Basu, Arnab
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Full Name
Basu, Arnab
Vernacular Name
Arnab Basu
Variants
Arnab Basu
Main Affiliation
Scopus Author ID
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Type
Results 1-4 of 4 (Search time: 0.001 seconds).
Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages | |
---|---|---|---|---|---|---|---|---|
1 | 2008 | A learning algorithm for risk-sensitive cost | - | Basu, Arnab ; Bhattacharyya, Tirthankar ; Borkar, Vivek S | Mathematics of Operations Research | Vol.33 | Iss.4 | 880-898p. |
2 | 2009 | Asymptotic analysis of option pricing in a Markov modulated market | - | Basu, Arnab ; Ghosh, Mrinal K | Operations Research Letters | Vol.37 | Iss.6 | 415-419p. |
3 | 2008 | Stochastic control with imperfect models | - | Basu, Arnab ; Borkar, Vivek S | Siam Journal on Control And Optimization | Vol.47 | Iss.3 | 1274-1300p. |
4 | 2007 | Stochastic differential games with multiple modes and applications to portfolio optimization | - | Basu, Arnab ; Ghosh, Mrinal K | Stochastic Analysis and Application | Vol.25 | Iss.4 | 845-867p. |