3 papers
math.OC2025
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…
math.OC2025
Strong and weak quantitative estimates in slow-fast diffusions using filtering techniques
Sumith Reddy Anugu, Vivek S. Borkar
The behavior of slow-fast diffusions as the separation of scale diverges is a well-studied problem in the literature. In this short paper, we revisit this problem and obtain a new…
math.PR2022
A selection procedure for extracting the unique Feller weak solution of degenerate diffusions
Anugu Sumith Reddy, Vivek S. Borkar
In this work, we show that for the martingale problem for a class of degenerate diffusions with bounded continuous drift and diffusion coefficients, the small noise limit of non-de…