Mrinal K. Ghosh

17 papers Journal 14Unranked 3
YearRankTypeTitle / Venue / Authors
2023 J jnl
Nonzero-sum risk-sensitive stochastic differential games: A multi-parameter eigenvalue problem approach.
Syst. Control. Lett.
Mrinal K. Ghosh, K. Suresh Kumar, Chandan Pal, Somnath Pradhan
2018 J jnl
Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space.
Math. Oper. Res.
Arnab Basu, Mrinal K. Ghosh
2012 J jnl
Zero-Sum Risk-Sensitive Stochastic Differential Games.
Math. Oper. Res.
Arnab Basu, Mrinal K. Ghosh
2011 J jnl
Influence of Big Traders on the Stock Market: Theory and Simulation.
Dyn. Games Appl.
Gopal K. Basak, Mrinal K. Ghosh, Diganta Mukherjee
2010 J jnl
Application of nonlinear filtering to credit risk.
Oper. Res. Lett.
Vivek S. Borkar, Mrinal K. Ghosh, Govindan Rangarajan
2009 J jnl
Asymptotic analysis of option pricing in a Markov modulated market.
Oper. Res. Lett.
Arnab Basu, Mrinal K. Ghosh
2009 J jnl
Risk Minimizing Option Pricing in a Semi-Markov Modulated Market.
SIAM J. Control. Optim.
Mrinal K. Ghosh, Anindya Goswami
2007 J jnl
Zero-sum stochastic games with stopping and control.
Oper. Res. Lett.
Mrinal K. Ghosh, K. S. Mallikarjuna Rao
2005 J jnl
Differential Games with Ergodic Payoff.
SIAM J. Control. Optim.
Mrinal K. Ghosh, K. S. Mallikarjuna Rao
2004 — conf
Ergodic control of jump diffusions in R
CDC
Ari Arapostathis, Mrinal K. Ghosh
2003 — conf
Modeling Stochastic Hybrid Systems.
System Modelling and Optimization
Mrinal K. Ghosh, Arunabha Bagchi
2001 J jnl
On the controllability of a class of nonlinear stochastic systems.
Syst. Control. Lett.
Ari Arapostathis, Raju K. George, Mrinal K. Ghosh
1995 — conf
Controlled Switching Diffusions as Hybrid Processes.
Hybrid Systems
Mrinal K. Ghosh, Steven I. Marcus, Aristotle Arapostathis
1994 J jnl
Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria.
Math. Methods Oper. Res.
Emmanuel Fernández-Gaucherand, Mrinal K. Ghosh, Steven I. Marcus
1992 J jnl
Ergodic and adaptive control of nearest-neighbor motions.
Math. Control. Signals Syst.
Vivek S. Borkar, Mrinal K. Ghosh
1992 J jnl
On strong average optimality of markov decision processes with unbounded costs.
Oper. Res. Lett.
Mrinal K. Ghosh, Steven I. Marcus
1991 J jnl
Ergodic and adaptive control of nearest-neighbor motions.
Math. Control. Signals Syst.
Vivek S. Borkar, Mrinal K. Ghosh