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Arnab Bhabak

Arnab Bhabak
Arnab Bhabak
 
PhD (Mathematics), IIT Guwahati

Contact Details

 
079-68261619
 
# 4204, FB-4, DAU, Gandhinagar, Gujarat, India – 382007

Biography

Myself Dr. Arnab Bhabak. I obtained my PhD degree in Mathematics from Indian Institute of Technology Guwahati, India. During my PhD, I worked on the Stochastic Control and Stochastic Game Theory. I did my Master’s from Indian Institute of Technology Kanpur, India. Prior to this, I completed my Graduation in Mathematics as a Major from St. Xavier’s College Kolkata, India. My primary work includes zero sum and non zero sum game problems for different dynamics viz., Markov chains, semi Markov processes, piecewise deterministic Markov chains.

Specialization

Stochastic Control, Stochastic Game Theory, Probability Theory

Publications

  • Arnab Bhabak, Subhamay saha (2024) Partially Observable Discrete-time Discounted Markov Games with General Utility, Operations Research Letters, Volume 54, 107113, DOI: 10.1016/j.orl.2024.107113.
  • Arnab Bhabak, Subhamay Saha (2023) Zero and non-zero sum risk-sensitive Semi-Markov games, Stochastic Analysis and Applications, 41:1, 134-151, DOI: 10.1080/07362994.2021.1993447.
  • Arnab Bhabak, Subhamay Saha (2022) Risk-sensitive semi-Markov decision problems with discounted cost and general utilities, Statistics and Probability Letters, Volume 184, 109408, DOI: 10.1016/j.spl.2022.109408.
  • Arnab Bhabak, Chandan Pal and Subhamay Saha (2022) Zero-sum semi-Markov games with a probability criterion, Stochastics, 94:3, 415-431, DOI: 10.1080/17442508.2021.1957891.
  • Arnab Bhabak, Subhamay Saha (2021) Continuous-time zero-sum games with probability criterion, Stochastic Analysis and Applications, 39:6, 1130-1143, DOI: 10.1080/07362994.2021.1871627.
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