Publications/Preprints

Preprints: (Google Scholar Page )

• Ghosh, A., Pal, C., Pradhan, S. Policy and Value Iteration Algorithms for Risk-Sensitive First Exit Time Zero-sum Games with Varying Discount Factors.

• Golui, S., Pal, C., Pradhan, S., Xiong, J. Zero-sum games under the risk-sensitive discounted cost criterion for piecewise deterministic Markov decision processes.

• Pradhan, S., Yuksel, S. Discrete-Time Approximations of Controlled Diffusions with Infinite Horizon Discounted and Average Cost.

• Ghosh, M. K., Golui, S., Pal, C., and Pradhan, S. An Eigenvalue Approach to Risk-Sensitive Nonzero-sum Ergodic Games for Discrete-time Markov Decision Processes.

• Bose, B., Pal, C., Pradhan, S., Saha, S. Nonzero-sum Discrete-time Stochastic Games with Risk-sensitive Ergodic Cost Criterion. 

• Pradhan, S., Selk, Z., Yuksel, S. Robustness of Optimal Controlled Diffusions with Near-Brownian Noise via Rough Paths Theory.

Accepted Journal Publications: (MathSciNet Page)

• Pradhan, S., Yuksel, S. Optimal Policies and Discrete-Time Model Approximations for Continuous-Time Controlled Diffusions under Partial and Decentralized Information Structures, SIAM Journal on Control and Optimization. 2025. 

• Pradhan, S., Yuksel, S. Near Optimality of Lipschitz and Smooth Policies in Controlled Diffusions, Systems & Control Letters. 2024.

• Pradhan, S., Yuksel, S., Continuity of Cost in Borkar Control Topology and Implications on Discrete Space and Time Approximations for Controlled Diffusions under Several Criteria, Electronic Journal of Probability. 2024, Vol-29, pp. 1--32.

• Ghosh, M. K., Golui, S., Pal, C., and Pradhan, S., Zero-Sum Games for Continuous-time Markov Decision Processes with Risk-Sensitive Average Cost Criterion, Mathematical Control and Related Fields. 2024, Vol-14, pp. 255--283.

• Pradhan, S., Yuksel, S., Robustness of Stochastic Optimal Control to Approximate Diffusion Models under Several Criteria, Mathematics of Operations Research. 2023, (accepted for publication)

• Arapostathis, A., Biswas, A., and Pradhan, S. On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems, Journal of Differential Equations. 2023, Vol-351, pp. 156--193. 

•  Ghosh, M. K., Suresh, K., Pal, C. and Pradhan, S. Nonzero-sum risk-sensitive stochastic differential game: a multi parameter eigenvalue problem approach, Systems & Control Letters. 2023, Vol-172. 

• Ghosh, M. K., Golui, S., Pal, C., and Pradhan, S., Discrete-time Zero-Sum Games for Markov chains with risk-sensitive average cost criterion, Stochastic Processes and their Applications. 2023, Vol-158, pp. 40--74.

• Biswas, A., and Pradhan, S. Ergodic Risk-Sensitive Control for Regime-Switching Diffusions, Systems & Control Letters. 2023, Vol-170.

• Ghosh, M. K., Golui, S., Pal, C., and Pradhan, S., Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs, Applied Mathematics & Optimization. 2022, Vol-86, No - 6.

• Biswas, A., and Pradhan, S. Ergodic Risk-Sensitive Control of Markov Processes on Countable State Space Revisited, ESAIM:Control Optimisation and Calculus of Variations. 2022, Vol-28. 

• Ghosh, M. K. and Pradhan, S., A Nonzero-Sum Risk-Sensitive Stochastic Differential Game in Orthant, Mathematical Control & Related Fields. 2022, Vol-12, pp. 343--370.

• Pal, C. and Pradhan, S. Risk Sensitive Stochastic Differential Games of Pure Jump Processes on a General State Space with Discounted Costs, Journal of Dynamics & Games. 2022, Vol-9, pp. 13--25.

• Pradhan, S., Risk-Sensitive Zero-Sum Stochastic Differential Games for Jump Diffusions, Systems & Control Letters. 2021, Vol-157, No-3.

• Ghosh, M. K. and Pradhan, S. Ergodic Risk-Sensitive Stochastic Differential Game with Reflecting Diffusions, Stochastic Analysis and Applications. 2021, Vol-39, pp. 819--841.

• Arapostathis, A., Biswas, A., and Pradhan, S. On the policy improvement algorithm for ergodic risk-sensitive control, Proceedings of the Royal Society of Edinburgh Section A: Mathematics. 2021, Vol- 151, pp. 1305--1330.

•  Pradhan, S. Risk-Sensitive Ergodic Control of Reflected Diffusion Processes in Orthant, Applied Mathematics & Optimization. 2021, Vol-83, pp. 1739--1764.

• Ghosh, M. K., Suresh, K., Pal, C. and Pradhan, S. Nonzero-sum risk-sensitive stochastic differential games with discounted costs, Stochastic Analysis and Applications. 2021, Vol-31, No-2, pp. 306--326.

• Ghosh, M. K. and Pradhan, S., Zero-Sum Risk-Sensitive Stochastic Differential Games with Reflecting Diffusions in Orthant, ESAIM:Control Optimisation and Calculus of Variations, 2020, Vol-26.

• Pal, C., and Pradhan, S. Risk Sensitive Control of Pure Jump Processes on a General State Space, Stochastics: An International Journal of Probability and Stochastic Processes, 2018, Vol-91, No-2, pp. 155--174.

•  Ghosh, M. K. and Pradhan, S. Risk-sensitive stochastic differential game with reflecting diffusions, Stochastic Analysis and Applications. 2018, Vol-36, No-1, pp.1--27.