32 citations · 419 across the 47 of their papers we have counts for
49 papers
On ergodic control problem for viscous Hamilton--Jacobi equations for weakly coupled elliptic systems
Ari Arapostathis, Anup Biswas, Prasun Roychowdhury
In this article we study ergodic problems in the whole space for weakly coupled systems of viscous Hamilton-Jacobi equations with coercive right-hand sides. The Hami…
Linear and dynamic programs for risk-sensitive cost minimization
Ari Arapostathis, Vivek S. Borkar
We derive equivalent linear and dynamic programs for infinite horizon risk-sensitive control for minimization of the asymptotic growth rate of the cumulative cost.
Convex Analytic Method Revisited: Further Optimality Results and Performance of Deterministic Policies in Average Cost Stochastic Control
Ari Arapostathis, Serdar Yüksel
The convex analytic method has proved to be a very versatile method for the study of infinite horizon average cost optimal stochastic control problems. In this paper, we revisit th…
On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems
Ari Arapostathis, Anup Biswas, Somnath Pradhan
We consider general linear non-degenerate weakly-coupled cooperative elliptic systems and study certain monotonicity properties of the generalized principal eigenvalue in $\mathbb{…
Generalized principal eigenvalues on of second order elliptic operators with rough nonlocal kernels
Ari Arapostathis, Anup Biswas, Prasun Roychowdhury
We study the generalized eigenvalue problem on the whole space for a class of integro-differential elliptic operators. The nonlocal operator is over a finite measure, but this has…
On system-wide safety staffing of large-scale parallel server networks
Hassan Hmedi, Ari Arapostathis, Guodong Pang
We introduce a "system-wide safety staffing" (SWSS) parameter for multiclass multi-pool networks of any tree topology, Markovian or non-Markovian, in the Halfin-Whitt regime. This…