6 papers
Jacobi-like relative value iteration algorithms for ergodic risk-sensitive control of Markov chains
Sumith Reddy Anugu, Guodong Pang, Nicola Sassone
We propose a Jacobi-like relative value iteration (RVI) algorithm and a Gauss-Seidel-like implementation for the ergodic risk-sensitive control (ERSC) problem of a controlled discr…
Exponential rate of convergence of relative value iteration algorithms for ergodic controls of diffusions
Sumith Reddy Anugu, Guodong Pang
In this paper, we investigate the rate of convergence of the relative value iteration (RVI) algorithms for diffusions in under both the conventional ergodic cost (CE…
Ergodic Risk Sensitive Control of Diffusions under a General Structural Hypothesis
Sumith Reddy Anugu, Guodong Pang
We study the infinite-horizon average (ergodic) risk sensitive control problem for diffusion processes under a general structural hypothesis: there is a partition of state space in…
Queueing models with random resetting
Dongzhou Huang, Guodong Pang, Izabella Stuhl +1
We introduce and study some queueing models with random resetting, including Markovian and non--Markovian models under the first-come first-served (FCFS) discipline. The Markovian…
Sample Path Moderate Deviation Principle for Queues with Waiting-time Dependent Interarrival and Service Times
Chang Feng, John J. Hasenbein, Guodong Pang
We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation princi…
Stochastic dynamics of two-compartment cell proliferation models with regulatory mechanisms for hematopoiesis
Ren-Yi Wang, Marek Kimmel, Guodong Pang
We present an asymptotic analysis of a stochastic two-compartmental cell division system with regulatory mechanisms inspired by Getto et al. (2013). The hematopoietic system is mod…