Publications

 Amit Ghosh, Chandan Pal and Somnath Pradhan. Risk-Sensitive First Exit Time Control of Pure Jump Processe with Varying Discount Factors on a General State Space. Stochastic Analysis and Applications, 2026.  (Accepted)

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. Optimization - A Journal of Mathematical Programming and Operations Research, 2026. 

 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. Value and Policy Iteration Methods for Risk-Sensitive Zero-Sum Markov Games with Discounted Cost Criterion. (Submitted)