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 2021 · math.OCShow all

2 papers · 2 filters

math.OC2021

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.

math.OC2021

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…