ePrints@IIScePrints@IISc Home | About | Browse | Latest Additions | Advanced Search | Contact | Help

Browse by Author

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 43.

Conference Paper

Ghosh, Mrinal K and Bagchi, Arunabha (2005) Modeling stochastic hybrid systems. In: 21st Conference on System Modeling and Optimization, JUL 21-25, 2003, Sophia Antipolis, FRANCE.

Ghosh, Mrinal K and Arapostathis, Aristotle and Marcus, Steven I (1992) Optimal Control of A Hybrid System With Pathwise Average Cost. In: 31st IEEE Conference on Decision and Control, 1992, 16-18 December, Tucson,Arizona, vol.1, 1061-1066.

Journal Article

Ghosh, Mrinal K and Saha, Subhamay (2014) Risk-sensitive control of continuous time Markov chains. In: STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 86 (4). pp. 655-675.

Basu, Arnab and Ghosh, Mrinal K (2012) Zero-Sum Risk-Sensitive Stochastic Differential Games. In: MATHEMATICS OF OPERATIONS RESEARCH, 37 (3). pp. 437-449.

Banerjee, Tamal and Ghosh, Mrinal K and Iyer, Srikanth K (2012) Pricing Defaultable Bonds in a Markov Modulated Market. In: STOCHASTIC ANALYSIS AND APPLICATIONS, 30 (3). pp. 448-475.

Ghosh, Mrinal K and Saha, Subhamay (2012) Non-Stationary Semi-Markov Decision Processes on a Finite Horizon. In: STOCHASTIC ANALYSIS AND APPLICATIONS, 31 (1). pp. 183-190.

Ghosh, Mrinal K and Saha, Subhamay (2012) Optimal Control of Markov Processes with Age-Dependent Transition Rates. In: APPLIED MATHEMATICS AND OPTIMIZATION, 66 (2). pp. 257-271.

Basak, Gopal K and Ghosh, Mrinal K and Goswami, Anindya (2011) Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market. In: Stochastic Analysis and Applications, 29 (2). pp. 259-281.

Borkar, Vivek S and Ghosh, Mrinal K and Rangarajan, Govindan (2010) Application of nonlinear filtering to credit risk. In: Operations Research Letters, 38 (6). pp. 527-532.

Basu, Arnab and Ghosh, Mrinal K (2009) Asymptotic analysis of option pricing in a Markov modulated market. In: Operations Research Letters, 37 (6). pp. 415-419.

Ghosh, Mrinal K and Goswami, Anindya and Kumar, Suresh K (2009) Portfolio Optimization in a Semi-Markov Modulated Market. In: Applied Mathematics and Optimization, 60 (2). pp. 275-296.

Ghosh, Mrinal K and Goswami, Anindya (2009) Risk Minimizing Option Pricing in a Semi-Markov Modulated Market. In: SIAM Journal on Control and Optimization, 48 (3). pp. 1519-1541.

Ghosh, Mrinal K and Rao, Mallikarjuna KS and Sheetal, Dharmatti (2009) Differential Games of Mixed Type with Control and Stopping Times. In: Nonlinear Differential Equations and Applications, 16 (2). pp. 143-158.

Ghosh, Mrinal K and Goswami, Anindya (2008) Partially observed semi-Markov zero-sum games with average payoff. In: Journal of Mathematical Analysis and Applications, 345 (1). pp. 26-39.

Deshpande, Amogh and Ghosh, Mrinal K (2008) Risk Minimizing Option Pricing in a Regime Switching Market. In: Stochastic Analysis and Applications, 26 (2). 313 -324.

Ghosh, Mrinal K and Rao, Mallikarjuna KS (2007) Zero-sum stochastic games with stopping and control. In: Operations Research Letters, 35 (6). pp. 799-804.

Basu, Arnab and Ghosh, Mrinal K (2007) Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization. In: Stochastic Analysis and Applications, 25 (4). pp. 845-867.

Ghosh, Mrinal K and Goswami, Anindya (2006) Partially observable semi-Markov games with discounted payoff. In: Stochastic Analysis and Applications, 24 (5). 1035- 1059.

Ghosh, Mrinal K and Kumar, Suresh K (2005) A nonzero-sum stochastic differential game in the orthant. In: Journal of Mathematical Analysis and Applications, 305 (1). pp. 158-174.

Ghosh, Mrinal K and Rao, Mallikarjuna KS (2005) Differential Games with Ergodic Payoff. In: SIAM Journal on Control and Optimization, 43 (6). pp. 2020-2035.

Ghosh, Mrinal K and Kumar, Suresh K and Nandkumaran, AK and Rao, Mallikarjuna KS (2005) Differential games of fixed duration in the framework of relaxed strategies. In: Differential Equations and Dynamical Systems, 13 (3-4). pp. 251-273.

Ghosh, Mrinal K and Bagchi, Arunabha (2004) Controlled stochastic hybrid processes with discounted cost. In: Bulletin of Kerala Mathematics Association, 1 (1). pp. 82-96.

Ghosh, Mrinal K and Goswami, Anindya (2004) Semi-Markov decision processes with partial observation. In: Bulletin of Kerala Mathematics Association, 1 (2). pp. 148-168.

Ghosh, Mrinal K and Rao, Mallikarjuna KS (2003) A probabilistic approach to second order variational inequalities with bilateral constraints. In: Proceedings Mathematical Sciences, 113 (4). pp. 431-442.

Borkar, Vivek S and Ghosh, Mrinal K (2003) Ergodic Control of Partially Degenerate Diffusions in a Compact Domain. In: Stochastics An International Journal of Probability and Stochastic Processes, 75 (4). pp. 221-231.

Ghosh, Mrinal K and Nandakumaran, AK and Rao, Mallikarjuna KS (2003) A zero sum differential game in a Hilbert space. In: Journal of Mathematical Analysis and Applications, 283 (1). pp. 167-179.

Ghosh, Mrinal K and Kumar, Suresh K (2002) A Stochastic Differential Game in the Orthrant. In: Journal of Mathematical Analysis and Applications, 265 (1). pp. 12-37.

Ghosh, Mrinal K and Sinha, Sagnik (2002) Noncooperative n-person Semi-Markov Game with a Separable Metric State Space. In: Computational & Applied Mathematics, 21 (3). pp. 833-847.

Arapostathis, Ari and George, Raju K and Ghosh, Mrinal K (2001) On the controllability of a class of nonlinear stochastic systems. In: Systems & Control Letters, 44 (1). pp. 25-34.

Ghosh, Mrinal K and Kumar, Suresh K and Rao, Mallikarjuna KS (2001) A note on stochastic minimax principle. In: Differential Equations and Dynamical Systems: An International Journal for Theory, Application and Computer Simulation, 9 (1-2). pp. 105-112.

Basak, Gopal K and Bisi, Arnab and Ghosh, Mrinal K (1999) Stability of degenerate diffusions with state-dependent switching. In: Journal of Mathematical Analysis and Applications, 240 (1). pp. 219-248.

Arapostathis, Ari and Ghosh, Mrinal K and Marcus, Steven I (1999) Harnack's inequality for cooperative weakly coupled elliptic systems. In: Communications In Partial Differential Equations, 24 (9-10). pp. 1555-1571.

Ghosh, Mrinal K and Marcus, Steven I (1998) Stochastic differential games with multiple modes. In: Stochastic Anaylsis and Application, 16 (01). pp. 91-105.

Basak, Gopal K and Bisi, Arnab and Ghosh, Mrinal K (1997) Limit theorems for random degenerate diffusions. In: Nonlinear Analysis: Theory, Methods & Applications, 30 (1). pp. 211-222.

Ghosh, Mrinal K and Arapostathis, Aristotle and Marcus, Steven I (1997) Ergodic control of switching diffusions. In: SIAM Journal on Control and Optimization, 35 (6). pp. 1952-1988.

Basak, Gopal K and Bisi, Arnab and Ghosh, Mrinal K (1996) Stability of a Random Diffusion with Linear Drift. In: Journal of Mathematical Analysis And Applications, 202 (02). pp. 604-622.

Ghosh, Mrinal K and Arapostathis, Aristotle and Marcus, Steven I (1995) A Note on an LQG Regulator with Markovian Switching and Pathwise Average Cost. In: IEEE Transactions on Automatic Control, 40 (11). pp. 1919-1921.

Ghosh, Mrinal K and Arapostathis, Aristotle and Marcus, Steven I (1993) Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems. In: SIAM Journal on Control and Optimization, 31 (5). pp. 1183-1204.

Arapostathis, Aristotle and Borkar, Vivek S and Fernández-Gaucherand, Emmanuel and Ghosh, Mrinal K and Marcus, Steven I (1993) Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey. In: SIAM Journal on Control and Optimization, 31 (2). pp. 282-344.

Borkar, Vivek S and Ghosh, Mrinal K (1991) Ergodic and adaptive control of nearest-neighbor motions. In: Mathematics of Control, Signals, and Systems, 5 (4). pp. 81-98.

Borkar, Vivek S and Ghosh, Mrinal K (1990) Controlled diffusions with constraints. In: Journal of Mathematical Analysis and Applications, 152 (1). pp. 88-108.

Editorials/Short Communications

Banerjee, Tamal and Ghosh, Mrinal K and Iyer, Srikanth K (2012) Pricing credit derivatives. In: CURRENT SCIENCE, 103 (6). pp. 657-665.

Ghosh, Mrinal K (2007) Shyam Lal Yadava (1953–2007). In: Current Science, 93 (10). p. 1448.

This list was generated on Thu Oct 23 22:40:53 2014 IST.