A. Arapostathis

activity

20062021

most citedStrict monotonicity of principal eigenvalues of elliptic operators in

R^{d}

and risk-sensitive control

32 citations · 419 across the 47 of their papers we have counts for

collaborators

Showing 2019 · math.APShow all

2 papers · 2 filters

math.AP2019★ 7 cited

On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradient

Ari Arapostathis, Anup Biswas, Luis Caffarelli

Uniqueness of positive solutions to viscous Hamilton-Jacobi-Bellman (HJB) equations of the form $- Δ u (x) + \frac{1}{γ} ∣ D u (x) ∣^{γ} = f (x) - λ$ , with $f$ a coercive function and $λ$ a c…

math.AP2019★ 14 cited

A variational characterization of the risk-sensitive average reward for controlled diffusions on $R^{d}$

Ari Arapostathis, Anup Biswas, Vivek S. Borkar +1

We address the variational formulation of the risk-sensitive reward problem for non-degenerate diffusions on $R^{d}$ controlled through the drift. We establish a variational…

On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradient

A variational characterization of the risk-sensitive average reward for controlled diffusions on Rd

A variational characterization of the risk-sensitive average reward for controlled diffusions on $R^{d}$