| Publication | Date of Publication | Type |
|---|
Risk-sensitive first exit time control of pure jump processes with varying discount factors on a general state space
Stochastic Analysis and Applications | 2026-10-01 | Paper |
Optimal control of a dynamic production-inventory system with various cost criteria
Annals of Operations Research | 2024-07-16 | 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 |
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 |
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
Stochastic Processes and their Applications | 2023-03-14 | Paper |
Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space
Stochastic Analysis and Applications | 2023-03-09 | Paper |
| Optimal control for production inventory system with various cost criterion | 2022-10-27 | Paper |
Zero-sum semi-Markov games with a probability criterion
Stochastics | 2022-07-08 | Paper |
Risk sensitive control of pure jump processes on a general state space
Stochastics | 2022-07-05 | Paper |
Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion
Dynamic Games and Applications | 2022-06-30 | Paper |
Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space
Mathematical Methods of Operations Research | 2022-06-24 | Paper |
Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
Applied Mathematics and Optimization | 2022-06-10 | Paper |
Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion
Stochastic Analysis and Applications | 2022-01-31 | 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
(available as arXiv preprint) | 2022-01-11 | Paper |
| Zero-Sum Games for Continuous-time Markov Decision Processes with Risk-Sensitive Average Cost Criterion | 2021-09-18 | Paper |
Nonzero-sum risk-sensitive stochastic differential games with discounted costs
Stochastic Analysis and Applications | 2021-04-27 | Paper |
Continuous-time zero-sum stochastic game with stopping and control
Operations Research Letters | 2021-04-07 | Paper |
Continuous-time Zero-Sum Stochastic Game with Stopping and Control
(available as arXiv preprint) | 2020-06-02 | Paper |
Risk-sensitive control of reflected diffusion processes on orthrant
(available as arXiv preprint) | 2018-05-09 | Paper |
| Risk-sensitive control of reflected diffusion processes on orthrant | 2018-05-09 | 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 |
Risk-sensitive ergodic control of continuous time Markov processes with denumerable state space
Stochastic Analysis and Applications | 2015-10-20 | Paper |
Risk-sensitive control of pure jump process on countable space with near monotone cost
Applied Mathematics and Optimization | 2014-03-24 | Paper |
