32 citations · 419 across the 47 of their papers we have counts for
8 papers · 2 filters
On the relative value iteration with a risk-sensitive criterion
Ari Arapostathis, Vivek S. Borkar
A multiplicative relative value iteration algorithm for solving the dynamic programming equation for the risk-sensitive control problem is studied for discrete time controlled Mark…
On the policy improvement algorithm for ergodic risk-sensitive control
Ari Arapostathis, Anup Biswas, Somnath Pradhan
In this article we consider the ergodic risk-sensitive control problem for a large class of multidimensional controlled diffusions on the whole space. We study the minimization and…
Risk-sensitive control for a class of diffusions with jumps
Ari Arapostathis, Anup Biswas
We consider a class of diffusions controlled through the drift and jump size, and driven by a jump Lévy process and a nondegenerate Wiener process, and we study infinite horizon (e…
Optimal scheduling of critically loaded multiclass GI/M/n+M queues in an alternating renewal environment
Ari Arapostathis, Guodong Pang, Yi Zheng
In this paper, we study optimal control problems for multiclass GI/M/n+M queues in an alternating renewal (up-down) random environment in the Halfin-Whitt regime. Assuming that the…
Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis
Ari Arapostathis, Guodong Pang, Yi Zheng
We study the ergodic control problem for a class of controlled jump diffusions driven by a compound Poisson process. This extends the results of [SIAM J. Control Optim. 57 (2019),…
Uniform stability of some large-scale parallel server networks
Hassan Hmedi, Ari Arapostathis, Guodong Pang
In this paper we study the uniform stability properties of two classes of parallel server networks with multiple classes of jobs and multiple server pools of a tree topology. These…