Publications

A. Refereed Journal Articles.    

1. Partially Observable Discrete-time Discounted Markov Games with General Utility (with A. Bhabak), Operations Research Letters, vol. 54, 2024, 107113.

2. On Meeting and Merging of Stochastic Flow of Non-Homogeneous Markov and Semi-Markov Dynamics (with A. Goswami and R. K.   Yadav), Stochastic Models, DOI: 10.1080/15326349.2024.2328301 .     

3.  Semimartingale Representation of a Class of Semi-Markov Dynamics (with A. Goswami and R. K. Yadav), Journal of Theoretical Probability, vol. 37, 2024,  489-510.

4. Zero and Non-zero sum risk-sensitive semi-Markov games (with A. Bhabak), Stochastic Analysis and Applications, vol. 41, 2023, 134-151.

5. Risk-sensitive Semi-Markov Decision Problems with Discounted Cost and General Utilities (with A. Bhabak), Statistics and Probability Letters, vol. 184, 2022, 109408.

6. Zero-Sum Semi-Markov Games with a Probability Criterion (with A. Bhabak and C. Pal), Stochastics, vol. 94, 2022, 415-431.

7. Continuous-time Zero-Sum Games for Markov Decision Processes with Discounted Risk-Sensitive Cost Criterion (with S. Golui and   C. Pal), Dynamic Games and Applications, vol. 12, 2022, 485-512.

8. Asymptotic Optimality of the Generalized $c\mu$ Rule under Model Uncertainty (with Asaf Cohen),  Stochastic Processes and their Applications,  vol. 136, 2021, 206-236.

9. Continuous-time Zero-sum Games with Probability Criterion (with A. Bhabak), Stochastic Analysis and Applications, vol. 39, 2021, 1130-1143.

10. Continuous-time Zero-sum Stochastic Game with Stopping and Control (with C. Pal), Operations Research Letters,  vol. 48, 2020, 715-719.

11. Zero-Sum Stochastic Differential Games with Risk-Sensitive Cost (with A. Biswas), Applied Mathematics and Optimization, vol 81, 2020, 113-140.

12. Strict Monotonicity of Principal Eigenvalues of Elliptic Operators on \mathbb{R}^d and Risk-Sensitve Control (with A. Arapostathis and A. Biswas), Journal de Mathématiques Pures et Appliquées, vol. 124, 2019, 169-219.

13. Central Limit Results for Jump-Diffusions with Mean Field Interaction and a Common Factor (with A. Budhiraja and E. Kira),  Stochastic Analysis and Applications, vol. 35, 2017, 767-802.

14. Optimality of the Generalized cμ- Rule in the Moderate Deviation Regime (with R. Atar), Queueing Systems, vol. 87, 2017, 113-130.

15. On Viscosity Solution of HJB Equations with State Constraints and Reflection Control (with A. Biswas, H. Ishii and L. Wang),  SIAM Journal on Control and Optimization, vol. 55, 2017, 365-396.

16. An $\epsilon$-Nash Equilibrium with High Probability for Strategic Customers in Heavy Traffic (with R. Atar), Mathematics of Operations Research, vol. 42, 2017, 626-647.

17. Construction of Asymptotically Optimal Control for Crisscross Network from a Free Boundary Problem (with A. Budhiraja and X. Liu), Stochastic Systems, vol. 6, 2016, 459-518.

18.  A Note on Non-Existence of Diffusion Lmits for Serve-the-Longest-Queue when the Buffers are Equal in Size (with R. Atar),  Electronic Communications in Probability, vol. 21, no. 2, 10pp, 2016.

19. Risk-Sensitive Control of Continuous-time Markov Chains (with Mrinal K. Ghosh), Stochastics, vol. 86, 2014, 655-675.

20.  Zero-Sum Stochastic Games with Partial Information and Average Payoff, Journal of Optimization Theory and Applications, vol. 160, 2014, 344-354.

21. Non-Stationary Semi-Markov Decision Processes on a Finite Horizon (with M. K. Ghosh), Stochastic Analysis and Applications, vol. 31, 2013, 183-190.

22. Optimal Control of Markov Processes with Age-Dependent Transition Rates (with M. K. Ghosh), Applied Mathematics and Optimization, vol. 66, 2012, 257-271.

23. Stochastic Processes with Age-Dependent Transition Rates (with M. K. Ghosh), Stochastic Analysis and Applications, vol. 29, 2011, 511-522.

B. Refereed Articles in Books.

1. Continuous-time Controlled Jump Markov Processes on the Finite Horizon (with M. K. Ghosh), Optimization, Control, and Applications of Stochastic Systems: A Volume in Honor of Onesimo Hernndez-Lerma, edited by Daniel Hernandez-Hernandez et. al.; Systems Control Found. Appl., Birkhuser/Springer, New York, 2012, pp. 99-109.

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