Mrinal Kanti Ghosh
- Discrete-time Zero-Sum Games for Markov chains with risk-sensitive average cost criterion
2022/01/11 by Mrinal Kanti Ghosh, Subrata Golui, Ghosh, Mrinal K. +5 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #91A15 #91A25 #Economic theories and models #FOS: Mathematics #Game Theory and Applications #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC)
- Nonzero-Sum Risk-Sensitive Stochastic Differential Games: A Multi-parameter Eigenvalue Problem Approach
2022/06/24 by Mrinal Kanti Ghosh, K. Suresh Kumar, Ghosh, Mrinal K. +5 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #Economic theories and models #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Stochastic processes and financial applications