32 citations · 419 across the 47 of their papers we have counts for
Showing 2016 · math.OCShow all
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math.OC2016★ 5 cited
Some new results on sample path optimality in ergodic control of diffusions
Ari Arapostathis
We present some new results on sample path optimality for the ergodic control problem of a class of non-degenerate diffusions controlled through the drift. The hypothesis most ofte…
math.OC2016★ 8 cited
Infinite Horizon Average Optimality of the N-network Queueing Model in the Halfin-Whitt Regime
Ari Arapostathis, Guodong Pang
We study the infinite horizon optimal control problem for N-network queueing systems, which consist of two customer classes and two server pools, under average (ergodic) criteria i…
math.OC2016★ 28 cited
Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions
Ari Arapostathis, Anup Biswas
We consider the infinite horizon risk-sensitive problem for nondegenerate diffusions with a compact action space, and controlled through the drift. We only impose a structural assu…