Ergodic and adaptive control of nearest-neighbor motions. - Vivek S. Borkar; Mrinal K. Ghosh (Math. Control. Signals Syst., 1992)

On strong average optimality of markov decision processes with unbounded costs. - Mrinal K. Ghosh; Steven I. Marcus (Oper. Res. Lett., 1992)

Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria. - Emmanuel Fernández-Gaucherand; Mrinal K. Ghosh; Steven I. Marcus (Math. Methods Oper. Res., 1994)

Controlled Switching Diffusions as Hybrid Processes. - Mrinal K. Ghosh; Steven I. Marcus; Aristotle Arapostathis (Hybrid Systems, 1995)

On the controllability of a class of nonlinear stochastic systems. - Ari Arapostathis; Raju K. George; Mrinal K. Ghosh (Syst. Control. Lett., 2001)

Modeling Stochastic Hybrid Systems. - Mrinal K. Ghosh; Arunabha Bagchi (System Modelling and Optimization, 2003)

Ergodic control of jump diffusions in Rd under a near-monotone cost assumption. - Ari Arapostathis; Mrinal K. Ghosh (CDC, 2004)

Differential Games with Ergodic Payoff. - Mrinal K. Ghosh; K. S. Mallikarjuna Rao (SIAM J. Control. Optim., 2005)

Zero-sum stochastic games with stopping and control. - Mrinal K. Ghosh; K. S. Mallikarjuna Rao (Oper. Res. Lett., 2007)

Asymptotic analysis of option pricing in a Markov modulated market. - Arnab Basu; Mrinal K. Ghosh (Oper. Res. Lett., 2009)

Risk Minimizing Option Pricing in a Semi-Markov Modulated Market. - Mrinal K. Ghosh; Anindya Goswami (SIAM J. Control. Optim., 2009)

Application of nonlinear filtering to credit risk. - Vivek S. Borkar; Mrinal K. Ghosh; Govindan Rangarajan (Oper. Res. Lett., 2010)

Influence of Big Traders on the Stock Market: Theory and Simulation. - Gopal K. Basak; Mrinal K. Ghosh; Diganta Mukherjee (Dyn. Games Appl., 2011)

Zero-Sum Risk-Sensitive Stochastic Differential Games. - Arnab Basu; Mrinal K. Ghosh (Math. Oper. Res., 2012)

Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space. - Arnab Basu; Mrinal K. Ghosh (Math. Oper. Res., 2018)

Nonzero-sum risk-sensitive stochastic differential games: A multi-parameter eigenvalue problem approach. - Mrinal K. Ghosh; K. Suresh Kumar; Chandan Pal; Somnath Pradhan (Syst. Control. Lett., 2023)