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subrata golui
subrata golui
Post-doc Fellow at IIT Bombay
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Title
Cited by
Cited by
Year
Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion
S Golui, C Pal
Stochastic Analysis and Applications 40 (1), 78-95, 2022
62022
Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space
S Golui, C Pal
Mathematical Methods of Operations Research 95 (2), 219-247, 2022
52022
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
MK Ghosh, S Golui, C Pal, S Pradhan
Stochastic Processes and their Applications 158, 40-74, 2023
42023
Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion
S Golui, C Pal, S Saha
Dynamic Games and Applications 12 (2), 485-512, 2022
42022
Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
MK Ghosh, S Golui, C Pal, S Pradhan
Applied Mathematics & Optimization 86 (1), 6, 2022
32022
Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space
S Golui, C Pal
Stochastic Analysis and Applications 41 (2), 327-357, 2023
22023
Zero-sum stochastic games in continuous-time with risk-sensitive average cost criterion on a countable state space
MK Ghosh, S Golui, C Pal, S Pradhan
Mathematical Control and Related Fields 14 (1), 255-283, 2024
12024
Zero-Sum Games for Continuous-time Markov Decision Processes with Risk-Sensitive Average Cost Criterion
MK Ghosh, S Golui, C Pal, S Pradhan
arXiv preprint arXiv:2109.08837, 2021
12021
Optimal control of a dynamic production-inventory system with various cost criteria
S Golui, C Pal, R Manikandan, A Sobhanan
Annals of Operations Research, 1-29, 2023
2023
Risk-Sensitive Stochastic Control and Games
S Golui
2023
Optimal control for production inventory system with various cost criterion
S Golui, C Pal, A Sobhanan
arXiv preprint arXiv:2210.15251, 2022
2022
Continuous-time zero-sum games for markov decision processes with risk-sensitive finite-horizon cost criterion on a general state space
S Golui, C Pal
3c Empresa: investigación y pensamiento crítico 11 (2), 76-92, 2022
2022
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