| Publication | Date of Publication | Type |
|---|
Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach
Systems & Control Letters | 2023-06-20 | Paper |
Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach
Systems & Control Letters | 2023-06-20 | Paper |
Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions
Applied Mathematics and Optimization | 2021-07-15 | Paper |
Nonzero-sum risk-sensitive stochastic differential games with discounted costs
Stochastic Analysis and Applications | 2021-04-27 | Paper |
A variational characterization of the risk-sensitive average reward for controlled diffusions on \(\mathbb{R}^d\)
SIAM Journal on Control and Optimization | 2021-03-18 | Paper |
| Risk-sensitive control of reflected diffusion processes on orthrant | 2018-05-09 | Paper |
Risk-sensitive control of reflected diffusion processes on orthrant
(available as arXiv preprint) | 2018-05-09 | Paper |
Risk-sensitive control and an abstract Collatz-Wielandt formula
Journal of Theoretical Probability | 2017-01-10 | Paper |
A class of stochastic differential equations with pathwise unique solutions
Indian Journal of Pure & Applied Mathematics | 2016-12-13 | Paper |
Zero-sum risk-sensitive stochastic games for continuous time Markov chains
Stochastic Analysis and Applications | 2016-09-26 | Paper |
| Nonzero-sum risk-sensitive stochastic differential games | 2016-04-05 | Paper |
| Nonzero-Sum Risk Sensitive Stochastic Games for Continuous Time Markov Chains | 2016-03-08 | Paper |
| scientific article; zbMATH DE number 6520436 (Why is no real title available?) | 2015-12-11 | Paper |
Risk-sensitive ergodic control of continuous time Markov processes with denumerable state space
Stochastic Analysis and Applications | 2015-10-20 | Paper |
Relative Value Iteration for Stochastic Differential Games
Annals of the International Society of Dynamic Games | 2014-10-31 | Paper |
Convergence of the relative value iteration for the ergodic control problem of nondegenerate diffusions under near-monotone costs
SIAM Journal on Control and Optimization | 2014-07-30 | Paper |
Risk-sensitive control of pure jump process on countable space with near monotone cost
Applied Mathematics and Optimization | 2014-03-24 | Paper |
A class of degenerate stochastic differential equations with non-Lipschitz coefficients
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2013-09-24 | Paper |
Singular Perturbations in Stochastic Ergodic Control Problems
SIAM Journal on Control and Optimization | 2013-03-19 | Paper |
Singular perturbations in risk-sensitive stochastic control
SIAM Journal on Control and Optimization | 2010-12-03 | Paper |
Erratum to: Risk-sensitive control with near monotone cost
Applied Mathematics and Optimization | 2010-12-03 | Paper |
Risk-sensitive control with near monotone cost
Applied Mathematics and Optimization | 2010-11-22 | Paper |
Erratum to: Risk-sensitive control with near monotone cost
Applied Mathematics and Optimization | 2010-11-22 | Paper |
A new Markov selection procedure for degenerate diffusions
Journal of Theoretical Probability | 2010-10-13 | Paper |
McKean-Vlasov limit in portfolio optimization
Stochastic Analysis and Applications | 2010-10-07 | Paper |
Dynamic asset management with risk-sensitive criterion and non-negative factor constraints: a differential game approach
Stochastics | 2009-11-23 | Paper |
Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach
SIAM Journal on Control and Optimization | 2009-03-10 | Paper |
Risk-sensitive portfolio optimization problems with general nonnegative factor models
Differential Equations and Dynamical Systems | 2009-02-26 | Paper |
Nonzero-sum stochastic differential games with reflecting diffusions
Computational and Applied Mathematics | 2007-09-19 | Paper |
Numerical analysis of a zero-sum stochastic differential game in a bounded domain
Computational and Applied Mathematics | 2007-09-19 | Paper |
A nonzero-sum stochastic differential game in the orthant
Journal of Mathematical Analysis and Applications | 2005-04-21 | Paper |
A stochastic differential game in the orthrant
Journal of Mathematical Analysis and Applications | 2002-03-06 | Paper |
| scientific article; zbMATH DE number 1867086 (Why is no real title available?) | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 1642332 (Why is no real title available?) | 2001-11-18 | Paper |
Zero-sum stochastic differential games with reflecting diffusions
Computational and Applied Mathematics | 1998-04-13 | Paper |
Small noise perturbations of stochastic ergodic control problems
(available as arXiv preprint) | N/A | Paper |
