Browsing Mathematics (MA) by Advisor "Ghosh, Mrinal K"
Now showing items 1-10 of 10
-
Algorithmic and Hardness Results for Fundamental Fair-Division Problems
The theory of fair division addresses the fundamental problem of dividing a set of resources among the participating agents in a satisfactory or meaningfully fair manner. This thesis examines the key computational challenges ... -
Analyzing Credit Risk Models In A Regime Switching Market
(2016-04-25)Recently, the financial world witnessed a series of major defaults by several institutions and investment banks. Therefore, it is not at all surprising that credit risk analysis have turned out to be one of the most important ... -
Controlled Semi-Markov Processes With Partial Observation
(2011-09-28) -
Optimal Control Of A Stochastic Hybrid System
(2012-11-21) -
Orbit Model Analysis And Dynamic Filter Compensation For Onboard Autonomy
(2009-03-04)Orbit of a spacecraft in three dimensional Inertial Reference Frame is in general represented by a standard set of six parameters like Keplerian Orbital Elements namely semimajor axis, eccentricity, inclination, ... -
Risk-Sensitive Stochastic Control and Differential Games
This thesis studies risk-sensitive stochastic optimal control and differential game problems. First, we study risk-sensitive stochastic differential games for controlled reflecting diffusion processes in a smooth bounded ... -
Semi-Markov Processes In Dynamic Games And Finance
(2010-07-01)Two different sets of problems are addressed in this thesis. The first one is on partially observed semi-Markov Games (POSMG) and the second one is on semi-Markov modulated financial market model. In this thesis we study ... -
Single and Multi-player Stochastic Dynamic Optimization
(2018-04-06)In this thesis we investigate single and multi-player stochastic dynamic optimization prob-lems. We consider both discrete and continuous time processes. In the multi-player setup we investigate zero-sum games with both ... -
Stochastic Differential Games In A Bounded Domain
(2012-11-21) -
Vector Bundles Over Hypersurfaces Of Projective Varieties
(2014-06-02)In this thesis we study some questions related to vector bundles over hypersurfaces. More precisely, for hypersurfaces of dimension ≥ 2, we study the extension problem of vector bundles. We find some cohomological conditions ...