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Dr Chandan Pal

vidwan id: 128388
Male

Associate Professor, Department of Mathematics
Indian Institute of Technology Guwahati

Expertise

  • Mathematics

Publications

Total Articles 19
Books 0
Proceedings 0

Publications

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Scopus

Citations 138
h-index 6

CrossRef

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Citations 36
h-index 3
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Bio

Stochastic Control Theory and Mathematical Finance

Personal Details

  • Male
  • Associate Professor , Indian Institute of Technology Guwahati
  • Indian Institute of Technology Guwahati
Ph.D
Indian Institute of Technology Bombay 2013
Associate Professor Dec 2024 – Present
Indian Institute of Technology Guwahati | Department of Mathematics
Assistant Professor May 2017 – Dec 2024
Indian Institute of Technology Guwahati

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Co-Authors (2)

Mrinal K.

Prof Mrinal K. Ghosh

Indian Institute of Science Bangalore

Scholarly Work

Risk-sensitive stochastic games for continuous time stochastic processes

Funding Agency: Science and Engineering Research Board

Principal Investigator

660,000

2022 - Ongoing

Ongoing
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Scholarly Publications

ZERO-SUM STOCHASTIC GAMES IN CONTINUOUS-TIME WITH RISK-SENSITIVE AVERAGE COST CRITERION ON A COUNTABLE STATE SPACE

Open Access
Article

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

Open Access
Article

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

Open Access
Article

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

Open Access
Article

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

Open Access
Article
Authors: Ghosh M.K.;Kumar K.S.;Pal C.;Pradhan S.

Zero-sum semi-Markov games with a probability criterion

Open Access
Article

ZERO-SUM GAMES FOR PURE JUMP PROCESSES WITH RISK-SENSITIVE DISCOUNTED COST CRITERIA

Open Access
Article

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

Open Access
Article