Publications
Filters: Author is Ghosh, M.K. [Clear All Filters]
"Existence of value in stochastic differential games of mixed type",
Stochastic Analysis and Applications, vol. 30, issue 5, pp. 895 - 905, 08/2012.
"Differential Game of Mixed Type with Control and Stopping Times",
NoDEA : Nonlinear Differential Equations and Applications, vol. 16, pp. 143 - 158, 2009.
"Zero-sum stochastic games with stopping and control",
Operations Research Letters, vol. 35, no. 6, pp. 799-804, 2007.
Abstract
"Differential games of fixed duration in the framework of relaxed strategies",
Differential Equations and Dynamical Systems, vol. 13, pp. 251 - 273, 2005.
"Differential games with ergodic payoff",
SIAM Journal on Control and Optimization, vol. 43, no. 6, pp. 2020-2035, 2005.
Abstract
"A probabilistic approach to second order variational inequalities with bilateral constraints",
Proceedings of the Indian Academy of Sciences: Mathematical Sciences, vol. 113, no. 4, pp. 431-442, 2003.
Abstract
"A zero sum differential game in Hilbert space",
Journal of Mathematical Analysis and Applications, vol. 283, no. 1, pp. 167-179, 2003.
Abstract
"A note on stochastic minimax principle",
Differential Equations and Dynamical Systems, vol. 9, pp. 105 - 112, 2001.
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