Speaker : Dr. Anugu Sumith Reddy,

          Post Doctoral Fellow, Rice University

Date and Time : Monday, 19th August, 11.00 am- 12.00 noon

Venue: Ramanujan Hall

Title: Ergodic risk sensitive control of diffusions under a general

structural hypothesis

Abstract: In this talk, we present the ergodic (infinite horizon) risk

sensitive control (ERSC) problem for diffusion processes under a general

hypothesis that is 'in between' the conditions of uniform stability and

near-monotonicity. This problem can be studied as a limit of a family of

perturbed ERSC problems with inf-compact running cost. Because of the

exponential nature of the cost function, limiting procedure is

challenging. We discuss how we overcome this challenge. This involves

exploiting a well-known variational representation of exponential

functionals of Brownian motion and applying it to the objective

exponential cost function of the controlled diffusion. This representation

facilitates us to view the risk sensitive cost for any stationary Markov

control as the optimal value of a control problem of an extended diffusion

involving a new auxiliary control where the optimal criterion is to

maximize the associated long-run average cost criterion that is a

difference of the original running cost and an extra term that is

quadratic in the auxiliary control. The main difficulty in using this

approach lies in the fact that tightness of mean empirical measures of

the extended diffusion is not a priori implied by the analogous tightness

property of the original diffusion. We will discuss how to overcome this

by establishing a priori estimates for the extended diffusion associated

with the nearly optimal auxiliary controls. Finally, we present the

relevant results on characterization of optimal va

lue and optimal

controls.

Monday, 19/08:

Description: Tate's Thesis
Date, time, venue: 19/08, 11:30am -- 1pm, Room 215
Hosts: Keshav Agarwal and Mallesham Kummari
Speaker: Keshav Aggarwal
Abstract: We'll discuss the topology of adeles and ideles and prove the
adelic Poisson summation formula.

2. Algebraic Groups seminar

Time, Day & Date: 4 pm, Tuesday, August 20, 2024

Venue: Ramanujan Hall

Host: Shripad M. Garge

Speaker: Dibyendu Biswas.

Title: Borel subgroups in reductive groups - III

Abstract: We study the construction of Borel subgroups in reductive groups
through the root groups corresponding to the simple roots corresponding to
the Borel.
 

Wednesday, 21/08:

Description: Spectral theory of Automorphic forms
Date, time, venue: 21/08, 11:30am -- 1pm, Room 215
Hosts: Keshav Agarwal and Mallesham Kummari
Speaker: Suraj Panigrahy
Abstract: We'll discuss Sections 1.2 -- 1.3 of Iwaniec's Topics in
Classical Automorphic Forms.
 

Speaker : Sai Krishna

Date/Time/Venue : Friday 23rd August 2023, 11-11:45 am, Ramanujan Hall

Title : Exponential maps and their applications

Abstract: Exponential maps of k-domains are a generalization of locally
nilpotent derivations. We will see some results related to exponential
maps and their applications to the characterization of the affine three
space and
the cancellation of the affine plane.

Link to join online : https://meet.google.com/dxk-giid-jyd