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 2018 · math.OCShow all

3 papers · 2 filters

math.OC2018★ 5 cited

On uniform exponential ergodicity of Markovian multiclass many-server queues in the Halfin-Whitt regime

Ari Arapostathis, Hassan Hmedi, Guodong Pang

We study ergodic properties of Markovian multiclass many-server queues which are uniform over scheduling policies, as well as the size n of the system. The system is heavily loaded…

math.OC2018★ 14 cited

A variational formula for risk-sensitive control of diffusions in $R^{d}$

Ari Arapostathis, Anup Biswas

We address the variational problem for the generalized principal eigenvalue on $R^{d}$ of linear and semilinear elliptic operators associated with nondegenerate diffusions c…

math.OC2018★ 9 cited

Ergodic control of a class of jump diffusions with finite Lévy measures and rough kernels

Ari Arapostathis, Luis Caffarelli, Guodong Pang +1

We study the ergodic control problem for a class of jump diffusions in $R^{d}$ , which are controlled through the drift with bounded controls. The Levy measure is finite, but…

On uniform exponential ergodicity of Markovian multiclass many-server queues in the Halfin-Whitt regime

A variational formula for risk-sensitive control of diffusions in Rd

Ergodic control of a class of jump diffusions with finite Lévy measures and rough kernels

A variational formula for risk-sensitive control of diffusions in $R^{d}$