Prof Mrinal K. Ghosh
vidwan id: 42909
Professor (HAG), Mathematics
Indian Institute of Science Bangalore
Expertise
- Mathematics
Publications
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Scopus
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25
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Citations
3060
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26
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Bio
Stochastic Control, Markov Decision Process, Stochastic Dynamic Games, Stochastic Hybrid Systems, Applications of Stochastic Analysis to Manufacturing Systems, Mathematical Finance.
Personal Details
- Male
- Professor (HAG) , Indian Institute of Science Bangalore
- Department of Mathematics, Indian Institute of Science
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Co-Authors (39)
S N Bose national centre for basic sciences
National Institute of Technology Durgapur
Indian Institute of Science Education and Research(IISER), Pune
Indian Institute of Management Bangalore
Goa University
Indian Institute of Technology Bombay
Indian Institute of Technology Guwahati
Indian Institute of Technology Roorkee
Indian Statistical Institute, Kolkata
Indian Institute of Technology Kharagpur
National Institute of Technology Durgapur
National Institute of Technology Durgapur
Indian Institute of Engineering Science & Technology, Shibpur (formerly Bengal Engineering & Science University)
N/A
Indian Statistical Institute, Kolkata
Indian Institute of Technology (BHU), Varanasi
Indian Institute of Technology Kharagpur
CSIR-National Metallurgical Laboratory
CSIR-National Metallurgical Laboratory
Indian Institute of Technology Indore
Indian Institute of Technology Bombay
N/A
CSIR-Indian Institute of Chemical Biology
Indian Institute of Science Bangalore
Indian Institute of Technology (BHU), Varanasi
Visva-Bharati University
Indian Institute of Technology (BHU), Varanasi
Indian Institute of Science Bangalore
Jadavpur University
National Institute of Technology Jamshedpur
Indian Institute of Space Science and Technology
N/A
CSIR-National Metallurgical Laboratory
CSIR-National Metallurgical Laboratory
Indian Institute of Science Education and Research(IISER), Thiruvanthpuram
Indian Institute of Science Bangalore
National Institute of Technology Jamshedpur
Jadavpur University
Indian Institute of Technology Bombay
Scholarly Work
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Algorithmic and Hardness Results for Fundamental Fair-Division Problems
Analyzing Credit Risk Models In A Regime Switching Market
Risk-Sensitive Stochastic Control and Differential Games
Single and Multi-player Stochastic Dynamic Optimization
Stochastic Differential Games In A Bounded Domain
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Scholarly Publications
Alternative formulation of the discrete linear quadratic regulator (DLQR)
Open AccessSpherical Harmonics Applied to Differential and Integro-Differential Equations Arising in Mathematical Finance
Open AccessPricing credit derivatives
Open AccessZero-sum risk-sensitive stochastic differential games
Open Access
10.1287/moor.1120.0542
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