Research Areas:

Data Sciences and Applied Mathematics.

Significant Publications:

[(01)] Basu, A., and M. K. Ghosh. 2007. Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization, Stochastic Analysis and Applications 25(4): 845-867.

[(02)] Basu, A., and V. S. Borkar. 2008. Stochastic control with imperfect models, SIAM Journal of Control and Optimization 47(3):1274-1300.

[(03)] Basu, A., T. Bhattacharyya, and V. S. Borkar. 2008. A Learning Algorithm for Risk-sensitive Cost, Mathematics of Operations Research 33(4): 880-898.

[(04)] Basu, A., and M. K. Ghosh. 2009. Asymptotic Analysis of Option Pricing in a Markov Modulated Market, Operations Research Letters 37: 415-419.

[(05)] Basu, A., and M. K. Ghosh. 2012. Zero-sum Risk-sensitive Stochastic Differential Games, Mathematics of Operations Research 37(3): 437-449.

[(06)] Basu, A., and M. K. Ghosh. 2014. Zero-sum Risk-sensitive Stochastic Games on a Countable State Space, Stochastic Processes and their Applications 124(1): 961-983.

[(07)] Basu, A., Basu, S., and Mahan Mj. 2014. {Nash Equilibria via Duality and Homological Selection, Proceedings of the Indian Academy of Sciences - Mathematical Sciences 124(4) : 581-602.

[(08)] Basu, A. and L Stettner. 2015. Finite and Infinite Horizon Shapley Games with Nonsymmetric Partial Observation, SIAM Journal on Control and Optimization 53(6) : 3584-3619.

[(09)] Basu, A. and M. K. Ghosh. 2018. Nonzero-sum Risk-sensitive Stochastic Games on a Countable State Space, Mathematics of Operations Research 43(2) : 516-532.