2 citations · 3 across the 6 of their papers we have counts for
8 papers
The Pontryagin maximum principle and -functions in rough environments
Estepan Ashkarian, Prakash Chakraborty, Harsha Honnappa +1
We derive the Pontryagin maximum principle and -functions for the relaxed control of noisy rough differential equations. Our main tool is the development of a novel differentiat…
Pathwise Relaxed Optimal Control of Rough Differential Equations
Prakash Chakraborty, Harsha Honnappa, Samy Tindel
This note lays part of the theoretical ground for a definition of differential systems modeling reinforcement learning in continuous time non-Markovian rough environments. Specific…
Optimal Dividends under Model Uncertainty
Prakash Chakraborty, Asaf Cohen, Virginia R. Young
We consider a diffusive model for optimally distributing dividends, while allowing for Knightian model ambiguity concerning the drift of the surplus process. We show that the value…
Mean field control and finite dimensional approximation for regime-switching jump diffusions
Erhan Bayraktar, Alekos Cecchin, Prakash Chakraborty
We consider a jump-diffusion mean field control problem with regime switching in the state dynamics. The corresponding value function is characterized as the unique viscosity solut…
A Many-Server Functional Strong Law For A Non-Stationary Loss Model
Prakash Chakraborty, Harsha Honnappa
The purpose of this note is to show that it is possible to establish a many-server functional strong law of large numbers (FSLLN) for the fraction of occupied servers (i.e., the sc…
Relativistic stable processes in quasi-ballistic heat conduction in thin film semiconductors
Prakash Chakraborty, Bjorn Vermeersch, Ali Shakouri +1
In this article, we show how relativistic alpha stable processes can be used to explain quasi-ballistic heat conduction in semiconductors. This is a method that can fit experimenta…
Strong Embeddings for Transitory Queueing Models
Prakash Chakraborty, Harsha Honnappa
In this paper we establish strong embedding theorems, in the sense of the Komlos-Major-Tusnady framework, for the performance metrics of a general class of transitory queueing mode…
Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise
Prakash Chakraborty, Xia Chen, Bo Gao +1
In this note we consider the parabolic Anderson model in one dimension with time-independent fractional noise in space. We consider the case and get exist…