| Risk-sensitive control of continuous time Markov chains MK Ghosh, S Saha Stochastics An International Journal of Probability and Stochastic Processes …, 2014 | 55 | 2014 |
| Strict monotonicity of principal eigenvalues of elliptic operators in Rd and risk-sensitive control A Arapostathis, A Biswas, S Saha Journal de Mathématiques Pures et Appliquées 124, 169-219, 2019 | 35 | 2019 |
| Zero-sum stochastic differential games with risk-sensitive cost A Biswas, S Saha Applied Mathematics & Optimization 81, 113-140, 2020 | 19 | 2020 |
| Stochastic processes with age-dependent transition rates MK Ghosh, S Saha Stochastic analysis and applications 29 (3), 511-522, 2011 | 13 | 2011 |
| Continuous-time controlled jump Markov processes on the finite horizon MK Ghosh, S Saha Optimization, Control, and Applications of Stochastic Systems: In Honor of …, 2012 | 8 | 2012 |
| Central limit results for jump diffusions with mean field interaction and a common factor A Budhiraja, E Kira, S Saha Stochastic Analysis and Applications 35 (5), 767-802, 2017 | 7 | 2017 |
| An ɛ-Nash Equilibrium with High Probability for Strategic Customers in Heavy Traffic R Atar, S Saha Mathematics of Operations Research 42 (3), 626-647, 2017 | 7 | 2017 |
| Risk-sensitive semi-Markov decision problems with discounted cost and general utilities A Bhabak, S Saha Statistics & Probability Letters 184, 109408, 2022 | 6 | 2022 |
| Optimality of the generalized c μ rule in the moderate deviation regime R Atar, S Saha Queueing Systems 87 (1-2), 113-130, 2017 | 6 | 2017 |
| On viscosity solution of HJB equations with state constraints and reflection control A Biswas, H Ishii, S Saha, L Wang SIAM Journal on Control and Optimization 55 (1), 365-396, 2017 | 6 | 2017 |
| Zero-sum stochastic games with partial information and average payoff S Saha Journal of Optimization Theory and Applications 160 (1), 344-354, 2014 | 6 | 2014 |
| Asymptotic optimality of the generalized cμ rule under model uncertainty A Cohen, S Saha Stochastic Processes and their Applications 136, 206-236, 2021 | 5 | 2021 |
| Non-stationary semi-Markov decision processes on a finite horizon MK Ghosh, S Saha Stochastic Analysis and Applications 31 (1), 183-190, 2013 | 5 | 2013 |
| 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 |
| Optimal control of Markov processes with age-dependent transition rates MK Ghosh, S Saha Applied Mathematics & Optimization 66, 257-271, 2012 | 3 | 2012 |
| Continuous-time zero-sum stochastic game with stopping and control C Pal, S Saha Operations Research Letters 48 (6), 715-719, 2020 | 2 | 2020 |
| Semimartingale Representation of a Class of Semi-Markov Dynamics A Goswami, S Saha, RK Yadav Journal of Theoretical Probability, 1-22, 2023 | 1 | 2023 |
| Zero and non-zero sum risk-sensitive Semi-Markov games A Bhabak, S Saha Stochastic Analysis and Applications 41 (1), 134-151, 2023 | 1 | 2023 |
| Zero-sum semi-Markov games with a probability criterion A Bhabak, C Pal, S Saha Stochastics 94 (3), 415-431, 2022 | 1 | 2022 |
| Continuous-time zero-sum games with probability criterion A Bhabak, S Saha Stochastic Analysis and Applications 39 (6), 1130-1143, 2021 | 1 | 2021 |
Mrinal K. GhoshProfessor of Mathematics, Indian Institute of Science BangaloreVerified email at math.iisc.ernet.in
