Athreya, Siva R.; Borkar, Vivek S.; Kumar, K. Suresh; Sundaresan, Rajesh Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions. (English) Zbl 1478.60214 Appl. Math. Optim. 83, No. 3, 2327-2374 (2021). MSC: 60J60 60G35 PDFBibTeX XMLCite \textit{S. R. Athreya} et al., Appl. Math. Optim. 83, No. 3, 2327--2374 (2021; Zbl 1478.60214) Full Text: DOI arXiv
Arapostathis, Ari; Borkar, Vivek S. A variational characterization of the optimal exit rate for controlled diffusions. (English) Zbl 1470.60221 Theory Probab. Math. Stat. 102, 5-19 (2020). MSC: 60J60 93E20 35P15 60F10 PDFBibTeX XMLCite \textit{A. Arapostathis} and \textit{V. S. Borkar}, Theory Probab. Math. Stat. 102, 5--19 (2020; Zbl 1470.60221) Full Text: DOI arXiv
Kumar, Bhumesh; Borkar, Vivek; Shetty, Akhil Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents. (English) Zbl 1426.93313 Math. Control Signals Syst. 31, No. 4, 589-614 (2019). MSC: 93E03 93A14 93C15 PDFBibTeX XMLCite \textit{B. Kumar} et al., Math. Control Signals Syst. 31, No. 4, 589--614 (2019; Zbl 1426.93313) Full Text: DOI arXiv
Borkar, Vivek S.; Gaitsgory, Vladimir; Shvartsman, Ilya LP formulations of discrete Time long-run average optimal control problems: the nonergodic case. (English) Zbl 1420.49036 SIAM J. Control Optim. 57, No. 3, 1783-1817 (2019); erratum ibid. 60, No. 2, 1190-1192 (2022). MSC: 49N15 49M29 93C55 PDFBibTeX XMLCite \textit{V. S. Borkar} et al., SIAM J. Control Optim. 57, No. 3, 1783--1817 (2019; Zbl 1420.49036) Full Text: DOI arXiv
Borkar, Vivek S.; Gaitsgory, Vladimir Linear programming formulation of long-run average optimal control problem. (English) Zbl 1417.49028 J. Optim. Theory Appl. 181, No. 1, 101-125 (2019). MSC: 49K21 49N15 90C05 PDFBibTeX XMLCite \textit{V. S. Borkar} and \textit{V. Gaitsgory}, J. Optim. Theory Appl. 181, No. 1, 101--125 (2019; Zbl 1417.49028) Full Text: DOI arXiv
Arapostathis, Ari; Biswas, Anup; Borkar, Vivek S. Controlled equilibrium selection in stochastically perturbed dynamics. (English) Zbl 1408.35232 Ann. Probab. 46, No. 5, 2749-2799 (2018). Reviewer: Alexander Yu. Veretennikov (Leeds) MSC: 35R60 93E20 PDFBibTeX XMLCite \textit{A. Arapostathis} et al., Ann. Probab. 46, No. 5, 2749--2799 (2018; Zbl 1408.35232) Full Text: DOI arXiv Euclid
Borkar, Vivek Shripad; Sundaresan, Rajesh Asymptotics of the invariant measure in mean field models with jumps. (English) Zbl 1296.60258 Stoch. Syst. 2, No. 2, 322-380 (2012). MSC: 60K35 60F10 68M20 90B18 49J15 PDFBibTeX XMLCite \textit{V. S. Borkar} and \textit{R. Sundaresan}, Stoch. Syst. 2, No. 2, 322--380 (2012; Zbl 1296.60258) Full Text: DOI arXiv
Borkar, V. S.; Suresh Kumar, K. A new Markov selection procedure for degenerate diffusions. (English) Zbl 1214.60022 J. Theor. Probab. 23, No. 3, 729-747 (2010). Reviewer: Andrew Dale (Durban) MSC: 60H10 60J25 34F05 35K65 PDFBibTeX XMLCite \textit{V. S. Borkar} and \textit{K. Suresh Kumar}, J. Theor. Probab. 23, No. 3, 729--747 (2010; Zbl 1214.60022) Full Text: DOI
Biswas, Anup; Borkar, Vivek S. Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view. (English) Zbl 1175.93209 J. Math. Anal. Appl. 360, No. 2, 476-484 (2009). MSC: 93E03 60H10 PDFBibTeX XMLCite \textit{A. Biswas} and \textit{V. S. Borkar}, J. Math. Anal. Appl. 360, No. 2, 476--484 (2009; Zbl 1175.93209) Full Text: DOI arXiv
Borkar, V. S. Stability of annealing schemes and related processes. (English) Zbl 0990.93138 Syst. Control Lett. 41, No. 5, 325-331 (2000). MSC: 93E25 62L20 93E15 PDFBibTeX XMLCite \textit{V. S. Borkar}, Syst. Control Lett. 41, No. 5, 325--331 (2000; Zbl 0990.93138) Full Text: DOI
Borkar, Vivek S.; Jain, Sanjay; Rangarajan, Govindan Evolutionary games with two timescales. (English) Zbl 0952.91017 Physica D 125, No. 1-2, 155-166 (1999). MSC: 91A22 91E40 91A26 PDFBibTeX XMLCite \textit{V. S. Borkar} et al., Physica D 125, No. 1--2, 155--166 (1999; Zbl 0952.91017) Full Text: DOI