Mrinal K. Ghosh

Publication Activity (10 Years)

Years Active: 1991-2023
Publications (10 Years): 2

Top Topics

Markov Decision Problems

Stochastic Games

Top Venues

Math. Oper. Res.

Syst. Control. Lett.

Publications

Mrinal K. Ghosh, K. Suresh Kumar, Chandan Pal, Somnath Pradhan
Nonzero-sum risk-sensitive stochastic differential games: A multi-parameter eigenvalue problem approach. Syst. Control. Lett. 172 (2023)
Arnab Basu, Mrinal K. Ghosh
Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space. Math. Oper. Res. 43 (2) (2018)
Arnab Basu, Mrinal K. Ghosh
Zero-Sum Risk-Sensitive Stochastic Differential Games. Math. Oper. Res. 37 (3) (2012)
Gopal K. Basak, Mrinal K. Ghosh, Diganta Mukherjee
Influence of Big Traders on the Stock Market: Theory and Simulation. Dyn. Games Appl. 1 (2) (2011)
Vivek S. Borkar, Mrinal K. Ghosh, Govindan Rangarajan
Application of nonlinear filtering to credit risk. Oper. Res. Lett. 38 (6) (2010)
Arnab Basu, Mrinal K. Ghosh
Asymptotic analysis of option pricing in a Markov modulated market. Oper. Res. Lett. 37 (6) (2009)
Mrinal K. Ghosh, Anindya Goswami
Risk Minimizing Option Pricing in a Semi-Markov Modulated Market. SIAM J. Control. Optim. 48 (3) (2009)
Mrinal K. Ghosh, K. S. Mallikarjuna Rao
Zero-sum stochastic games with stopping and control. Oper. Res. Lett. 35 (6) (2007)
Mrinal K. Ghosh, K. S. Mallikarjuna Rao
Differential Games with Ergodic Payoff. SIAM J. Control. Optim. 43 (6) (2005)
Ari Arapostathis, Mrinal K. Ghosh
under a near-monotone cost assumption. CDC (2004)
Mrinal K. Ghosh, Arunabha Bagchi
Modeling Stochastic Hybrid Systems. System Modelling and Optimization (2003)
Ari Arapostathis, Raju K. George, Mrinal K. Ghosh
On the controllability of a class of nonlinear stochastic systems. Syst. Control. Lett. 44 (1) (2001)
Mrinal K. Ghosh, Steven I. Marcus, Aristotle Arapostathis
Controlled Switching Diffusions as Hybrid Processes. Hybrid Systems (1995)
Emmanuel Fernández-Gaucherand, Mrinal K. Ghosh, Steven I. Marcus
Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria. Math. Methods Oper. Res. 39 (2) (1994)
Mrinal K. Ghosh, Steven I. Marcus
On strong average optimality of markov decision processes with unbounded costs. Oper. Res. Lett. 11 (2) (1992)
Vivek S. Borkar, Mrinal K. Ghosh
Ergodic and adaptive control of nearest-neighbor motions. Math. Control. Signals Syst. 5 (4) (1992)
Vivek S. Borkar, Mrinal K. Ghosh
Ergodic and adaptive control of nearest-neighbor motions. Math. Control. Signals Syst. 4 (1) (1991)