Risk-sensitive control of continuous time Markov chains MK Ghosh, S Saha Stochastics An International Journal of Probability and Stochastic Processes …, 2014 | 43 | 2014 |

Strict monotonicity of principal eigenvalues of elliptic operators in Rd and risk-sensitive control A Arapostathis, A Biswas, S Saha Journal de Mathématiques Pures et Appliquées 124, 169-219, 2019 | 31 | 2019 |

Zero-sum stochastic differential games with risk-sensitive cost A Biswas, S Saha Applied Mathematics & Optimization 81 (1), 113-140, 2020 | 15 | 2020 |

Stochastic processes with age-dependent transition rates MK Ghosh, S Saha Stochastic analysis and applications 29 (3), 511-522, 2011 | 10 | 2011 |

Central limit results for jump diffusions with mean field interaction and a common factor A Budhiraja, E Kira, S Saha Stochastic Analysis and Applications 35 (5), 767-802, 2017 | 7 | 2017 |

An *ɛ*-Nash Equilibrium with High Probability for Strategic Customers in Heavy TrafficR Atar, S Saha Mathematics of Operations Research 42 (3), 626-647, 2017 | 7 | 2017 |

On viscosity solution of hjb equations with state constraints and reflection control A Biswas, H Ishii, S Saha, L Wang SIAM Journal on Control and Optimization 55 (1), 365-396, 2017 | 7 | 2017 |

Non-stationary semi-Markov decision processes on a finite horizon MK Ghosh, S Saha Stochastic Analysis and Applications 31 (1), 183-190, 2013 | 7 | 2013 |

Continuous-time controlled jump Markov processes on the finite horizon MK Ghosh, S Saha Optimization, Control, and Applications of Stochastic Systems, 99-109, 2012 | 7 | 2012 |

Optimality of the generalized $$\varvec {c\mu} $$ c μ rule in the moderate deviation regime R Atar, S Saha Queueing Systems 87 (1), 113-130, 2017 | 6 | 2017 |

Zero-sum stochastic games with partial information and average payoff S Saha Journal of Optimization Theory and Applications 160 (1), 344-354, 2014 | 4 | 2014 |

Asymptotic optimality of the generalized cμ rule under model uncertainty A Cohen, S Saha Stochastic Processes and their Applications 136, 206-236, 2021 | 3 | 2021 |

Optimal control of Markov processes with age-dependent transition rates MK Ghosh, S Saha Applied Mathematics & Optimization 66 (2), 257-271, 2012 | 3 | 2012 |

Risk-sensitive semi-markov decision problems with discounted cost and general utilities A Bhabak, S Saha Statistics & Probability Letters 184, 109408, 2022 | 1 | 2022 |

Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion S Golui, C Pal, S Saha Dynamic Games and Applications, 1-28, 2021 | 1 | 2021 |

Continuous-time zero-sum stochastic game with stopping and control C Pal, S Saha Operations Research Letters 48 (6), 715-719, 2020 | 1 | 2020 |

Construction of asymptotically optimal control for crisscross network from a free boundary problem A Budhiraja, X Liu, S Saha Stochastic Systems 6 (2), 459-518, 2017 | 1 | 2017 |

A note on non-existence of diffusion limits for serve-the-longest-queue when the buffers are equal in size R Atar, S Saha Electronic Communications in Probability 21, 2016 | 1 | 2016 |

Semimartingle Representation of a class of Semi-Markov Dynamics A Goswami, S Saha, RK Yadav arXiv preprint arXiv:2207.06132, 2022 | | 2022 |

Zero-sum semi-Markov games with a probability criterion A Bhabak, C Pal, S Saha Stochastics 94 (3), 415-431, 2022 | | 2022 |