Browsing by Author Arapostathis, Ari

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Showing results 1 to 14 of 14
Issue DateTitleAuthor(s)
Aug-2016The Dirichlet problem for stable-like operators and related probabilistic representationsArapostathis, Ari; BISWAS, ANUP; Caffarelli, Luis; Dept. of Mathematics
Feb-2017On solutions of mean field games with ergodic costArapostathis, Ari; BISWAS, ANUP; Carroll, Johnson; Dept. of Mathematics
May-2018Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptionsArapostathis, Ari; BISWAS, ANUP; Dept. of Mathematics
Aug-2018Controlled Equilibrium Selection in Stochastically Perturbed DynamicsArapostathis, Ari; BISWAS, ANUP; Borkar, Vivek S.; Dept. of Mathematics
Mar-2019Certain Liouville properties of eigenfunctions of elliptic operatorsArapostathis, Ari; BISWAS, ANUP; GANGULY, DEBDIP; Dept. of Mathematics
Apr-2019Strict monotonicity of principal eigenvalues of elliptic operators in R-d and risk-sensitive controlArapostathis, Ari; BISWAS, ANUP; Saha, Subhamay; Dept. of Mathematics
Jul-2019On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradientArapostathis, Ari; BISWAS, ANUP; Caffarelli, Luis; Dept. of Mathematics
2020A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$Arapostathis, Ari; BISWAS, ANUP; Borkar, Vivek S.; Kumar, K. Suresh; Dept. of Mathematics
2020A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$Arapostathis, Ari; BISWAS, ANUP; Dept. of Mathematics
Aug-2021On the policy improvement algorithm for ergodic risk-sensitive controlArapostathis, Ari; BISWAS, ANUP; PRADHAN, SOMNATH; Dept. of Mathematics
Mar-2022On ergodic control problem for viscous Hamilton-Jacobi equations for weakly coupled elliptic systemsArapostathis, Ari; BISWAS, ANUP; ROYCHOWDHURY, PRASUN; Dept. of Mathematics
Dec-2022Risk-sensitive control for a class of diffusions with jumpsArapostathis, Ari; BISWAS, ANUP; Pradhan, Somnath; Dept. of Mathematics
Jan-2023Generalized principal eigenvalues on Rd of second order elliptic operators with rough nonlocal kernelsArapostathis, Ari; BISWAS, ANUP; ROYCHOWDHURY, PRASUN; Dept. of Mathematics
Apr-2023On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systemsArapostathis, Ari; BISWAS, ANUP; Pradhan, Somnath; Dept. of Mathematics