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Basu, Arnab K.

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Author ID: basu.arnab-k Recent zbMATH articles by "Basu, Arnab K."
Published as: Basu, A. K.; Basu, Arnab; Basu, Arnab K.
External Links: MGP · Wikidata
Documents Indexed: 23 Publications since 1997, including 2 Books

Publications by Year

Citations contained in zbMATH

13 Publications have been cited 40 times in 36 Documents Cited by Year
Zero-sum risk-sensitive stochastic differential games. Zbl 1297.91029
Basu, Arnab; Ghosh, Mrinal K.
7
2012
Zero-sum risk-sensitive stochastic games on a countable state space. Zbl 1297.91026
Basu, Arnab; Ghosh, Mrinal Kanti
6
2014
A learning algorithm for risk-sensitive cost. Zbl 1217.93188
Basu, Arnab; Bhattacharyya, Tirthankar; Borkar, Vivek S.
6
2008
Least squares, preliminary test and Stein-type estimation in general vector \(AR(p)\) models. Zbl 0957.62072
Ahmed, S. E.; Basu, A. K.
4
2000
Asymptotic analysis of option pricing in a Markov modulated market. Zbl 1182.91166
Basu, Arnab; Ghosh, Mrinal K.
3
2009
On Berry-Esséen theorem for nonparametric density estimation in Markov sequences. Zbl 0921.62039
Basu, A. K.; Sahoo, D. K.
3
1998
Sequential estimation of the autoregressive parameters in \(\text{AR}(p)\) model. Zbl 0879.62071
Basu, A. K.; Das, J. K.
3
1997
Stochastic differential games with multiple modes and applications to portfolio optimization. Zbl 1119.49030
Basu, Arnab; Ghosh, Mrinal K.
2
2007
Introduction to stochastic process. Zbl 1072.60001
Basu, A. K.
2
2003
Zero-sum Markov games with impulse controls. Zbl 07176168
Basu, Arnab; Stettner, Łukasz
1
2020
Stochastic control with imperfect models. Zbl 1161.93027
Basu, Arnab; Borkar, Vivek S.
1
2008
Sequential estimation of the autoregressive parameters in general vector autoregressive model. Zbl 0981.62067
Basu, A. K.; Mukhopadhyay, Indranil
1
1999
On Darling-Robbins type confidence sequences and sequential tests with power one for parameters of an autoregressive process. Zbl 0962.62074
Basu, A. K.; Mukhopadhyay, Indranil
1
1999
Zero-sum Markov games with impulse controls. Zbl 07176168
Basu, Arnab; Stettner, Łukasz
1
2020
Zero-sum risk-sensitive stochastic games on a countable state space. Zbl 1297.91026
Basu, Arnab; Ghosh, Mrinal Kanti
6
2014
Zero-sum risk-sensitive stochastic differential games. Zbl 1297.91029
Basu, Arnab; Ghosh, Mrinal K.
7
2012
Asymptotic analysis of option pricing in a Markov modulated market. Zbl 1182.91166
Basu, Arnab; Ghosh, Mrinal K.
3
2009
A learning algorithm for risk-sensitive cost. Zbl 1217.93188
Basu, Arnab; Bhattacharyya, Tirthankar; Borkar, Vivek S.
6
2008
Stochastic control with imperfect models. Zbl 1161.93027
Basu, Arnab; Borkar, Vivek S.
1
2008
Stochastic differential games with multiple modes and applications to portfolio optimization. Zbl 1119.49030
Basu, Arnab; Ghosh, Mrinal K.
2
2007
Introduction to stochastic process. Zbl 1072.60001
Basu, A. K.
2
2003
Least squares, preliminary test and Stein-type estimation in general vector \(AR(p)\) models. Zbl 0957.62072
Ahmed, S. E.; Basu, A. K.
4
2000
Sequential estimation of the autoregressive parameters in general vector autoregressive model. Zbl 0981.62067
Basu, A. K.; Mukhopadhyay, Indranil
1
1999
On Darling-Robbins type confidence sequences and sequential tests with power one for parameters of an autoregressive process. Zbl 0962.62074
Basu, A. K.; Mukhopadhyay, Indranil
1
1999
On Berry-Esséen theorem for nonparametric density estimation in Markov sequences. Zbl 0921.62039
Basu, A. K.; Sahoo, D. K.
3
1998
Sequential estimation of the autoregressive parameters in \(\text{AR}(p)\) model. Zbl 0879.62071
Basu, A. K.; Das, J. K.
3
1997

Citations by Year

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