Research Areas: 

Controlled Diffusion Processes;  Infinite Dimensional Optimization;  Reinforcement Learning and Dynamical Systems; Stochastic Aprroximation Techniques; Stochastic Differential Geometry; Stochastic Games; Algorithmic and Comptutational Topology; Equivariant Cohomology Theory for Finite Groups

Academic Positions:

IIM Bangalore, 2007-present

Young Faculty Research Chair Professor, IIM Bangalore, 2009-present

Other Professional Appointments:

Research consultancy to Beans and Intellect Solutions, a financial start-up in Mumbai as Senior Research Consultant

Founding member and Hon. Executive Director and Head (Research and Development) of BrainMatics Pvt. Ltd., Mumbai, November 2004 - June 2007

Visiting Research Fellow, Information and Decision Technologies Laboratory, General Electric Global Research Centre, Bangalore, May 2004 - August 2004

Senior Member Technical Staff, Cadence Design Systems Inc., Noida (Delhi), August 2001 - January 2003

Senior Technical Consultant,  Intersolutions Inc., Noida (Delhi),  May 2000 - August 2001

Senior Software Engineer, Hewlett Packard Inc., Bangalore, October 1999 - April 2000

Software Engineer, Ikos Inc., Noida (Delhi), June 1997 - June 1998

Career and Recent Professional Awards:

Awarded the SAP Research and Innovation Award 2010 (one among five scientists in India) by SAP Research Labs

Awarded the Department of Science and Technology, Govt. of India Fast Track Scheme for Young Scientists Research Grant Award

Awarded the Young Faculty Research Chair Professor of IIM Bangalore

Awarded the TIFR Sasken Best Thesis Award for the best PhD thesis in TIFR in 2007-08

Awarded the  Infosys Research Foundation fellowship for Graduate (PhD) studies in TIFR

Significant Publications:

International Peer Reviewed Journals

- Basu, A., and M. K. Ghosh. 2007. Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization,  Stochastic Analysis and Applications 25(4): 845-867.

- Basu, A., and V. S. Borkar.  2008. \textit{Stochastic control with imperfect models, SIAM Journal of Control and Optimization 47(3):1274-1300.

- Basu, A., Bhattacharyya, T., and V. S. Borkar. 2008. A Learning Algorithm for Risk-sensitive Cost, Mathematics of Operations Research 33(4) : 880-898.

- Basu, A., and M. K. Ghosh. 2009. Asymptotic Analysis of Option Pricing in a Markov Modulated Market, Operations Research Letters 37 : 415-419. 

International/National Conference Proceedings

- Basu, A., Borkar, V. S., and D. Garg. 2007. A Linear Programming Approach to Risk Estimation,  International Conference on Advances in Control and Optimization of Dynamical Systems (ACODS'2007), February 01-02, 2007, Indian Institute of Science, Bangalore, India.

- Basu, A., and A. Sarkar. 2004. Risk Modelling in Hybrid Products Markets, Conference Proceedings of the Coorg Workshop on Applied Probability of the Indian Academy of Sciences, November 2004, Coorg, India.

- Basu, A., Kumar, A., and V. Singal. 2007. A Stochastic Volatility Model for Asset Price Estimation, Asia-Pacific Association of Derivatives (APAD'2007), June 20-22, 2007, Management Development Institute, Gurgaon, India.