32 citations · 297 across the 46 of their papers we have counts for
52 papers
Ergodic Risk-sensitive control -- A survey
Anup Biswas, Vivek S. Borkar
Risk-sensitive control has received considerable interest since the seminal work of Howard and Matheson [120] because of its ability to account for fluctuations about the mean, its…
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…
Existence-Uniqueness for nonlinear integro-differential equations with drift in
Anup Biswas, Saibal Khan
In this article we consider a class of nonlinear integro-differential equations of the form $$\inf_{τ\in\mathcal{T}} \bigg\{\int_{\mathbb{R}^d} (u(x+y)+u(x-y)-2u(x))\frac{k_τ(x,y)}…
Boundary regularity of mixed local-nonlocal operators and its application
Anup Biswas, Mitesh Modasiya, Abhrojyoti Sen
Let be a bounded domain in and solves \begin{equation*} \begin{aligned} Δu + a Iu + C_0|Du| \geq -K\quad \text{in}\; Ω, \quad Δu + a…
Mixed local-nonlocal operators: maximum principles, eigenvalue problems and their applications
Anup Biswas, Mitesh Modasiya
In this article we consider a class of non-degenerate elliptic operators obtained by superpositioning the Laplacian and a general nonlocal operator. We study the existence-uniquene…
On ergodic control problem for viscous Hamilton--Jacobi equations for weakly coupled elliptic systems
Ari Arapostathis, Anup Biswas, Prasun Roychowdhury
In this article we study ergodic problems in the whole space for weakly coupled systems of viscous Hamilton-Jacobi equations with coercive right-hand sides. The Hami…