Journal Publications

19. Chandan Pal, Mrinal K. Ghosh, Subrata Golui and Somnath Pradhan, "

Zero-Sum Games for Continuous-time Markov Decision Processes with Risk-Sensitive Average Cost Criterion

", Mathematical Control and Related Fields [2023] , https://www.aimsciences.org/article/doi/10.3934/mcrf.2023003

18. Chandan pal, Subrata Golui, R. Manikandan and Abhay Sobhanan, "

Optimal control of a dynamic production-inventory system with various cost criteria

", Annals of Operations Research [2023] , https://link.springer.com/article/10.1007/s10479-023-05716-5

17. Chandan Pal, Mrinal K. Ghosh, Subrata Golui and Somnath Pradhan, "

Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion

", Stochastic Processes and their Applications , vol.158 ,pp.40-74, [2023] , https://www.sciencedirect.com/science/article/pii/S0304414922002757

16. Chandan Pal, K. Suresh Kumar, Mrinal K. Ghosh and Somnath Pradhan, "

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

", Systems & Control Letters , vol.172 ,pp.1-11, [2023] , https://www.sciencedirect.com/science/article/pii/S0167691122002201

15. Chandan Pal and Subrata Golui, "

Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion on a general state space

", Stochastic Analysis and Applications , vol.41 (2) ,pp.327-357, [2023] , https://www.tandfonline.com/doi/full/10.1080/07362994.2021.2013889

14. Chandan Pal and Somnath Pradhan, "

Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria

", Journal of Dynamics & Games , vol.9 (1) ,pp.13-25, [2022] , https://www.aimsciences.org/article/doi/10.3934/jdg.2021020

13. Chandan Pal and Subrata Golu, "

Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion

", Stochastic Analysis and Applications , vol.40 (1) ,pp.78-95, [2022] , https://www.tandfonline.com/doi/full/10.1080/07362994.2021.1889381

12. Chandan Pal, Subrata Golui and Subhamay Saha, "

Continuous-Time Zero-Sum Games for Markov Decision Processes with Discounted Risk-Sensitive Cost Criterion

", Dynamic Games and Applications , vol.12 (2) ,pp.485-512, [2022] , https://link.springer.com/article/10.1007/s13235-021-00391-2

11. Chandan Pal, Arnab Bhabak and Subhamay Saha, "

Zero-sum semi-Markov games with a probability criterion

", Stochastics , vol.94 (3) ,pp.415-431, [2022] , https://www.tandfonline.com/doi/full/10.1080/17442508.2021.1957891

10. Chandan Pal, Mrinal K. Ghosh, Subrata Golui and Somnath Pradhan, "

Nonzero-Sum Risk-Sensitive Continuous-Time Stochastic Games with Ergodic Costs

", Applied Mathematics and Optimization , vol.86 (1) ,pp.1-31, [2022] , https://link.springer.com/article/10.1007/s00245-022-09878-9

9. Chandan Pal and Subrata Golu, "

Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space

", Mathematical Methods of Operations Research , vol.95 ,pp.219-247, [2022] , https://link.springer.com/article/10.1007/s00186-022-00779-9

8. Chandan Pal, K. Suresh Kumar, Mrinal K. Ghosh and Somnath Pradhan, "

Nonzero-sum risk-sensitive stochastic differential games with discounted costs

", Stochastic Analysis and Applications , vol.39 (2) ,pp.306-326, [2021] , https://www.tandfonline.com/doi/full/10.1080/07362994.2020.1796707

7. Chandan Pal and Subhamay Saha, "

Continuous-time zero-sum stochastic game with stopping and control

", Operations Research Letters , vol.48 (6) ,pp.715-719, [2020] , https://www.sciencedirect.com/science/article/pii/S0167637720301267?via%3Dihub

6. Chandan Pal and Somnath Pradhan, "

Risk sensitive control of pure jump processes on a general state space

", Stochastics , vol.91 (2) ,pp.155-174, [2019] , https://www.tandfonline.com/doi/full/10.1080/17442508.2018.1521413

5. Chandan Pal, Sunil Kumar Gauttam and K. Suresh Kumar, "

Risk-sensitive control of reflected diffusion processes on orthrant

", Pure and Applied Functional Analysis , vol.2 (3) ,pp.477-510, [2017] , https://arxiv.org/abs/1701.01213

4. Chandan Pal, K. Suresh Kumar and Mrinal K. Ghosh,, "

Zero-sum Risk-Sensitive Stochastic Games for Continuous Time Markov Chains

", Stochastic Analysis and Applications , vol.34 (5) ,pp.835-851, [2016] , https://www.tandfonline.com/doi/full/10.1080/07362994.2016.1180995

3. Chandan Pal and K. Suresh Kumar, "

Risk-sensitive ergodic control of continuous time Markov processes with denumerable state space

", Stochastic Analysis and Applications , vol.33 (5) ,pp.863-881, [2015] , https://www.tandfonline.com/doi/full/10.1080/07362994.2015.1050674

2. Chandan Pal and K. Suresh Kumar, "

Risk-Sensitive control of pure jump process on countable space with near monotone cost

", Applied Mathematics and Optimization , vol.68 ,pp.311-331, [2013] , https://link.springer.com/article/10.1007/s00245-013-9208-2

1. Chandan Pal and K. Suresh Kumar, "

Credit Portfolio optimization with replacement in Defaultable asset

", Current Science , vol.103 (6) ,pp.650-656, [2012] , https://www.currentscience.ac.in/Volumes/103/06/0650.pdf