activity
19982026
most citedControlled diffusion processes

58 citations · 296 across the 62 of their papers we have counts for

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Showing 2019Show all

7 papers · 1 filter

math.OC2019

On the relative value iteration with a risk-sensitive criterion

Ari Arapostathis, Vivek S. Borkar

A multiplicative relative value iteration algorithm for solving the dynamic programming equation for the risk-sensitive control problem is studied for discrete time controlled Mark…

cs.LG2019★ 4 cited

Online Reinforcement Learning of Optimal Threshold Policies for Markov Decision Processes

Arghyadip Roy, Vivek Borkar, Abhay Karandikar +1

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are a…

cs.SI2019

Opinion shaping in social networks using reinforcement learning

Vivek Borkar, Alexandre Reiffers-Masson

In this paper, we study how to shape opinions in social networks when the matrix of interactions is unknown. We consider classical opinion dynamics with some stubborn agents and th…

eess.SP2019

Scheduling in Wireless Networks with Spatial Reuse of Spectrum as Restless Bandits

Vivek S. Borkar, Shantanu Choudhary, Vaibhav Kumar Gupta +1

We study the problem of scheduling packet transmissions with the aim of minimizing the energy consumption and data transmission delay of users in a wireless network in which spatia…

math.OC2019

`Controlled' versions of the Collatz-Wielandt and Donsker-Varadhan formulae

Ari Arapostathis, Vivek S. Borkar

This is an overview of the work of the authors and their collaborators on the characterization of risk sensitive costs and rewards in terms of an abstract Collatz-Wielandt formula…

math.AP2019★ 14 cited

A variational characterization of the risk-sensitive average reward for controlled diffusions on

Ari Arapostathis, Anup Biswas, Vivek S. Borkar +1

We address the variational formulation of the risk-sensitive reward problem for non-degenerate diffusions on controlled through the drift. We establish a variational…