Subhamay Saha

Employment

• Indian Institute of Technology Guwahati Assistant Professor
  2016 - Present
• Technion Israel Institute of Technology Post-doctoral Researcher
  2014 - 2016
• University of North Carolina at Chapel Hill Post-doctoral Researcher
  2013 - 2014

Education

• Indian Institute of Science Integrated Ph.D
  2007 - 2013
• Jadavpur University Bachelor of Science
  2004 - 2007

Projects & Funding

Projects & funding information is unavailable.

Publications (22)

• Zero and non-zero sum risk-sensitive Semi-Markov games
  Stochastic Analysis and Applications 2023 DOI: 10.1080/07362994.2021.1993447
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• Risk-sensitive semi-Markov decision problems with discounted cost and general utilities
  Statistics & Probability Letters 2022 DOI: 10.1016/j.spl.2022.109408
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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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• PARTIALLY OBSERVABLE DISCRETE-TIME DISCOUNTED MARKOV GAMES WITH GENERAL UTILITY
  arXiv 2022 DOI: 10.48550/arXiv.2211.07888
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• SEMIMARTINGLE REPRESENTATION OF A CLASS OF SEMI-MARKOV DYNAMICS
  arXiv 2022 DOI: 10.48550/arXiv.2207.06132
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• Zero-sum semi-Markov games with a probability criterion
  Stochastics 2022 DOI: 10.1080/17442508.2021.1957891
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• Asymptotic optimality of the generalized cμ rule under model uncertainty
  Stochastic Processes and their Applications 2021 DOI: 10.1016/j.spa.2021.03.004
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• Continuous-time zero-sum games with probability criterion
  Stochastic Analysis and Applications 2021 DOI: 10.1080/07362994.2021.1871627
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• Continuous-time zero-sum stochastic game with stopping and control
  Operations Research Letters 2020 DOI: 10.1016/j.orl.2020.08.012
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• Zero-Sum Stochastic Differential Games with Risk-Sensitive Cost
  Applied Mathematics and Optimization 2020 DOI: 10.1007/s00245-018-9479-8
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