Mrinal K. Ghosh

These are the publications by Mrinal K. Ghosh after he joined the department.


  1. Basu, Arnab and Ghosh, Mrinal K., Nonzero-sum risk-sensitive stochastic games on a countable state space, Math. Oper. Res. , 43 (2018), 516-532. (Article) (Review)
  2. Ghosh, Mrinal K. and Pradhan, Somnath, Risk-sensitive stochastic differential games with reflecting diffusions, Stoch. Anal. Appl. , 36 (2018), 1-27. (Article) (Review)
  3. Basak, Gopal K. and Ghosh, Mrinal K. and Mukherjee, Diganta, A mean-reverting stochastic model for the political business cycle, Stoch. Anal. Appl. , 34 (2016), 96-116. (Article) (Review)
  4. Ghosh, Mrinal K. and Kumar, K. Suresh and Pal, Chandan, Zero-sum risk-sensitive stochastic games for continuous time Markov chains, Stoch. Anal. Appl. , 34 (2016), 835-851. (Article) (Review)
  5. Ghosh, Mrinal K. and Saha, Subhamay, Risk-sensitive control of continuous time Markov chains, Stochastics , 86 (2014), 655-675. (Article) (Review)
  6. Banerjee, Tamal and Ghosh, Mrinal K. and Iyer, Srikanth K., Pricing credit derivatives in a Markov-modulated reduced-form model, Int. J. Theor. Appl. Finance , 16 (2013), 1350018, 43. (Article) (Review)
  7. Ghosh, Mrinal K. and Saha, Subhamay, Non-stationary semi-Markov decision processes on a finite horizon, Stoch. Anal. Appl. , 31 (2013), 183-190. (Article) (Review)
  8. Arapostathis, Ari and Borkar, Vivek S. and Ghosh, Mrinal K., Ergodic control of diffusion processes, , 143 (2012), xvi+323. (Review)
  9. Banerjee, Tamal and Ghosh, Mrinal K. and Iyer, Srikanth K., Pricing defaultable bonds in a Markov modulated market, Stoch. Anal. Appl. , 30 (2012), 448-475. (Article) (Review)
  10. Basu, Arnab and Ghosh, Mrinal K., Zero-sum risk-sensitive stochastic differential games, Math. Oper. Res. , 37 (2012), 437-449. (Article) (Review)
  11. Ghosh, Mrinal K. and Mallikarjuna Rao, K. S., Existence of value in stochastic differential games of mixed type, Stoch. Anal. Appl. , 30 (2012), 895-905. (Article) (Review)
  12. Ghosh, Mrinal K. and Saha, Subhamay, Continuous-time controlled jump Markov processes on the finite horizon, Optimization, control, and applications of stochastic systems , (2012), 99-109. (Article) (Review)
  13. Ghosh, Mrinal K. and Saha, Subhamay, Optimal control of Markov processes with age-dependent transition rates, Appl. Math. Optim. , 66 (2012), 257-271. (Article) (Review)
  14. Basak, Gopal K. and Ghosh, Mrinal K. and Goswami, Anindya, Risk minimizing option pricing for a class of exotic options in a Markov-modulated market, Stoch. Anal. Appl. , 29 (2011), 259-281. (Article) (Review)
  15. Basak, Gopal K. and Ghosh, Mrinal K. and Mukherjee, Diganta, Influence of big traders on the stock market: theory and simulation, Dyn. Games Appl. , 1 (2011), 220-252. (Article) (Review)
  16. Ghosh, Mrinal K. and Saha, Subhamay, Stochastic processes with age-dependent transition rates, Stoch. Anal. Appl. , 29 (2011), 511-522. (Article) (Review)
  17. Borkar, Vivek S. and Ghosh, Mrinal K. and Rangarajan, G., Application of nonlinear filtering to credit risk, Oper. Res. Lett. , 38 (2010), 527-532. (Article) (Review)
  18. Basak, Gopal K. and Ghosh, Mrinal K. and Mukherjee, Diganta, Equilibrium and stability of a stock market game with big traders, Differ. Equ. Dyn. Syst. , 17 (2009), 283-299. (Article) (Review)
  19. Basu, Arnab and Ghosh, Mrinal K., Asymptotic analysis of option pricing in a Markov modulated market, Oper. Res. Lett. , 37 (2009), 415-419. (Article) (Review)
  20. Ghosh, Mrinal K. and Goswami, Anindya, Risk minimizing option pricing in a semi-Markov modulated market, SIAM J. Control Optim. , 48 (2009), 1519-1541. (Article) (Review)
  21. Ghosh, Mrinal K. and Goswami, Anindya and Kumar, Suresh K., Portfolio optimization in a semi-Markov modulated market, Appl. Math. Optim. , 60 (2009), 275-296. (Article) (Review)
  22. Ghosh, Mrinal K. and Rao, Mallikarjuna K. S. and Sheetal, Dharmatti, Differential games of mixed type with control and stopping times, NoDEA Nonlinear Differential Equations Appl. , 16 (2009), 143-158. (Article) (Review)
  23. Deshpande, Amogh and Ghosh, Mrinal K., Risk minimizing option pricing in a regime switching market, Stoch. Anal. Appl. , 26 (2008), 313-324. (Article) (Review)
  24. Ghosh, Mrinal K. and Goswami, Anindya, Partially observed semi-Markov zero-sum games with average payoff, J. Math. Anal. Appl. , 345 (2008), 26-39. (Article) (Review)
  25. Basu, Arnab and Ghosh, Mrinal K., Stochastic differential games with multiple modes and applications to portfolio optimization, Stoch. Anal. Appl. , 25 (2007), 845-867. (Article) (Review)
  26. Ghosh, Mrinal K., Shyam Lal Yadava (1953-2007), Current Sci. , 93 (2007), 1448. (Review)
  27. Ghosh, Mrinal K. and Mallikarjuna Rao, K. S., Zero-sum stochastic games with stopping and control, Oper. Res. Lett. , 35 (2007), 799-804. (Article) (Review)
  28. Ghosh, Mrinal K. and Goswami, Anindya, Partially observable semi-Markov games with discounted payoff, Stoch. Anal. Appl. , 24 (2006), 1035-1059. (Article) (Review)
  29. Ghosh, Mrinal K. and Bagchi, Arunabha, Modeling stochastic hybrid systems, System modeling and optimization , 166 (2005), 269-280. (Article) (Review)
  30. Ghosh, Mrinal K. and Kumar, K. Suresh, A nonzero-sum stochastic differential game in the orthant, J. Math. Anal. Appl. , 305 (2005), 158-174. (Article) (Review)
  31. Ghosh, Mrinal K. and Kumar, K. Suresh and Nandakumaran, A. K. and Mallikarjuna Rao, K. S., Differential games of fixed duration in the framework of relaxed strategies, Differential Equations Dynam. Systems , 13 (2005), 251-273. (Review)
  32. Ghosh, Mrinal K. and Mallikarjuna Rao, K. S., Differential games with ergodic payoff, SIAM J. Control Optim. , 43 (2005), 2020-2035. (Article) (Review)
  33. Ghosh, Mrinal K. and Bagchi, Arunabha, Controlled stochastic hybrid processes with discounted cost, Bull. Kerala Math. Assoc. , 1 (2004), 82-96. (Review)
  34. Ghosh, Mrinal K. and Goswami, Anindya, Semi-Markov decision processes with partial observation, Bull. Kerala Math. Assoc. , 1 (2004), 148-168. (Review)
  35. Borkar, Vivek S. and Ghosh, Mrinal K., Ergodic control of partially degenerate diffusions in a compact domain, Stoch. Stoch. Rep. , 75 (2003), 221-231. (Article) (Review)
  36. Ghosh, Mrinal K. and Nandakumaran, A. K. and Rao, K. S. Mallikarjuna, A zero sum differential game in a Hilbert space, J. Math. Anal. Appl. , 283 (2003), 167-179. (Article) (Review)
  37. Ghosh, Mrinal K. and Rao, K. S. Mallikarjuna, A probabilistic approach to second order variational inequalities with bilateral constraints, Proc. Indian Acad. Sci. Math. Sci. , 113 (2003), 431-442. (Article) (Review)
  38. Ghosh, Mrinal K. and Shaiju, A. J., An optimal hybrid control problem in a Hilbert space, Differential Equations Dynam. Systems , 11 (2003), 273-305. (Review)
  39. Ghosh, Mrinal K. and Kumar, K. Suresh, A stochastic differential game in the orthrant, J. Math. Anal. Appl. , 265 (2002), 12-37. (Article) (Review)
  40. Ghosh, Mrinal K. and Sinha, Sagnik, Non-cooperative N-person semi-Markov games on a denumerable state space, Comput. Appl. Math. , 21 (2002), 833-847. (Review)
  41. Arapostathis, Ari and George, Raju K. and Ghosh, Mrinal K., On the controllability of a class of nonlinear stochastic systems, Systems Control Lett. , 44 (2001), 25-34. (Article) (Review)
  42. Ghosh, Mrinal K. and Kumar, K. Suresh and Nandakumaran, A. K. and Rao, K. S. Mallikarjuna, A note on stochastic minimax principle, Differential Equations Dynam. Systems , 9 (2001), 105-112. (Review)
  43. Arapostathis, Ari and Ghosh, Mrinal K. and Marcus, Steven I., Harnack's inequality for cooperative weakly coupled elliptic systems, Comm. Partial Differential Equations , 24 (1999), 1555-1571. (Article) (Review)
  44. Basak, Gopal K. and Bisi, Arnab and Ghosh, Mrinal K., Stability of degenerate diffusions with state-dependent switching, J. Math. Anal. Appl. , 240 (1999), 219-248. (Article) (Review)
  45. Basak, Gopal K. and Bisi, Arnab and Ghosh, Mrinal K., Stability and functional limit theorems for random degenerate diffusions, Sankhy\=a Ser. A , 61 (1999), 12-35. (Review)
  46. Ghosh, Mrinal K. and Suresh Kumar, K., Nonzero-sum stochastic differential games with reflecting diffusions, Comput. Appl. Math. , 18 (1999), 355-368, 371-372. (Review)
  47. Ghosh, Mrinal K. and Marcus, Steven I., Stochastic differential games with multiple modes, Stochastic Anal. Appl. , 16 (1998), 91-105. (Article) (Review)
  48. Basak, Gopal K. and Bisi, Arnab and Ghosh, Mrinal K., Limit theorems for random degenerate diffusions, Nonlinear Anal. Proceedings of the Second World Congress of Nonlinear Analysts, Part 1 (Athens, 1996) , 30 (1997), 211-222. (Article) (Review)
  49. Basak, Gopal K. and Bisi, Arnab and Ghosh, Mrinal K., Controlled random degenerate diffusions under long-run average cost, Stochastics Stochastics Rep. , 61 (1997), 121-140. (Review)
  50. Basak, Gopal K. and Borkar, Vivek S. and Ghosh, Mrinal K., Ergodic control of degenerate diffusions, Stochastic Anal. Appl. , 15 (1997), 1-17. (Article) (Review)
  51. Ghosh, Mrinal K. and Arapostathis, Aristotle and Marcus, Steven I., Ergodic control of switching diffusions, SIAM J. Control Optim. , 35 (1997), 1952-1988. (Article) (Review)
  52. Ghosh, Mrinal K. and Kumar, K. Suresh, Zero-sum stochastic differential games with reflecting diffusions, Mat. Apl. Comput. , 16 (1997), 237-246. (Review)
  53. Basak, Gopal K. and Bisi, Arnab and Ghosh, Mrinal K., Stability of a random diffusion with linear drift, J. Math. Anal. Appl. , 202 (1996), 604-622. (Article) (Review)
  54. Borkar, Vivek S. and Ghosh, Mrinal K., Recent trends in Markov decision processes, J. Indian Inst. Sci. , 75 (1995), 5-24. (Review)
  55. Ghosh, Mrinal K. and Arapostathis, Aristotle and Marcus, Steven I., A note on an LQG regulator with Markovian switching and pathwise average cost, IEEE Trans. Automat. Control , 40 (1995), 1919-1921. (Article) (Review)
  56. Fernández-Gaucherand, Emmanuel and Ghosh, Mrinal K. and Marcus, Steven I., Controlled Markov processes on the infinite planning horizon: weighted and overtaking cost criteria, Z. Oper. Res. , 39 (1994), 131-155. (Article) (Review)
  57. Arapostathis, Aristotle and Borkar, Vivek S. and Fernández-Gaucherand, Emmanuel and Ghosh, Mrinal K. and Marcus, Steven I., Discrete-time controlled Markov processes with average cost criterion: a survey, SIAM J. Control Optim. , 31 (1993), 282-344. (Article) (Review)
  58. Ghosh, Mrinal K. and Arapostathis, Aristotle and Marcus, Steven I., Optimal control of switching diffusions with application to flexible manufacturing systems, SIAM J. Control Optim. , 31 (1993), 1183-1204. (Article) (Review)

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