Subhamay Saha

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Papers (10)

1. Zero-sum stochastic differential game with risk-sensitive cost math.OC · 2017 · author #2
2. Optimality of the generalized c\mu- rule in the moderate deviation regime math.OC · 2015 · author #2
3. On viscosity solution of HJB equations with state constraints and reflection control math.OC · 2015 · author #3
4. A note on non-existence of diffusion limits for serve-the-longest-queue when the buffers are equal in size math.PR · 2015 · author #2
5. An $\epsilon$-Nash equilibrium with high probability for strategic customers in heavy traffic math.OC · 2015 · author #2
6. Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem math.PR · 2015 · author #3
7. Risk-sensitive control of continuous time Markov chains math.OC · 2014 · author #2
8. Zero-Sum Stochastic Games with Partial Information and Average Payoff math.OC · 2014 · author #1
9. Optimal Control of Markov Processes with Age-Dependent Transition Rates math.OC · 2014 · author #2
10. Central Limit Results for Jump-Diffusions with Mean Field Interaction and a Common Factor math.PR · 2014 · author #3

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Frequent Coauthors

• Rami Atar 3 shared papers
• Anup Biswas 2 shared papers
• Mrinal K. Ghosh 2 shared papers
• A. Budhiraja 1 shared papers
• Amarjit Budhiraja 1 shared papers
• E. Kira 1 shared papers
• Hitoshi Ishii 1 shared papers
• Lin Wang 1 shared papers
• Xin Liu 1 shared papers