3 citations · 3 across the 2 of their papers we have counts for
2 papers
math.OC2022
Ergodic Risk-Sensitive Control for Regime-Switching Diffusions
Anup Biswas, Somnath Pradhan
In this article, we study the ergodic risk-sensitive control problem for controlled regime-switching diffusions. Under a blanket stability hypothesis, we solve the associated nonli…
math.PR2012★ 3 cited
Fluid limits of many-server queues with state dependent service rates
Anup Biswas
We study a many-server queuing system with general service time distribution and state dependent service rates. The dynamics of the system are modeled using measure valued processe…