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Somnath Pradhan

Publications and source records attributed to Somnath Pradhan.

20 records · Page 2Linked to original sources

On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems

We consider general linear non-degenerate weakly-coupled cooperative elliptic systems and study certain monotonicity properties of the generalized principal eigenvalue in $\mathbb{R}^d$ with respect to the potential. It is shown that monotonicity on the right is equivalent to the recurrence property of the twisted operator which is, in turn, equivalent to the minimal growth property at infinity of the principal eigenfunctions. The strict monotonicity property of the principal eigenvalue is shown to be equivalent with the exponential stability of the twisted operators. An equivalence between the monotonicity property on the right and the stochastic representation of the principal eigenfunction is also established.

math.AP↗

On the policy improvement algorithm for ergodic risk-sensitive control

In this article we consider the ergodic risk-sensitive control problem for a large class of multidimensional controlled diffusions on the whole space. We study the minimization and maximization problems under either a blanket stability hypothesis, or a near-monotone assumption on the running cost. We establish the convergence of the policy improvement algorithm for these models. We also present a more general result concerning the region of attraction of the equilibrium of the algorithm.

math.OC↗