Somnath Pradhan

According to our database, Somnath Pradhan authored at least 8 papers between 2021 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Controlled Diffusions under Full, Partial, and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations.

Somnath Pradhan, Serdar Yüksel

SIAM J. Control. Optim., 2025

Robustness of Optimal Controlled Diffusions with Near-Brownian Noise to Brownian Idealization via Rough Paths Theory.

Somnath Pradhan, Zachary Selk, Serdar Yüksel

Proceedings of the 64th IEEE Conference on Decision and Control, 2025

2024

Near optimality of Lipschitz and smooth policies in controlled diffusions.

Somnath Pradhan, Serdar Yüksel

Syst. Control. Lett., 2024

Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria.

Somnath Pradhan, Serdar Yüksel

Math. Oper. Res., 2024

Controlled Diffusions under Full, Partial and Decentralized Information: Optimal Policies and Discrete-Time Approximations.

Somnath Pradhan, Serdar Yüksel

Proceedings of the 63rd IEEE Conference on Decision and Control, 2024

2023

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., February, 2023

2022

Ergodic risk-sensitive control for regime-switching diffusions.

Anup Biswas, Somnath Pradhan

Syst. Control. Lett., 2022

2021

Risk-sensitive zero-sum stochastic differential game for jump-diffusions.

Somnath Pradhan

Syst. Control. Lett., 2021