Mrinal K. Ghosh

Controlled Switching Diffusions as Hybrid Processes (2007)

We study a zero-sum partially observed semi-Markov game with average payoff on a countable state space. Under certain ergodicity conditions we show that a saddle point equilibrium exists. We achieve...

Mrinal K. Ghosh, Steven I. Marcus, Aristotle Arapostathis

this paper we discuss controlled switching diffusions as a particular class of hybrid control systems. This class of systems is also of interest in the study of deterministic hybrid systems, since...

Stochastic Differential Games With Multiple Modes (2007)

Mrinal K. Ghosh, Steven I. Marcus

We have studied two person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the nonzero sum case...

Zero-sum stochastic games with stopping and control (2007)

Shyam Lal Yadava (1953–2007) (2007)

We study a zero-sum stochastic game where each player uses both control and stopping times. Under certain conditions we establish the existence of a saddle point equilibrium, and show that the value...

Ghosh, Mrinal K

Shyam Lal Yadava was born on 5 July 1953 at Ghanshyampur, Uttar Pradesh to Tahalal Yadava and Lakhani. During his early days in middle/high school, he was more interested in wrestling than in...

Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization (2007)

Basu, Arnab, Ghosh, Mrinal K

We study a zero-sum stochastic differential game with multiple modes. The state of the system is governed by "controlled switching" diffusion processes. Under certain conditions, we show that the...

Zero-sum stochastic games with stopping and control (2007)

Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization (2007)

We study a zero-sum stochastic game where each player uses both control and stopping times. Under certain conditions we establish the existence of a saddle point equilibrium, and show that the value...

Basu, Arnab, Ghosh, Mrinal K

We study a zero-sum stochastic differential game with multiple modes. The state of the system is governed by "controlled switching" diffusion processes. Under certain conditions, we show that the...

Shyam Lal Yadava (1953–2007) (2007)

Ghosh, Mrinal K

Shyam Lal Yadava was born on 5 July 1953 at Ghanshyampur, Uttar Pradesh to Tahalal Yadava and Lakhani. During his early days in middle/high school, he was more interested in wrestling than in...

Partially observable semi-Markov games with discounted payoff (2006)

A Note on an LQG Regulator With Markovian Switching and Pathwise Average Cost (2006)

We study partially observable semi-Markov game with discounted payoff on a Borel state space. We study both zero sum and nonzero sum games. We establish saddle point equilibrium and Nash equilibrium...

Ghosh, Mrinal K., Arapostathis, Aristotle, Marcus, Steven I.

We study a linear system with a Markovian switching parameter perturbed by white noise. The cost function is quadratic. Under certain conditions, we find a linear feedback control which is almost...

Optimal Control of Switching Diffusions With Application to Flexible Manufacturing Systems (2006)

Ghosh, Mrinal K., Arapostathis, Aristotle, Marcus, Steven I.

A controlled switching diffusion model is developed to study the hierarchical control of flexible manufacturing systems. The existence of a homogeneous Markov non-randomized optimal policy is...

Discrete-Time Controlled Markov Processes With Average Cost Criterion: A Survey (2006)

Arapostathis, Aristotle, Borkar, Vivek S., Fernandez-Gaucherand, Emmanuel, Ghosh, Mrinal K., Marcus, Steven I.

This work is a survey of the average cost control problem for discrete time Markov processes. We have attempted to put together a comprehensive account of the considerable research on this problem...

Ergodic Control of Switching Diffusions (2006)

Ghosh, Mrinal K., Arapostathis, Aristotle, Marcus, Steven I.

We study the ergodic control problem of switching diffusions representing a typical hybrid system that arises in numerous applications such as fault tolerant control systems, flexible manufacturing...

Partially observable semi-Markov games with discounted payoff (2006)

A nonzero-sum stochastic differential game in the orthant (2005)

We study partially observable semi-Markov game with discounted payoff on a Borel state space. We study both zero sum and nonzero sum games. We establish saddle point equilibrium and Nash equilibrium...

A nonzero-sum stochastic differential game in the orthant (2005)

We study a nonzero-sum stochastic differential game where the state is a controlled reflecting diffusion in the nonnegative orthant. Under certain conditions, we establish the existence of Nash...

Differential Games with Ergodic Payoff (2005)

We study a nonzero-sum stochastic differential game where the state is a controlled reflecting diffusion in the nonnegative orthant. Under certain conditions, we establish the existence of Nash...

A nonzero-sum stochastic differential game in the orthant (2005)

We address a zero-sum di.erential game with ergodic payoff. We study this problem via the viscosity solutions of an associated Hamilton-Jacobi-Isaacs equation. Under certain condition, we establish...

Differential Games with Ergodic Payoff (2005)

We study a nonzero-sum stochastic differential game where the state is a controlled reflecting diffusion in the nonnegative orthant. Under certain conditions, we establish the existence of Nash...

A nonzero-sum stochastic differential game in the orthant (2005)

We address a zero-sum di.erential game with ergodic payoff. We study this problem via the viscosity solutions of an associated Hamilton-Jacobi-Isaacs equation. Under certain condition, we establish...

Differential games of fixed duration in the framework of relaxed strategies (2005)

We study a nonzero-sum stochastic differential game where the state is a controlled reflecting diffusion in the nonnegative orthant. Under certain conditions, we establish the existence of Nash...

Ghosh, Mrinal K, Kumar, Suresh K, Nandkumaran, AK, Rao, Mallikarjuna KS

It has abstract.

Differential games of fixed duration in the framework of relaxed strategies (2005)

Ghosh, Mrinal K, Kumar, Suresh K, Nandkumaran, AK, Rao, Mallikarjuna KS

It has abstract.

A probabilistic approach to second order variational inequalities with bilateral constraints (2004)

Ghosh, Mrinal K, Rao, K S Mallikarjuna

We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities...

Semi-Markov decision processes with partial observation (2004)

Controlled stochastic hybrid processes with discounted cost (2004)

We study a semi-Markov decision process on a Borel state space where the state of the system is not known to the decision maker but it takes decisions based on an observation process. We transform...

Ghosh, Mrinal K, Bagchi, Arunabha

The authors consider a rather general stochastic hybrid system formed by a switching diffusion (a pair consisting of a diffusion and a pure jump process that affects the coefficients of the...

Semi-Markov decision processes with partial observation (2004)

Controlled stochastic hybrid processes with discounted cost (2004)

We study a semi-Markov decision process on a Borel state space where the state of the system is not known to the decision maker but it takes decisions based on an observation process. We transform...

Ghosh, Mrinal K, Bagchi, Arunabha

The authors consider a rather general stochastic hybrid system formed by a switching diffusion (a pair consisting of a diffusion and a pure jump process that affects the coefficients of the...

A probabilistic approach to second order variational inequalities with bilateral constraints (2003)

Ergodic Control of Partially Degenerate Diffusions in a Compact Domain (2003)

We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities...

A zero sum differential game in a Hilbert space (2003)

The problem of ergodic control of a reflecting diffusion in a compact domain is analysed under the condition of partial degeneracy, i.e. when its transition kernel after some time is absolutely...

Ghosh, Mrinal K, Nandakumaran, AK, Rao, Mallikarjuna KS

We study a zero sum differential game of fixed duration in a separable Hilbert space. We prove a minimax principle and establish the equivalence between the dynamic programming principle and the...

A probabilistic approach to second order variational inequalities with bilateral constraints (2003)

Ergodic Control of Partially Degenerate Diffusions in a Compact Domain (2003)

We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities...

A zero sum differential game in a Hilbert space (2003)

The problem of ergodic control of a reflecting diffusion in a compact domain is analysed under the condition of partial degeneracy, i.e. when its transition kernel after some time is absolutely...

Ghosh, Mrinal K, Nandakumaran, AK, Rao, Mallikarjuna KS

We study a zero sum differential game of fixed duration in a separable Hilbert space. We prove a minimax principle and establish the equivalence between the dynamic programming principle and the...

A Stochastic Differential Game in the Orthrant (2002)

A Stochastic Differential Game in the Orthrant (2002)

We study a zero-sum stochastic differential game in the nonnegative orthrant. The state of the system is governed by controlled reflecting diffusions in the nonnegative orthrant. We consider...

Noncooperative n-person Semi-Markov Game with a Separable Metric State Space (2002)

We study a zero-sum stochastic differential game in the nonnegative orthrant. The state of the system is governed by controlled reflecting diffusions in the nonnegative orthrant. We consider...

Ghosh, Mrinal K, Sinha, Sagnik

It has a abstract.

Noncooperative n-person Semi-Markov Game with a Separable Metric State Space (2002)

Ghosh, Mrinal K, Sinha, Sagnik

It has a abstract.

On the controllability of a class of nonlinear stochastic systems (2001)

Arapostathis, Ari, George, Raju K, Ghosh, Mrinal K

We study the controllability properties of the class of stochastic differential systems characterized by a linear controlled diffusion perturbed by a smooth, bounded, uniformly Lipschitz...

A note on stochastic minimax principle (2001)

Ghosh, Mrinal K, Kumar, Suresh K, Rao, Mallikarjuna KS

It has abstract.

On the controllability of a class of nonlinear stochastic systems (2001)

Arapostathis, Ari, George, Raju K, Ghosh, Mrinal K

We study the controllability properties of the class of stochastic differential systems characterized by a linear controlled diffusion perturbed by a smooth, bounded, uniformly Lipschitz...

A note on stochastic minimax principle (2001)

Ghosh, Mrinal K, Kumar, Suresh K, Rao, Mallikarjuna KS

It has abstract.

Harnack's Inequality For Cooperative Weakly Coupled Elliptic Systems (1999)

Aristotle Arapostathis, Mrinal K. Ghosh, Steven I. Marcus

this paper, we obtain analogues of Harnack's inequality for L-harmonic functions of operators in the class L(#, d, n). We use the technique introduced by Krylov for estimating the oscillation of...

Harnack's inequality for cooperative weakly coupled elliptic systems (1999)

Arapostathis, Ari, Ghosh, Mrinal K, Marcus, Steven I

Harnack's Inequality for Cooperative Weakly Coupled Elliptic Systems (1998)

Arapostathis, Aristotle, Ghosh, Mrinal K., Marcus, Steven I.

The authors consider cooperative, uniformly elliptic systems, with bounded coefficients and coupling in the zeroth-order terms. They establish two analogs of Harnack's inequality for this class of...

Ergodic control of switching diffusions (1997)

Ghosh, Mrinal K, Arapostathis, Aristotle, Marcus, Steven I

We study the ergodic control problem of switching diusions representing a typical hybrid system that arises in numerous applications such as fault-tolerant control systems, flexible manufacturing...

Ergodic control of switching diffusions (1997)

Ghosh, Mrinal K, Arapostathis, Aristotle, Marcus, Steven I

We study the ergodic control problem of switching diusions representing a typical hybrid system that arises in numerous applications such as fault-tolerant control systems, flexible manufacturing...

Harnack's Inequality for Cooperative Weakly Coupled Elliptic Systems (1997)

Arapostathis, Aristotle, Ghosh, Mrinal K., Marcus, S.I.

We consider cooperative, uniformly elliptic systems, with bounded coefficients and coupling in the zeroth-order terms. We establish two analogues of Harnack's inequality for this class of systems. A...

Stability of a Random Diffusion with Linear Drift (1996)

Basak, Gopal K, Bisi, Arnab, Ghosh, Mrinal K

We consider a Linear system with Markovian switching which is perturbed by Gaussian type noise, If the linear system is mean square stable then we show that under certain conditions the perturbed...

A Note on an LQG Regulator with Markovian Switching and Pathwise Average Cost (1995)

Ghosh, Mrinal K, Arapostathis, Aristotle, Marcus, Steven I

We study a linear system with a Markovian switching parameter perturbed by white noise. The cost function is quadratic. Under certain conditions, we find a linear feedback control which is almost...

A Note on an LQG Regulator with Markovian Switching and Pathwise Average Cost (1995)

Ghosh, Mrinal K, Arapostathis, Aristotle, Marcus, Steven I

We study a linear system with a Markovian switching parameter perturbed by white noise. The cost function is quadratic. Under certain conditions, we find a linear feedback control which is almost...

Stochastic Differential Games with Multiple Modes (1995)

Ghosh, Mrinal K., Marcus, S.I.

We have studied two-person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the non- zero sum...

A Note on an LQG Regulator with Markovian Switching and Pathwise Average Cost (1994)

Ghosh, Mrinal K., Arapostathis, Aristotle, Marcus, S.I.

We study a linear system with a Markovian switching parameter perturbed by white noise. The cost function is quadratic. Under certain conditions, we find a linear feedback control which is almost...

Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems (1993)

Ghosh, Mrinal K, Arapostathis, Aristotle, Marcus, Steven I

A controlled switching diffusion model is developed to study the hierarchical control of flexible manufacturing systems. The existence of a homogeneous Markov nonrandomized optimal policy is...

Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems (1993)

Ghosh, Mrinal K, Arapostathis, Aristotle, Marcus, Steven I

A controlled switching diffusion model is developed to study the hierarchical control of flexible manufacturing systems. The existence of a homogeneous Markov nonrandomized optimal policy is...

Controlled Markov Processes on the Infinite Planning Horizon: Weighted and, Overtaking Cost Criteria (1993)

Fernandez-Gaucherand, Emmanuel, Ghosh, Mrinal K., Marcus, Steven I.

Stochastic control problems for controlled Markov processes models with an infinite planning horizon are considered, under some non-standard cost criteria. The classical discounted and average cost...

Optimal Control of A Hybrid System With Pathwise Average Cost (1992)

Ghosh, Mrinal K, Arapostathis, Aristotle, Marcus, Steven I

We study the ergodic control problem of switching diffusions representing a typical hybrid system that arises in numerous applications such as fault tolerant control systems, flexible manufacturing...

Ergodic Control of Switching Diffusions (1992)

Ghosh, Mrinal K., Arapostathis, Aristotle, Marcus, S.I.

We study the ergodic control problem of switching diffusions representing a typical hybrid system that arises in numerous applications such as fault tolerant control systems, flexible manufacturing...

A Note on an LQG Regulator with Markovian Switching and Pathwise Average Cost (1992)

Ghosh, Mrinal K., Arapostathis, Aristotle, Marcus, S.I.

We study a linear system with a Markovian switching parameter perturbed by white noise. The cost function is quadratic. Under certain conditions, we find a linear feedback control which is almost...

Optimal Control of A Hybrid System With Pathwise Average Cost (1992)

Ghosh, Mrinal K, Arapostathis, Aristotle, Marcus, Steven I

We study the ergodic control problem of switching diffusions representing a typical hybrid system that arises in numerous applications such as fault tolerant control systems, flexible manufacturing...

Ergodic and adaptive control of nearest-neighbor motions (1991)

Ergodic and adaptive control of nearest-neighbor motions (1991)

The self-tuning approach to adaptive control is applied to a class of Markov chains called nearest-neighbor motions. These have a countable state space and move from any state to at most finitely...

Borkart, Vivek S, Ghosh, Mrinal K

The self-tuning approach to adaptive control is applied to a class of Markov chains called nearest-neighbor motions. These have a countable state space and move from any state to at most finitely...

Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems (1991)

Ghosh, Mrinal K., Arapostathis, Aristotle, Marcus, S.I.

A Controlled switching diffusion model is developed to study the hierarchical control of flexible manufacturing systems. The existence of a homogeneous Markov nonrandomized optimal policy is...

Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey (1991)

Arapostathis, Aristotle, Borkar, Vivek S., Fernandez-Gaucherand, Emmanuel, Ghosh, Mrinal K., Marcus, S.I.

This work is a survey of the average cost control problem for discrete-time Markov processes. We have attempted to put together a comprehensive account of the considerable research on this problem...

Controlled diffusions with constraints (1990)

Controlled diffusions with constraints (1990)

Controlled diffusion problems with classical cost structures (ergodic, discounted, etc.) are considered when finitely many additional cost functionals of the same type are required to lie in...