Mrinal K. Ghosh

According to our database, Mrinal K. Ghosh authored at least 16 papers between 1992 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Nonzero-sum risk-sensitive stochastic differential games: A multi-parameter eigenvalue problem approach.

Mrinal K. Ghosh, K. Suresh Kumar, Chandan Pal, Somnath Pradhan

Syst. Control. Lett., February, 2023

2018

Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space.

Arnab Basu, Mrinal K. Ghosh

Math. Oper. Res., 2018

2012

Zero-Sum Risk-Sensitive Stochastic Differential Games.

Arnab Basu, Mrinal K. Ghosh

Math. Oper. Res., 2012

2011

Influence of Big Traders on the Stock Market: Theory and Simulation.

Gopal K. Basak, Mrinal K. Ghosh, Diganta Mukherjee

Dyn. Games Appl., 2011

2010

Application of nonlinear filtering to credit risk.

Vivek S. Borkar, Mrinal K. Ghosh, Govindan Rangarajan

Oper. Res. Lett., 2010

2009

Risk Minimizing Option Pricing in a Semi-Markov Modulated Market.

Mrinal K. Ghosh, Anindya Goswami

SIAM J. Control. Optim., 2009

Asymptotic analysis of option pricing in a Markov modulated market.

Arnab Basu, Mrinal K. Ghosh

Oper. Res. Lett., 2009

2007

Zero-sum stochastic games with stopping and control.

Mrinal K. Ghosh, K. S. Mallikarjuna Rao

Oper. Res. Lett., 2007

2005

Differential Games with Ergodic Payoff.

Mrinal K. Ghosh, K. S. Mallikarjuna Rao

SIAM J. Control. Optim., 2005

2004

Ergodic control of jump diffusions in R^d under a near-monotone cost assumption.

Ari Arapostathis, Mrinal K. Ghosh

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

2003

Modeling Stochastic Hybrid Systems.

Mrinal K. Ghosh, Arunabha Bagchi

Proceedings of the System Modeling and Optimization, 2003

2001

On the controllability of a class of nonlinear stochastic systems.

Ari Arapostathis, Raju K. George, Mrinal K. Ghosh

Syst. Control. Lett., 2001

1995

Controlled Switching Diffusions as Hybrid Processes.

Mrinal K. Ghosh, Steven I. Marcus, Aristotle Arapostathis

Proceedings of the Hybrid Systems III: Verification and Control, 1995

1994

Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria.

Emmanuel Fernández-Gaucherand, Mrinal K. Ghosh, Steven I. Marcus

Math. Methods Oper. Res., 1994

1992

On strong average optimality of markov decision processes with unbounded costs.

Mrinal K. Ghosh, Steven I. Marcus

Oper. Res. Lett., 1992

Ergodic and adaptive control of nearest-neighbor motions.

Vivek S. Borkar, Mrinal K. Ghosh

Math. Control. Signals Syst., 1992