Dr Subhamay Saha

vidwan id: 128393

Male

0000-0002-2233-3274 Google Scholar Icon

57193505664 Google Scholar Icon

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Expertise

Mathematics

Publications

Total Articles 24

Books 0

Proceedings 0

Publications

Scopus

Citations 168

h-index 6

CrossRef

Citations 10

h-index 2

Google Scholar

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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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Assistant Professor

Dr Manish Kumar Vishwakarma

Assistant Professor

Dr Monika DL

Assistant Professor

Usha S

Assistant Professor

Dr Prashant Athmakoori

Assistant Professor

Dr Krishna Chandra Mishra

Assistant Professor

Ms Sudipta Chakrabarty

Assistant Professor

Dr Eena Bahan

Assistant Professor

Ms Sunita Loohach

Assistant Professor

Organisation (0)

Co-Authors (4)

Dr Anindya Goswami

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

Dr Anup Biswas

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

Dr Chandan Pal

Indian Institute of Technology Guwahati

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

Continuous-time zero-sum games with probability criterion

Open Access

Article

Stochastic Analysis and Applications. Year: 2021. Volume: 39 , Issue: 6 , Pages: 1130-1143 .

Authors: Bhabak A.;Saha S.

10.1080/07362994.2021.1871627

Zero-Sum Stochastic Differential Games with Risk-Sensitive Cost

Open Access

Article

Applied Mathematics and Optimization. Year: 2020. Volume: 81 , Issue: 1 , Pages: 113-140 .

Authors: Biswas A.;Saha S.

10.1007/s00245-018-9479-8

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

Open Access

Article

Operations Research Letters. Year: 2020. Volume: 48 , Issue: 6 , Pages: 715-719 .

Authors: Pal C.;Saha S.

10.1016/j.orl.2020.08.012

Strict monotonicity of principal eigenvalues of elliptic operators in R d and risk-sensitive control

Open Access

Article

Year: 2019. Volume: 124 , Pages: 169-219 .

Authors: Arapostathis A.;Biswas A.;Saha S.

10.1016/j.matpur.2018.05.008

On viscosity solution of hjb equations with state constraints and reflection control

Open Access

Article

SIAM Journal on Control and Optimization. Year: 2017. Volume: 55 , Issue: 1 , Pages: 365-396 .

Authors: Biswas A.;Ishii H.;Saha S.;Wang L.

10.1137/15M103830X

Optimality of the generalized cμ rule in the moderate deviation regime

Open Access

Article

Queueing Systems. Year: 2017. Volume: 87 , Issue: 1-2 , Pages: 113-130 .

Authors: Atar R.;Saha S.

10.1007/s11134-017-9523-4

Central limit results for jump diffusions with mean field interaction and a common factor

Open Access

Article

Stochastic Analysis and Applications. Year: 2017. Volume: 35 , Issue: 5 , Pages: 767-802 .

Authors: Budhiraja A.;Kira E.;Saha S.

10.1080/07362994.2017.1321489

An ϵ-nash equilibrium with high probability for strategic customers in heavy traffic

Open Access

Article

Mathematics of Operations Research. Year: 2017. Volume: 42 , Issue: 3 , Pages: 626-647 .

Authors: Atar R.;Saha S.

10.1287/moor.2016.0820

Showing 9 to 16 of 24 results