9 citations · 21 across the 5 of their papers we have counts for
5 papers
Exponential ergodicity and steady-state approximations for a class of Markov processes under fast regime switching
Ari Arapostathis, Guodong Pang, Yi Zheng
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of th…
Optimal scheduling of critically loaded multiclass GI/M/n+M queues in an alternating renewal environment
Ari Arapostathis, Guodong Pang, Yi Zheng
In this paper, we study optimal control problems for multiclass GI/M/n+M queues in an alternating renewal (up-down) random environment in the Halfin-Whitt regime. Assuming that the…
Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis
Ari Arapostathis, Guodong Pang, Yi Zheng
We study the ergodic control problem for a class of controlled jump diffusions driven by a compound Poisson process. This extends the results of [SIAM J. Control Optim. 57 (2019),…
Optimal control of Markov-modulated multiclass many-server queues
Ari Arapostathis, Anirban Das, Guodong Pang +1
We study multiclass many-server queues for which the arrival, service and abandonment rates are all modulated by a common finite-state Markov process. We assume that the system ope…
Ergodic control of a class of jump diffusions with finite Lévy measures and rough kernels
Ari Arapostathis, Luis Caffarelli, Guodong Pang +1
We study the ergodic control problem for a class of jump diffusions in , which are controlled through the drift with bounded controls. The Levy measure is finite, but…