Somnath Pradhan

Available identifiers

zbMath Open pradhan.somnathMaRDI QIDQ2041017

List of research outcomes

Publication	Date of Publication	Type
Near optimality of Lipschitz and smooth policies in controlled diffusions	2024-12-04	Paper
Zero-sum stochastic games in continuous-time with risk-sensitive average cost criterion on a countable state space	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	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	2023-06-20	Paper
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion	2023-03-14	Paper
On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems	2023-02-14	Paper
Ergodic risk-sensitive control for regime-switching diffusions	2022-12-02	Paper
Risk sensitive control of pure jump processes on a general state space	2022-07-05	Paper
Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs	2022-06-10	Paper
Ergodic risk-sensitive control of Markov processes on countable state space revisited	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	2022-03-29	Paper
Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria	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	2021-12-14	Paper
Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain	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	2021-07-22	Paper
Risk-sensitive ergodic control of reflected diffusion processes in orthant	2021-07-15	Paper
Nonzero-sum risk-sensitive stochastic differential games with discounted costs	2021-04-27	Paper
Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant	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	2018-03-14	Paper

Research outcomes over time

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