A. Biswas

activity

20092022

most citedStrict monotonicity of principal eigenvalues of elliptic operators in

R^{d}

and risk-sensitive control

32 citations · 297 across the 46 of their papers we have counts for

collaborators

Showing 2014Show all

3 papers · 1 filter

math.PR2014

On Scaling Limits of Power Law Shot-noise Fields

François Baccelli, Anup Biswas

This article studies the scaling limit of a class of shot-noise fields defined on an independently marked stationary Poisson point process and with a power law response function. U…

math.PR2014★ 24 cited

Ergodic control of multi-class $M / M / N + M$ queues in the Halfin-Whitt regime

Ari Arapostathis, Anup Biswas, Guodong Pang

We study a dynamic scheduling problem for a multi-class queueing network with a large pool of statistically identical servers. The arrival processes are Poisson, and service times…

math.PR2014★ 2 cited

On a Class of Stochastic Differential Equations With Jumps and Its Properties

Ari Arapostathis, Anup Biswas, Luis Caffarelli

We study stochastic differential equations with jumps with no diffusion part. We provide some basic stochastic characterizations of solutions of the corresponding non-local partial…

On Scaling Limits of Power Law Shot-noise Fields

Ergodic control of multi-class M/M/N+M queues in the Halfin-Whitt regime

On a Class of Stochastic Differential Equations With Jumps and Its Properties

Ergodic control of multi-class $M / M / N + M$ queues in the Halfin-Whitt regime