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Somnath Pradhan

Ergodic risk-sensitive control of Markov processes on countable state space revisited
2022 · Anup Biswas, Somnath Pradhan · ESAIM Control Optimisation and Calculus of Variations · 18
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Risk sensitive control of pure jump processes on a general state space
2018 · Chandan Pal, Somnath Pradhan · Stochastics · 17
On the policy improvement algorithm for ergodic risk-sensitive control
2020 · Ari Arapostathis, Anup Biswas, et al. · Proceedings of the Royal Society of Edinburgh Section A Mathematics · 9
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Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria
2024 · Somnath Pradhan, Serdar Yüksel · Electronic Journal of Probability · 8
Risk-sensitive zero-sum stochastic differential game for jump–diffusions
2021 · Somnath Pradhan · Systems & Control Letters · 8
Risk-sensitive stochastic differential games with reflecting diffusions
2017 · Mrinal K. Ghosh, Somnath Pradhan · Stochastic Analysis and Applications · 8
Nonzero-sum risk-sensitive stochastic differential games with discounted costs
2020 · Mrinal K. Ghosh, K. Suresh Kumar, et al. · Stochastic Analysis and Applications · 7
Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant
2020 · Mrinal Kanti Ghosh, Somnath Pradhan · ESAIM Control Optimisation and Calculus of Variations · 7
Near optimality of Lipschitz and smooth policies in controlled diffusions
2024 · Somnath Pradhan, Serdar Yüksel · Systems & Control Letters · 6
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Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
2022 · Mrinal K. Ghosh, Subrata Golui, et al. · Stochastic Processes and their Applications · 6
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Nonzero-Sum Risk-Sensitive Continuous-Time Stochastic Games with Ergodic Costs
2022 · Mrinal K. Ghosh, Subrata Golui, et al. · Applied Mathematics & Optimization · 6
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Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria
2021 · Chandan Pal, Somnath Pradhan · Journal of Dynamics and Games · 6
Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain
2020 · Mrinal K. Ghosh, Somnath Pradhan · Stochastic Analysis and Applications · 6
Risk-Sensitive Ergodic Control of Reflected Diffusion Processes in Orthant
2019 · Somnath Pradhan · Applied Mathematics & Optimization · 6
Controlled Diffusions under Full, Partial, and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations
2025 · Somnath Pradhan, Serdar Yüksel · SIAM Journal on Control and Optimization · 5
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On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems
2023 · Ari Arapostathis, Anup Biswas, et al. · Journal of Differential Equations · 4
A nonzero-sum risk-sensitive stochastic differential game in the orthant
2021 · Mrinal K. Ghosh, Somnath Pradhan · Mathematical Control and Related Fields · 4
Zero-sum stochastic games in continuous-time with risk-sensitive average cost criterion on a countable state space
2023 · Mrinal K. Ghosh, Subrata Golui, et al. · Mathematical Control and Related Fields · 3
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Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria
2023 · Somnath Pradhan, Serdar Yüksel · Mathematics of Operations Research · 2
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Robustness of optimal controlled diffusions with near-Brownian noise via rough paths theory
2026 · Somnath Pradhan, Zachary Selk, et al. · Mathematics of Control Signals and Systems · 1
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Controlled Diffusions under Full, Partial and Decentralized Information: Optimal Policies and Discrete-Time Approximations
2024 · Somnath Pradhan, Serdar Yüksel · IEEE Conference on Decision and Control (CDC) · 1
Nonzero-sum risk-sensitive stochastic differential games: A multi-parameter eigenvalue problem approach
2023 · Mrinal K. Ghosh, K. Suresh Kumar, et al. · Systems & Control Letters · 1
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Ergodic risk-sensitive control for regime-switching diffusions
2022 · Anup Biswas, Somnath Pradhan · Systems & Control Letters · 1
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Zero-Sum Games for Continuous-time Markov Decision Processes with Risk-Sensitive Average Cost Criterion
2021 · Ghosh, Mrinal K., Golui, Subrata, et al. · arXiv (Cornell University) · 1
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A machine learning approach to predict future power demand in real-time for a battery operated car
2014 · Somnath Pradhan, Joydeb Roychaudhury · 1
Works count: 37
Citation count: 142
H-index: 7
I10-index: 2
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