Risk-sensitive zero-sum stochastic differential game for jump-diffusions. - Somnath Pradhan (Syst. Control. Lett., 2021)

Ergodic risk-sensitive control for regime-switching diffusions. - Anup Biswas; Somnath Pradhan (Syst. Control. Lett., 2022)

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)

Controlled Diffusions under Full, Partial and Decentralized Information: Optimal Policies and Discrete-Time Approximations. - Somnath Pradhan; Serdar Yüksel (CDC, 2024)

Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria. - Somnath Pradhan; Serdar Yüksel (Math. Oper. Res., 2024)

Near optimality of Lipschitz and smooth policies in controlled diffusions. - Somnath Pradhan; Serdar Yüksel (Syst. Control. Lett., 2024)