Somnath Pradhan

Employment

• IISER - Bhopal Assistant Professor
  2024 - Present
• Queen's University Coleman Postdoctoral Fellow
  2021 - 2024

Education

Education history is unavailable.

Projects & Funding

Projects & funding information is unavailable.

Publications (24)

• Controlled Diffusions under Full, Partial, and Decentralized Information: Existence of Optimal Policies and Discrete-Time Approximations
  SIAM Journal on Control and Optimization 2025 DOI: 10.1137/23M1625196
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• Near optimality of Lipschitz and smooth policies in controlled diffusions
  Systems & Control Letters 2024 DOI: 10.1016/j.sysconle.2024.105943
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• Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria
  Mathematics of Operations Research 2024 DOI: 10.1287/moor.2022.0134
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• On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems
  Journal of Differential Equations 2023 DOI: 10.1016/j.jde.2022.12.023
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• Nonzero-sum risk-sensitive stochastic differential games: A multi-parameter eigenvalue problem approach
  Systems & Control Letters 2023 DOI: 10.1016/j.sysconle.2022.105443
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• ZERO-SUM GAMES FOR PURE JUMP PROCESSES WITH RISK-SENSITIVE DISCOUNTED COST CRITERIA
  Journal of Dynamics and Games 2022 DOI: 10.3934/JDG.2021020
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• ROBUSTNESS OF STOCHASTIC OPTIMAL CONTROL TO APPROXIMATE DIFFUSION MODELS UNDER SEVERAL CRITERIA
  arXiv 2022 DOI: 10.48550/arXiv.2205.05894
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• Nonzero-Sum Risk-Sensitive Continuous-Time Stochastic Games with Ergodic Costs
  Applied Mathematics and Optimization 2022 DOI: 10.1007/s00245-022-09878-9
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• Ergodic risk-sensitive control of Markov processes on countable state space revisited
  ESAIM - Control, Optimisation and Calculus of Variations 2022 DOI: 10.1051/cocv/2022018
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• Ergodic risk-sensitive control for regime-switching diffusions
  Systems and Control Letters 2022 DOI: 10.1016/j.sysconle.2022.105399
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