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The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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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
Fulltext
Results 1-4 of 4 (Search time: 0.002 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. |