Sumith Reddy Anugu

activity

20222026

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3 papers · 1 filter

math.OC2026

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…

math.OC2026

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 $R^{d}$ under both the conventional ergodic cost (CE…

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 $α$ -stable process (with $1 < α < 2$ ) in the small noise regime. Supp…