Subhamay Saha

Available identifiers

zbMath Open saha.subhamayMaRDI QIDQ287769

List of research outcomes

Publication	Date of Publication	Type
Semimartingale representation of a class of semi-Markov dynamics	2024-04-02	Paper
Zero and non-zero sum risk-sensitive Semi-Markov games	2023-02-01	Paper
Partially Observable Discrete-time Discounted Markov Games with General Utility	2022-11-14	Paper
Zero-sum semi-Markov games with a probability criterion	2022-07-08	Paper
Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion	2022-06-30	Paper
Risk-sensitive semi-Markov decision problems with discounted cost and general utilities	2022-03-04	Paper
Continuous-time zero-sum games with probability criterion	2021-12-16	Paper
Zero and Non-zero Sum Risk-sensitive Semi-Markov Games	2021-06-09	Paper
Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty	2021-06-04	Paper
Continuous-time zero-sum stochastic game with stopping and control	2021-04-07	Paper
Continuous-time Zero-Sum Stochastic Game with Stopping and Control	2020-06-02	Paper
Zero-sum stochastic differential games with risk-sensitive cost	2020-02-25	Paper
Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control	2019-03-26	Paper
Optimality of the generalized \(c\mu \) rule in the moderate deviation regime	2018-06-13	Paper
Continuous-Time Controlled Jump Markov Processes on the Finite Horizon	2017-11-22	Paper
Central limit results for jump diffusions with mean field interaction and a common factor	2017-11-02	Paper
An ɛ-Nash Equilibrium with High Probability for Strategic Customers in Heavy Traffic	2017-09-22	Paper
Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem	2017-04-10	Paper
On Viscosity Solution of HJB Equations with State Constraints and Reflection Control	2017-02-09	Paper
Risk-sensitive control of continuous time Markov chains	2016-06-10	Paper
A note on non-existence of diffusion limits for serve-the-longest-queue when the buffers are equal in size	2016-05-23	Paper
Zero-sum stochastic games with partial information and average payoff	2014-07-04	Paper
Optimal control of Markov processes with age-dependent transition rates	2013-08-05	Paper
Non-Stationary Semi-Markov Decision Processes on a Finite Horizon	2013-04-22	Paper
Stochastic Processes with Age-Dependent Transition Rates	2011-06-07	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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