Sumith Reddy Anugu

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20242026

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math.PR2026

Small noise asymptotics for a class of jump-diffusions with heavy tails for large times

Sumith Reddy Anugu, Siva R. Athreya, Vivek S. Borkar

In this work, we investigate positive recurrent LÃ©vy diffusions driven by appropriately scaled Brownian motion and $I^\pm$ -stable process (with $1 < I^\pm < 2$ ) in the small noise regime. S…

math.PR2024

Ergodic Risk Sensitive Control of Markovian Multiclass Many-Server Queues with Abandonment

Sumith Reddy Anugu, Guodong Pang

We study the optimal scheduling problem for a Markovian multiclass queueing network with abandonment in the Halfin--Whitt regime, under the long run average (ergodic) risk sensitiv…