Publications

Amit Ghosh, Chandan Pal, and Somnath Pradhan. Policy and Value Iteration Algorithms for Risk-Sensitive First Exit Time Zero-sum Games with Varying Discount Factors. (Accepted in Optimization - A Journal of Mathematical Programming and Operations Research).

 Amit Ghosh, Chandan Pal, and Somnath Pradhan. Risk-Sensitive First Exit Time Control of Pure Jump Processes with Varying Discount Factors on a General State Space. (Accepted in Stochastic Analysis and Applications).

 Amit Ghosh, Chandan Pal, and Arghyadip Roy.  Approximation Algorithms for Risk-Sensitive First Exit Time Control with Varying Discount Factors on a General State Space.(Submitted)

 Amit Ghosh, Chandan Pal. Iteration Algorithms for Risk-Sensitive Discrete-time Infinite Horizon Zero-sum Games with Discounted Cost Criterion. (Working)