papers
Publications (10)
math.PR2016
A note on non-existence of diffusion limits for serve-the-longest-queue when the buffers are equal in size
Rami Atar, Subhamay Saha
math.OC2014
Zero-Sum Stochastic Games with Partial Information and Average Payoff
Subhamay Saha
math.OC2015
An $ε$-Nash equilibrium with high probability for strategic customers in heavy traffic
Rami Atar, Subhamay Saha
math.OC2017
Optimality of the generalized cμ- rule in the moderate deviation regime
Rami Atar, Subhamay Saha
math.OC2014
Optimal Control of Markov Processes with Age-Dependent Transition Rates
Mrinal K. Ghosh, Subhamay Saha
math.OC2016
On viscosity solution of HJB equations with state constraints and reflection control
Anup Biswas, Hitoshi Ishii, Subhamay Saha +1
math.PR2015
Central Limit Results for Jump-Diffusions with Mean Field Interaction and a Common Factor
A. Budhiraja, E. Kira, Subhamay Saha
math.PR2015
Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem
Amarjit Budhiraja, Xin Liu, Subhamay Saha
math.OC2014
Risk-sensitive control of continuous time Markov chains
Mrinal K. Ghosh, Subhamay Saha
math.OC2018
Zero-sum stochastic differential game with risk-sensitive cost
Anup Biswas, Subhamay Saha