Dr. Somnath Pradhan
Assistant Professor
somnath@iiserb.ac.in
+91 755 269 1289
Publication
| SNo | Authors | Title of Article | Pid | Journal | Year |
|---|---|---|---|---|---|
| 1 | Mrinal Kanti Ghosh,Subrata Golui,Chandan Pal,Somnath Pradhan | Zero-sum stochastic games in continuous-time with risk-sensitive average cost criterion on a countable state space | 6195 | Mathematical Control & Related Fields | 2024 |
| 2 | Serdar Yuksel,Somnath Pradhan | Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria | 6197 | Electron. J. Probab. | 2024 |
| 3 | Somnath Pradhan,Serdar Yuksel | Near Optimality of Lipschitz and Smooth Policies in Controlled Diffusions | 6547 | Systems & Control Letters. | 2024 |
| 4 | Mrinal Kanti Ghosh,Subrata Golui,Chandan Pal,Somnath Pradhan | Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion | 6185 | Stochastic Processes and their Applications | 2023 |
| 5 | Mrinal Kanti Ghosh,K. Suresh Kumar,Chandan Pal,Somnath Pradhan | Nonzero-sum risk-sensitive stochastic differential games: A multi-parameter eigenvalue problem approach | 6187 | Systems & Control Letters. | 2023 |
| 6 | Ari Arapostathis,Anup Biswas,Somnath Pradhan | On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems | 6191 | Journal of Differential Equations | 2023 |
| 7 | Serdar Yuksel,Somnath Pradhan | Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria | 6193 | Mathematics of Operations Research | 2023 |
| 8 | Chandan Pal,Somnath Pradhan | Risk Sensitive Stochastic Differential Games of Pure Jump Processes on a General State Space with Discounted Costs | 6173 | Journal of Dynamics and Games | 2022 |
| 9 | Mrinal Kanti Ghosh,Somnath Pradhan | A Nonzero-Sum Risk-Sensitive Stochastic Differential Game in Orthant | 6175 | Mathematical Control & Related Fields | 2022 |
| 10 | Anup Biswas,Somnath Pradhan | Ergodic Risk-Sensitive Control of Markov Processes on Countable State Space Revisited | 6177 | ESAIM:Control Optimisation and Calculus of Variations. | 2022 |
| 11 | Mrinal Kanti Ghosh,Subrata Golui,Chandan Pal,Somnath Pradhan | Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs | 6183 | Applied Mathematics & Optimization | 2022 |
| 12 | Anup Biswas,Somnath Pradhan | Ergodic Risk-Sensitive Control for Regime-Switching Diffusions | 6189 | Systems & Control Letters. | 2022 |
| 13 | Chandan Pal,K. Suresh Kumar,Mrinal Kanti Ghosh,Somnath Pradhan | Nonzero-sum risk-sensitive stochastic differential games with discounted costs | 6163 | Stochastic Analysis and Applications. | 2021 |
| 14 | Somnath Pradhan | Risk-Sensitive Ergodic Control of Reflected Diffusion Processes in Orthant | 6165 | Applied Mathematics & Optimization | 2021 |
| 15 | Ari Arapostathis,Anup Biswas,Somnath Pradhan | On the policy improvement algorithm for ergodic risk-sensitive control | 6167 | Proceedings of the Royal Society of Edinburgh Section A: Mathematics. | 2021 |
| 16 | Mrinal Kanti Ghosh,Somnath Pradhan | Ergodic Risk-Sensitive Stochastic Differential Game with Reflecting Diffusions | 6169 | Stochastic Analysis and Applications. | 2021 |
| 17 | Somnath Pradhan | Risk-Sensitive Zero-Sum Stochastic Differential Games for Jump Diffusions | 6171 | Systems & Control Letters. | 2021 |
