SUBRATA GOLUI

About

Hi, my name is Dr Subrata Golui. I am a Post-doctoral fellow at the Department of Mathematics Indian Institute of Technology, Bombay. I did PhD from the Department of Mathematics at the Indian Institute of Technology, Guwahati. My main research interests are probability theory and stochastic processes. More specifically, I am interested in stochastic control and game theories. Also, I am interested in queueing and inventory theories.

I qualified for five times CSIR NET (JRF 3 times consecutive) and GATE exams. Also, I qualified for the NBHM exam for the research level.

Employment

Employment history is unavailable.

Education

• Indian Institute of Technology Bombay Postdoctoral Fellow
  2023 - Present
• Narasinha Dutt College BSc
  2011 - 2014
• Rudrapur Siksha Sadan, Howrah Secondary
  2009 - Present

Projects & Funding

Projects & funding information is unavailable.

Publications (8)

• Optimal control for production inventory system with various cost criterion
  Annals of Operation Research 2023 DOI: 10.48550/ARXIV.2210.15251
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• Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
  Stochastic Processes and their Applications 2023 DOI: 10.1016/j.spa.2022.12.009
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• Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space
  Stochastic Analysis and Applications 2023 DOI: 10.1080/07362994.2021.2013889
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• Zero-sum stochastic games in continuous-time with risk-sensitive average cost criterion on a countable state space
  Mathematical Control and Related Fields 2023 DOI: 10.3934/mcrf.2023003
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• Nonzero-Sum Risk-Sensitive Continuous-Time Stochastic Games with Ergodic Costs
  Applied Mathematics & Optimization 2022 DOI: 10.1007/s00245-022-09878-9
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• Continuous-Time Zero-Sum Games for Markov Decision Processes with Discounted Risk-Sensitive Cost Criterion
  Dynamic Games and Applications 2022 DOI: 10.1007/s13235-021-00391-2
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• Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space
  Mathematical Methods of Operations Research 2022 DOI: 10.1007/s00186-022-00779-9
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• Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion
  Stochastic Analysis and Applications 2022 DOI: 10.1080/07362994.2021.1889381
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