Publications
Filters: Author is Mallikarjuna Rao, K.S [Clear All Filters]
"Evolutionary Stability Against Multiple Mutations",
Dynamic Games and Applications, vol. 2, issue 4: Birkhäuser Boston, pp. 376-384, 12/2012.
Abstract
"An SQP Based Algorithm for Computing Nash Equilibrium of Stochastic Games",
International Conference on Optimization Modelling and Applications (OPTIMA-2012), University of Delhi, Delhi, 12/2012.
"Existence of value in stochastic differential games of mixed type",
Stochastic Analysis and Applications, vol. 30, issue 5, pp. 895 - 905, 08/2012.
"Spatial Games and Evolutionary Stability against Multiple Mutations",
Fifteenth International Symposium on Dynamic Games and Applications, Bysice, Czech Republic, ISDG, 07/2012.
"Modified Multilevel Monte Carlo method for Pricing Options",
International Simulation Conference of India, IIT Bombay, India, 02/2012.
"A Multi-level Monte-Carlo approach to the simulation of multidimensional SDEs",
International Simulation Conference of India, 02/2012.
"A Computational study of a stochastic game based pollution tax model",
International Conference on Game Theory, Operations Research and their Applications, ISI Chennai, 01/2012.
Abstract
"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
"An example in the homogenization of a degenerate elliptic equation",
Asymptotic Analysis, vol. 36, no. 3-4, pp. 187-201, 2003.
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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