Arnab Basu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Nonzero-sum risk-sensitive stochastic games on a countable state space Mathematics of Operations Research	2020-03-12	Paper
Zero-sum Markov games with impulse controls SIAM Journal on Control and Optimization	2020-03-02	Paper
Generic Behaviour of Strongly Reinforced Polya Urns : Convergence and Stability	2016-06-14	Paper
Finite- and infinite-horizon Shapley games with nonsymmetric partial observation SIAM Journal on Control and Optimization	2016-01-05	Paper
Nash equilibria via duality and homological selection Proceedings of the Indian Academy of Sciences. Mathematical Sciences	2015-03-25	Paper
Zero-sum risk-sensitive stochastic differential games Mathematics of Operations Research	2014-10-21	Paper
Zero-sum risk-sensitive stochastic games on a countable state space Stochastic Processes and their Applications	2014-02-06	Paper
A learning algorithm for risk-sensitive cost Mathematics of Operations Research	2011-04-27	Paper
Asymptotic analysis of option pricing in a Markov modulated market Operations Research Letters	2009-12-07	Paper
Stochastic Control with Imperfect Models SIAM Journal on Control and Optimization	2009-05-27	Paper
Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization Stochastic Analysis and Applications	2007-09-21	Paper
Exploitation of child labor and the dynamics of debt bondage Journal of Economic Growth	2005-01-17	Paper
Sequential estimation of the autoregressive parameters in general vector autoregressive model Sankhyā. Series A. Methods and Techniques	2001-09-11	Paper

Research outcomes over time

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