Vivek S. Borkar

• Optimal control of diffusion processes
• Probability theory
• Hamiltonian Cycle Problem And Markov Chains
• Stochastic approximation
• Elementary Convexity with Optimization
• Ergodic Control of Diffusion Processes
• Recent advances in modelling and control of stochastic systems
• Stochastic Approximation : a Dynamical Systems Viewpoint
• Topics in controlled Markov chains