Ministry of Education
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Dr Subhamay Saha

vidwan id: 128393
Male

,

Orchid Icon 0000-0002-2233-3274 Google Scholar Icon 57193505664 Google Scholar Icon Kzadrs8AAAAJ&hl=en

Expertise

  • Mathematics

Publications

Total Articles 24
Books 0
Proceedings 0

Publications

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Scopus

Citations 168
h-index 6

CrossRef

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Citations 10
h-index 2
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Professional Recognition

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Bio

Probability and Stochastic Process

Personal Details

  • Male
  • Indian Institute of Technology Guwahati
Ph.D
Indian Institute of Science Bangalore 2013
Bachelor of Science
Jadavpur University 2007
Associate Professor Dec 2024 – Jan 2026
Indian Institute of Technology Guwahati

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Organisation (0)

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Co-Authors (4)

Anindya

Dr Anindya Goswami

Indian Institute of Science Education and Research(IISER), Pune

Anup

Dr Anup Biswas

Indian Institute of Science Education and Research(IISER), Pune

Chandan

Dr Chandan Pal

Indian Institute of Technology Guwahati

Mrinal K.

Prof Mrinal K. Ghosh

Indian Institute of Science Bangalore

Scholarly Work

Stochastic Games for Continuous-time Stochastic Processes

Funding Agency: Science and Engineering Research Board

Principal Investigator

660,000

2021 - Ongoing

Ongoing
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Scholarly Publications

On meeting and merging of stochastic flow of non-homogeneous Markov and semi-Markov dynamics

Open Access
Article
Stochastic Models. Year: 2025. Volume: 41 , Issue: 1 , Pages: 120-141 .
Authors: Goswami A.;Saha S.;Yadav R.K.
DOI 10.1080/15326349.2024.2328301

Partially observable discrete-time discounted Markov games with general utility

Open Access
Article
Operations Research Letters. Year: 2024. Volume: 54 .
Authors: Bhabak A.;Saha S.
DOI 10.1016/j.orl.2024.107113
1 1

Semimartingale Representation of a Class of Semi-Markov Dynamics

Open Access
Article
Journal of Theoretical Probability. Year: 2024. Volume: 37 , Issue: 1 , Pages: 489-510 .
Authors: Goswami A.;Saha S.;Yadav R.K.
DOI 10.1007/s10959-023-01259-4
2 2

Zero-sum semi-Markov games with a probability criterion

Open Access
Article
Year: 2022. Volume: 94 , Issue: 3 , Pages: 415-431 .
Authors: Bhabak A.;Pal C.;Saha S.
DOI 10.1080/17442508.2021.1957891
1 4

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

Open Access
Article
Dynamic Games and Applications. Year: 2022. Volume: 12 , Issue: 2 , Pages: 485-512 .
Authors: Golui S.;Pal C.;Saha S.
DOI 10.1007/s13235-021-00391-2
3 5

Risk-sensitive semi-Markov decision problems with discounted cost and general utilities

Open Access
Article
Year: 2022. Volume: 184 .
Authors: Bhabak A.;Saha S.
DOI 10.1016/j.spl.2022.109408
4

Asymptotic optimality of the generalized cμ rule under model uncertainty

Open Access
Article
Stochastic Processes and their Applications. Year: 2021. Volume: 136 , Pages: 206-236 .
Authors: Cohen A.;Saha S.
DOI 10.1016/j.spa.2021.03.004
6