Prof. Anindya Goswami

Dr. Anindya Goswami received his Bachelor's degree in Mathematics from St. Xavier's College, Calcutta in 2002. Later in the same year, he joined the Integrated Ph.D. program in the Department of Mathematics in Indian Institute of Science, Bangalore. Following the completion of his MS degree in 2005, He received the SPM fellowship as part of the National Award for best performance in National Eligibility Test in Mathematical Sciences. His MS thesis was titled “Controlled Semi-Markov Processes with Partial Observation”. He was bestowed with the Doctorate degree from the Department of Mathematics, IISc in the year 2008. (Link to my Ph.D thesis-“Semi-Markov Processes in Dynamic Games and Finance”) The following three years, I carried out my postdoctoral research in the University of Twente, Netherlands; INRIA- Rennes, France; and Technion- Israel Institute of Technology, Israel respectively. He joined IISER Pune as an Assistant Professor in fall, 2011. Since then, He have offered a variety of graduate and undergraduate courses- Multivariable Calculus, Point-set Topology, Measure Theory, Functional Analysis, Numerical Analysis, Stochastic Processes, Mathematical Finance, to name a few. I am reappointed at the same department as an Associate Professor in spring, 2018. My current research interest comprises of Non-cooperative Stochastic Dynamic Game, Stochastic Control, Mathematical Finance, and Queueing Network. So far, I have coauthored many peer-reviewed research articles published in well-reputed journals including J. Math. Anal. Appl., SIAM J. Control Optim., Appl. Math. Optim., Electron. Commun. Probab., Statist. Probab. Lett. and Stoch. Anal. Appl. I am an invited reviewer of Mathematical Reviews, published by American Mathematical Society and He also regularly take up refereeing responsibility from several Mathematics journals and book publishers.
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