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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 Lévy diffusions driven by appropriately scaled Brownian motion and -stable process (with ) in the small noise regime. Supp…
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…
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…