Subhamay Saha

Indian Institute of Technology IIT Guwahati - Guwahati / India

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AD Scientific Index ID: 5686001

ভাৰতীয় প্ৰযুক্তিবিদ্যা প্ৰতিষ্ঠান, গুৱাহাটী

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Subhamay Saha's MOST POPULAR ARTICLES

1-) Risk-sensitive control of continuous time Markov chains Stochastics An International Journal of Probability and Stochastic Processes …, 2014

2-) Strict monotonicity of principal eigenvalues of elliptic operators in Rd and risk-sensitive control Journal de Mathématiques Pures et Appliquées 124, 169-219, 2019

3-) Zero-sum stochastic differential games with risk-sensitive cost Applied Mathematics & Optimization 81 (1), 113-140, 2020

4-) Stochastic processes with age-dependent transition rates Stochastic analysis and applications 29 (3), 511-522, 2011

5-) Asymptotic optimality of the generalized cμ rule under model uncertainty Stochastic Processes and their Applications 136, 206-236, 2021

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