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Subhamay Saha

Risk-sensitive control of continuous time Markov chains
2014 · Mrinal K. Ghosh, Subhamay Saha · Stochastics · 60
Strict monotonicity of principal eigenvalues of elliptic operators in Rd and risk-sensitive control
2018 · Ari Arapostathis, Anup Biswas, et al. · Journal de Mathématiques Pures et Appliquées · 34
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Zero-Sum Stochastic Differential Games with Risk-Sensitive Cost
2018 · Anup Biswas, Subhamay Saha · Applied Mathematics & Optimization · 20
Stochastic Processes with Age-Dependent Transition Rates
2011 · Mrinal K. Ghosh, Subhamay Saha · Stochastic Analysis and Applications · 11
Zero-Sum Stochastic Games with Partial Information and Average Payoff
2013 · Subhamay Saha · Journal of Optimization Theory and Applications · 10
Continuous-Time Zero-Sum Games for Markov Decision Processes with Discounted Risk-Sensitive Cost Criterion
2021 · Subrata Golui, Chandan Pal, et al. · Dynamic Games and Applications · 9
Risk-sensitive semi-Markov decision problems with discounted cost and general utilities
2022 · Arnab Bhabak, Subhamay Saha · Statistics & Probability Letters · 7
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Asymptotic optimality of the generalized c μ rule under model uncertainty
2021 · Asaf Cohen, Subhamay Saha · Stochastic Processes and their Applications · 7
Zero and non-zero sum risk-sensitive Semi-Markov games
2021 · Arnab Bhabak, Subhamay Saha · Stochastic Analysis and Applications · 6
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Continuous-time zero-sum stochastic game with stopping and control
2020 · Chandan Pal, Subhamay Saha · Operations Research Letters · 6
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Central limit results for jump diffusions with mean field interaction and a common factor
2017 · Amarjit Budhiraja, Elisabeti Kira, et al. · Stochastic Analysis and Applications · 6
On Viscosity Solution of HJB Equations with State Constraints and Reflection Control
2017 · Anup Biswas, Hitoshi Ishii, et al. · SIAM Journal on Control and Optimization · 6
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Non-Stationary Semi-Markov Decision Processes on a Finite Horizon
2012 · Mrinal K. Ghosh, Subhamay Saha · Stochastic Analysis and Applications · 6
Zero-sum semi-Markov games with a probability criterion
2021 · Arnab Bhabak, Chandan Pal, et al. · Stochastics · 5
Optimality of the generalized $$\varvec{c\mu }$$ c μ rule in the moderate deviation regime
2017 · Rami Atar, Subhamay Saha · Queueing Systems · 5
Continuous-Time Controlled Jump Markov Processes on the Finite Horizon
2012 · Mrinal K. Ghosh, Subhamay Saha · Systems & control · 5
Partially observable discrete-time discounted Markov games with general utility
2024 · Arnab Bhabak, Subhamay Saha · Operations Research Letters · 4
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An ɛ-Nash Equilibrium with High Probability for Strategic Customers in Heavy Traffic
2016 · Rami Atar, Subhamay Saha · Mathematics of Operations Research · 4
Optimal Control of Markov Processes with Age-Dependent Transition Rates
2012 · Mrinal K. Ghosh, Subhamay Saha · Applied Mathematics & Optimization · 4
Semimartingale Representation of a Class of Semi-Markov Dynamics
2023 · Anindya Goswami, Subhamay Saha, et al. · Journal of Theoretical Probability · 3
Construction of Asymptotically Optimal Control for Crisscross Network from a Free Boundary Problem
2016 · Amarjit Budhiraja, Xin Liu, et al. · Stochastic Systems · 3
Central Limit Results for Jump-Diffusions with Mean Field Interaction and a Common Factor
2014 · Budhiraja, A., Kira, E., et al. · arXiv (Cornell University) · 3
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Continuous-time zero-sum games with probability criterion
2021 · Arnab Bhabak, Subhamay Saha · Stochastic Analysis and Applications · 2
Zero-sum stochastic differential game with risk-sensitive cost
2017 · Biswas, Anup, Saha, Subhamay · arXiv (Cornell University) · 2
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On meeting and merging of stochastic flow of non-homogeneous Markov and semi-Markov dynamics
2024 · Anindya Goswami, Subhamay Saha, et al. · Stochastic Models · 1
Works count: 40
Citation count: 230
H-index: 7
I10-index: 5
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