q3141549) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- (Q3366153) (← links)
- Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle (Q3383684) (← links)
- Partially Observable Semi-Markov Games with Discounted Payoff (Q3423725) (← links)
- Risk Minimizing Option Pricing in a Semi-Markov Modulated Market (Q3566975) (← links)
