32 citations · 419 across the 47 of their papers we have counts for
14 papers · 1 filter
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…
Optimal sensor scheduling under intermittent observations subject to network dynamics
Hassan Hmedi, Johnson Carroll, Ari Arapostathis
Motivated by various distributed control applications, we consider a linear system with Gaussian noise observed by multiple sensors which transmit measurements over a dynamic lossy…
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…
Exponential ergodicity and steady-state approximations for a class of Markov processes under fast regime switching
Ari Arapostathis, Guodong Pang, Yi Zheng
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of th…
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…