Arnab Basu

Publication Activity (10 Years)

Years Active: 2008-2023
Publications (10 Years): 4

Top Topics

Markov Decision Process

Infinite Horizon

Top Venues

SIAM J. Control. Optim.

Math. Oper. Res.

Publications

Yifan Zhao, Arnab Basu, Thomas S. Lontzek, Karl Schmedders
The Social Cost of Carbon When We Wish for Full-Path Robustness. Manag. Sci. 69 (12) (2023)
Arnab Basu, Lukasz Stettner
Zero-Sum Markov Games with Impulse Controls. SIAM J. Control. Optim. 58 (1) (2020)
Arnab Basu, Mrinal K. Ghosh
Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space. Math. Oper. Res. 43 (2) (2018)
Arnab Basu, Lukasz Stettner
Finite- and Infinite-Horizon Shapley Games with Nonsymmetric Partial Observation. SIAM J. Control. Optim. 53 (6) (2015)
Arnab Basu, Mrinal K. Ghosh
Zero-Sum Risk-Sensitive Stochastic Differential Games. Math. Oper. Res. 37 (3) (2012)
Arnab Basu, Samik Basu, Mahan Mj
Nash Equilibria via Duality and Homological Selection CoRR (2011)
Arnab Basu, Mrinal K. Ghosh
Asymptotic analysis of option pricing in a Markov modulated market. Oper. Res. Lett. 37 (6) (2009)
Arnab Basu, Tirthankar Bhattacharyya, Vivek S. Borkar
A Learning Algorithm for Risk-Sensitive Cost. Math. Oper. Res. 33 (4) (2008)
Arnab Basu, Vivek S. Borkar
Stochastic Control with Imperfect Models. SIAM J. Control. Optim. 47 (3) (2008)