Ministry of Education
Arnab Basu
VIDWAN ID: 56187

Dr Arnab Basu

Male Doctor of Philosophy
Associate Professor | Decision Sciences
Indian Institute of Management Bangalore
Karnataka
Expertise: Management
Scopus 25636786800
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12 Publications
0 Projects
200 Scopus Citations
188 CrossRef
18 Years 11 Months Total Experience
Publications
12 Total
Articles
12
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Scopus Scopus
200 Citations
8 h-index
CrossRef CrossRef
188 Citations
8 h-index
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Personal Details

Doctor of Philosophy
N/A
Associate Professor
Oct 2007 – Present
Indian Institute of Management Bangalore | Decision Sciences
Social Sciences
Management

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Scholarly Publications

Stochastic differential games with multiple modes and applications to portfolio optimization

Journal Article
Stochastic Analysis and Applications. Year: 2007. Volume: 25 , Issue: 4 , Pages: 845-867 .
Authors: Arnab Basu; Mrinal K. Ghosh
DOI 10.1080/07362990701420126 Crossref Crossref: 6 Scopus Scopus: 9

A learning algorithm for risk-sensitive cost

Journal Article
Mathematics of Operations Research. Year: 2008. Volume: 33 , Issue: 4 , Pages: 880-898 .
Authors: Basu, A.; Bhattacharyya, T.; Borkar, V.S.
DOI 10.1287/moor.1080.0324 Crossref Crossref: 39 Scopus Scopus: 45

Stochastic control with imperfect models

Journal Article
SIAM Journal on Control and Optimization. Year: 2008. Volume: 47 , Issue: 3 , Pages: 1274-1300 .
Authors: Arnab Basu; Vivek S. Borkar
DOI 10.1137/060667049 Crossref Crossref: 4 Scopus Scopus: 3

Asymptotic analysis of option pricing in a Markov modulated market

Journal Article
Operations Research Letters. Year: 2009. Volume: 37 , Issue: 6 , Pages: 415-419 .
Authors: Arnab Basu; Mrinal K. Ghosh
DOI 10.1016/j.orl.2009.06.005 Crossref Crossref: 4 Scopus Scopus: 4

Zero-sum risk-sensitive stochastic differential games

Journal Article
Mathematics of Operations Research. Year: 2012. Volume: 37 , Issue: 3 , Pages: 437-449 .
Authors: Arnab Basu; Mrinal K. Ghosh
DOI 10.1287/moor.1120.0542 Crossref Crossref: 24 Scopus Scopus: 25

Nash equilibria via duality and homological selection

Journal Article
Proceedings - Mathematical Sciences. Year: 2014. Volume: 124 , Issue: 4 , Pages: 581-602 .
Authors: ARNAB BASU; SAMIK BASU; MAHAN MJ
DOI 10.1007/s12044-014-0206-3

Zero-sum risk-sensitive stochastic games on a countable state space

Open Access
Journal Article
Stochastic Processes and their Applications. Year: 2014. Volume: 124 , Issue: 1 , Pages: 961-983 .
Authors: Arnab Basu; Mrinal Kanti Ghosh
DOI 10.1016/j.spa.2013.09.009 Crossref Crossref: 32 Scopus Scopus: 35

Nonzero-sum risk-sensitive stochastic games on a countable state space

Journal Article
Mathematics of Operations Research. Year: 2018. Volume: 43 , Issue: 2 , Pages: 516-532 .
Authors: Arnab Basu; Mrinal K. Ghosh
DOI 10.1287/moor.2017.0870 Crossref Crossref: 19 Scopus Scopus: 23
Showing 1 to 8 of 12 publications