Browsing Mathematics (MA) by Author "Goswami, Anindya"
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Controlled Semi-Markov Processes With Partial Observation
Goswami, Anindya (2011-09-28) -
Semi-Markov Processes In Dynamic Games And Finance
Goswami, Anindya (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 ...