Book Chapter

1. Mrinal K. Ghosh and Subhamay Saha, "Optimization, Control, and Applications of Stochastic Systems: A Volume in Honor of Onésimo Hernández-Lerma", Continuous-time Controlled Jump Markov Processes on the Finite Horizon , Birkhäuser/Springer, New York [2012]

Journal Publications

21. Arnab Bhabak and Subhamay Saha, "Zero and Non-zero sum risk-sensitive semi-Markov games ", Stochastic Analysis and Applications [2023]

20. Anindya Goswami, Subhamay Saha and Ravishankar K. Yadav, "Semimartingale Representation of a Class of Semi-Markov Dynamics", Journal of Theoretical Probability [2023]

19. Subrata Golui, Chandan Pal and Subhamay Saha, "Continuous-time Zero-Sum Games for Markov Decision Processes with Discounted Risk-Sensitive Cost Criterion", Dynamic Games and Applications [2022]

18. Arnab Bhabak, Chandan Pal and Subhamay Saha, "Zero-Sum Semi-Markov Games with Probability Criterion", Stochastics [2022]

17. Arnab Bhabak and Subhamay Saha, "Risk-sensitive Semi-Markov Decision Problems with Discounted Cost and General Utilities ", Statistics and Probability Letters [2022]

16. Arnab Bhabak and Subhamay Saha, "Continuous-time Zero-sum Games with Probability Criterion", Stochastic Analysis and Applications [2021]

15. Asaf Cohen and Subhamay Saha, "Asymptotic Optimality of the Generalized $c\mu$ Rule under Model Uncertainty", Stochastic Processes and Applications [2021]

14. Chandan Pal and Subhamay Saha, "Continuous-time Zero-sum Stochastic Game with Stopping and Control ", Operations Research Letters [2020]

13. Anup Biswas and Subhamay Saha, "Zero-Sum Stochastic Differential Games with Risk-Sensitive Cost", Applied Mathematics and Optimization [2020]

12. Ari Arapostathis, Anup Biswas and Subhamay Saha, "Strict Monotonicity of Principal Eigenvalues of Elliptic Operators on $R^d$ and Risk-Sensitve Control", Journal de Mathématiques Pures et Appliquées [2019]

11. Amarjit Budhiraja, Elisabeti Kira and Subhamay Saha, "Central Limit Results for Jump-Diffusions with Mean Field Interaction and a Common Factor", Stochastic Analysis and Applications [2017]

10. Rami Atar and Subhamay Saha, "Optimality of the Generalized c$\mu$ Rule in the Moderate Deviation Regime", Queueing Systems: Theory and Applications [2017]

9. Anup Biswas, Hitoshi Ishii, Subhamay Saha and Lin Wang, "On Viscosity Solution of HJB Equations with State Constraints and Reflection Control", SIAM Journal of Control and Optimization [2017]

8. Rami Atar and Subhamay Saha, "An $\epsilon$-Nash Equilibrium with High Probability for Strategic Customers in Heavy Traffic", Mathematics of Operations Research [2017]

7. Amarjit Budhiraja, Xin Liu and Subhamay Saha, "Construction of Asymptotically Optimal Control for Crisscross Network from a Free Boundary Problem", Stochastic Systems [2016]

6. Rami Atar and Subhamay Saha, "A Note on Non-existence of Diffusion Limits for Serve-the-Longest-Queue when the Buffers are Equal in Size", Electronic Communications in Probability [2016]

5. Mrinal K. Ghosh and Subhamay Saha, "Risk-Sensitive Control of Continuous-time Markov Chains", Stochastics [2014]

4. Subhamay Saha, "Zero-Sum Stochastic Games with Partial Information and Average Payoff", Journal of Optimization Theory and Applications [2014]

3. Mrinal K. Ghosh and Subhamay Saha, "Non-Stationary Semi-Markov Decision Processes on a Finite Horizon", Stochastic Analysis and Applications [2013]

2. Mrinal K. Ghosh and Subhamay Saha, "Optimal Control of Markov Processes with Age-Dependent Transition Rates", Applied Mathematics and Optimization [2012]

1. Mrinal K. Ghosh and Subhamay Saha, "Stochastic Processes with Age-Dependent Transition Rates", Stochastic Analysis and Applications [2011]