Pradhan, Somnath

1. Robustness of Stochastic Optimal Control to Approximate Diffusion Models under Several Cost Evaluation Criteria
   2022/05/12 by Somnath Pradhan, Pradhan, Somnath, Serdar Yüksel +1 · 2 citations
   Engineering · #60J60 #Advanced Control Systems Optimization #FOS: Mathematics #Optimization and Control (math.OC) #Prmary: 93E20 #secondary: 49J55
2. Continuity of Cost in Borkar Control Topology and Implications on Discrete Space and Time Approximations for Controlled Diffusions under Several Criteria
   2022/09/29 by Pradhan, Somnath, Yüksel, Serdar · 2 citations
   #60J60 #FOS: Mathematics #Optimization and Control (math.OC) #Primary 93E20 #Secondary 35Q93
3. Discrete-time Zero-Sum Games for Markov chains with risk-sensitive average cost criterion
   2022/01/11 by Ghosh, Mrinal K., Golui, Subrata, Pal, Chandan +1 · 1 citation
   #91A15 #91A25 #FOS: Mathematics #Optimization and Control (math.OC)
4. Robustness of Optimal Controlled Diffusions with Near-Brownian Noise via Rough Paths Theory
   2023/10/15 by Pradhan, Somnath, Selk, Zachary, Yüksel, Serdar · 1 citation
   #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
5. Ergodic Risk-Sensitive Control for Regime-Switching Diffusions
   2022/07/15 by Anup Biswas, Somnath Pradhan, Biswas, Anup +1 · 1 citation
   Biochemistry, Genetics and Molecular Biology · Engineering · #Gene Regulatory Network Analysis #Stability and Controllability of Differential Equations #Advanced Control Systems Optimization
6. Controlled Diffusions under Full, Partial and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations
   2023/11/06 by Somnath Pradhan, Serdar Yüksel, Pradhan, Somnath +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #60J60 #91A15 secondary: 49K45 #93A14 #Auction Theory and Applications #Climate Change Policy and Economics #Economic Policies and Impacts #FOS: Mathematics #Optimization and Control (math.OC) #primary: 93E20