| Publication | Date of Publication | Type |
|---|
Semimartingale representation of a class of semi-Markov dynamics
Journal of Theoretical Probability | 2024-04-02 | Paper |
Zero and non-zero sum risk-sensitive Semi-Markov games
Stochastic Analysis and Applications | 2023-02-01 | Paper |
| Partially Observable Discrete-time Discounted Markov Games with General Utility | 2022-11-14 | Paper |
Zero-sum semi-Markov games with a probability criterion
Stochastics | 2022-07-08 | 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 semi-Markov decision problems with discounted cost and general utilities
Statistics & Probability Letters | 2022-03-04 | Paper |
Continuous-time zero-sum games with probability criterion
Stochastic Analysis and Applications | 2021-12-16 | Paper |
Zero and Non-zero Sum Risk-sensitive Semi-Markov Games
(available as arXiv preprint) | 2021-06-09 | Paper |
Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty
Stochastic Processes and their Applications | 2021-06-04 | 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 |
Zero-sum stochastic differential games with risk-sensitive cost
Applied Mathematics and Optimization | 2020-02-25 | Paper |
Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2019-03-26 | Paper |
Optimality of the generalized \(c\mu \) rule in the moderate deviation regime
Queueing Systems | 2018-06-13 | Paper |
Continuous-time controlled jump Markov processes on the finite horizon
Systems & Control: Foundations & Applications | 2017-11-22 | Paper |
Central limit results for jump diffusions with mean field interaction and a common factor
Stochastic Analysis and Applications | 2017-11-02 | Paper |
An ɛ-Nash Equilibrium with High Probability for Strategic Customers in Heavy Traffic
Mathematics of Operations Research | 2017-09-22 | Paper |
An ɛ-Nash Equilibrium with High Probability for Strategic Customers in Heavy Traffic
Mathematics of Operations Research | 2017-09-22 | Paper |
Construction of asymptotically optimal control for crisscross network from a free boundary problem
(available as arXiv preprint) | 2017-04-10 | Paper |
| Construction of asymptotically optimal control for crisscross network from a free boundary problem | 2017-04-10 | Paper |
On viscosity solution of HJB equations with state constraints and reflection control
SIAM Journal on Control and Optimization | 2017-02-09 | Paper |
Risk-sensitive control of continuous time Markov chains
Stochastics | 2016-06-10 | Paper |
A note on non-existence of diffusion limits for serve-the-longest-queue when the buffers are equal in size
Electronic Communications in Probability | 2016-05-23 | Paper |
A note on non-existence of diffusion limits for serve-the-longest-queue when the buffers are equal in size
Electronic Communications in Probability | 2016-05-23 | Paper |
Zero-sum stochastic games with partial information and average payoff
Journal of Optimization Theory and Applications | 2014-07-04 | Paper |
Optimal control of Markov processes with age-dependent transition rates
Applied Mathematics and Optimization | 2013-08-05 | Paper |
Non-stationary semi-Markov decision processes on a finite horizon
Stochastic Analysis and Applications | 2013-04-22 | Paper |
Stochastic Processes with Age-Dependent Transition Rates
Stochastic Analysis and Applications | 2011-06-07 | Paper |
