Arnab Basu
Indian Institute of Management Bangalore
13 Papers
19 Citations
Arnab Basu is an academic researcher from Indian Institute of Management Bangalore. The author has contributed to research in topics: Stochastic game & Markov chain. The author has an hindex of 7, co-authored 13 publications. Previous affiliations of Arnab Basu include Tata Institute of Fundamental Research.
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Papers
A Learning Algorithm for Risk-Sensitive Cost
TL;DR: A linear function approximation-based reinforcement learning algorithm is proposed for Markov decision processes with infinite horizon risk-sensitive cost and its convergence is proved using the “o.d.e. method” for stochastic approximation.
Zero-sum risk-sensitive stochastic games on a countable state space
Arnab Basu,Mrinal K. Ghosh +1 more
TL;DR: In this paper, the existence of value and saddle-point equilibria in the class of stationary strategies under the uniform ergodicity condition for the ergodic-cost game was proved.
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Zero-Sum Risk-Sensitive Stochastic Differential Games
Arnab Basu,Mrinal K. Ghosh +1 more
TL;DR: The value of the ergodic payoff criterion is a constant multiple of the maximal eigenvalue of the generators of the associated nonlinear semigroups of the Hamilton--Jacobi--Isaacs equations.
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Zero-Sum Markov Games with Impulse Controls
Arnab Basu,Łukasz Stettner +1 more
TL;DR: This paper considers a zero-sum Markov stopping game on a general state space with impulse strategies and infinite time horizon discounted payoff where the state dynamics is a weak Feller--Mar...
Supplier selection under production learning and process improvements
TL;DR: In this paper, the authors study a buyer's sourcing strategy when suppliers can reduce their unit costs through production learning coupled with investments in process improvements, and find that if the supply base is learning efficient, then the buyer should follow dual sourcing-single sourcing strategy (sourcing from both the suppliers in the first period and the balance from the winner of the bidding competition in the second period).
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