17 citations · 55 across the 9 of their papers we have counts for
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math.OC2013★ 17 cited
Risk-Sensitive Control and an Abstract Collatz-Wielandt Formula
Ari Arapostathis, Vivek S. Borkar, K. Suresh Kumar
The "value" of infinite horizon risk-sensitive control is the principal eigenvalue of a certain positive operator. This facilitates the use of Chang's extension of the Collatz-Wiel…
math.OC2013★ 13 cited
Convergence of The Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs
Ari Arapostathis, Vivek S. Borkar, K. Suresh Kumar
We study the relative value iteration for the ergodic control problem under a near-monotone running cost structure for a nondegenerate diffusion controlled through its drift. This…