| Publication | Date of Publication | Type |
|---|
Near optimality of Lipschitz and smooth policies in controlled diffusions
Systems \& Control Letters | 2024-12-04 | Paper |
Zero-sum stochastic games in continuous-time with risk-sensitive average cost criterion on a countable state space
Mathematical Control and Related Fields | 2024-04-12 | Paper |
Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria
Electronic Journal of Probability | 2024-04-10 | Paper |
Controlled Diffusions under Full, Partial and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations
| 2023-11-06 | Paper |
Robustness of Optimal Controlled Diffusions with Near-Brownian Noise via Rough Paths Theory
| 2023-10-15 | Paper |
Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach
Systems \& Control Letters | 2023-06-20 | Paper |
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
Stochastic Processes and their Applications | 2023-03-14 | Paper |
On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems
Journal of Differential Equations | 2023-02-14 | Paper |
Ergodic risk-sensitive control for regime-switching diffusions
Systems \& Control Letters | 2022-12-02 | Paper |
Risk sensitive control of pure jump processes on a general state space
Stochastics | 2022-07-05 | Paper |
Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
Applied Mathematics and Optimization | 2022-06-10 | Paper |
Ergodic risk-sensitive control of Markov processes on countable state space revisited
ESAIM: Control, Optimisation and Calculus of Variations | 2022-06-08 | Paper |
Robustness of Stochastic Optimal Control to Approximate Diffusion Models under Several Cost Evaluation Criteria
| 2022-05-12 | Paper |
A nonzero-sum risk-sensitive stochastic differential game in the orthant
Mathematical Control and Related Fields | 2022-03-29 | Paper |
Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria
Journal of Dynamics and Games | 2022-01-20 | Paper |
Discrete-time Zero-Sum Games for Markov chains with risk-sensitive average cost criterion
| 2022-01-11 | Paper |
Risk-sensitive zero-sum stochastic differential game for jump-diffusions
Systems \& Control Letters | 2021-12-14 | Paper |
Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain
Stochastic Analysis and Applications | 2021-11-18 | Paper |
Zero-Sum Games for Continuous-time Markov Decision Processes with Risk-Sensitive Average Cost Criterion
| 2021-09-18 | Paper |
On the policy improvement algorithm for ergodic risk-sensitive control
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2021-07-22 | Paper |
Risk-sensitive ergodic control of reflected diffusion processes in orthant
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 |
Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant
ESAIM: Control, Optimisation and Calculus of Variations | 2021-03-17 | Paper |
On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems
| 2020-12-31 | Paper |
Risk-sensitive stochastic differential games with reflecting diffusions
Stochastic Analysis and Applications | 2018-03-14 | Paper |
