| Publication | Date of Publication | Type |
|---|
| Admission Control for Double-ended Queues | 2021-01-18 | Paper |
Controlling the running maximum of a diffusion process and an application to queueing systems
SIAM Journal on Control and Optimization | 2018-04-11 | Paper |
Optimal inventory control with path-dependent cost criteria
Stochastic Processes and their Applications | 2016-04-20 | Paper |
Optimal service rate perturbations of many server queues in heavy traffic
Queueing Systems | 2015-04-14 | Paper |
Diffusion approximations for \(\mathrm{G}/\mathrm{M}/n + \mathrm{GI}\) queues with state-dependent service rates
Mathematics of Operations Research | 2014-07-11 | Paper |
Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime
Queueing Systems | 2013-12-09 | Paper |
Convergence of a queueing system in heavy traffic with general patience-time distributions
Stochastic Processes and their Applications | 2011-10-11 | Paper |
Stationarity and control of a tandem fluid network with fractional Brownian motion input
Advances in Applied Probability | 2011-10-10 | Paper |
Heavy traffic analysis of a simple closed-loop supply chain
Stochastic Models | 2011-01-13 | Paper |
Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic
Stochastic Processes and their Applications | 2010-11-19 | Paper |
Optimal control of a stochastic processing system driven by a fractional Brownian motion input
Advances in Applied Probability | 2010-06-07 | Paper |
A Degenerate Variance Control Problem with Discretionary Stopping
Institute of Mathematical Statistics Collections | 2009-05-22 | Paper |
An Abelian Limit Approach to a Singular Ergodic Control Problem
SIAM Journal on Control and Optimization | 2008-04-03 | Paper |
Optimal buffer size for a stochastic processing network in heavy traffic
Queueing Systems | 2007-06-14 | Paper |
A controller and a stopper game with degenerate variance control
Electronic Communications in Probability | 2006-11-03 | Paper |
OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS
International Journal of Theoretical and Applied Finance | 2006-08-14 | Paper |
A Bounded Variation Control Problem for Diffusion Processes
SIAM Journal on Control and Optimization | 2005-09-15 | Paper |
Degenerate variance control in the one-dimensional stationary case
Electronic Journal of Probability | 2005-03-08 | Paper |
Degenerate variance control in the one-dimensional stationary case
Electronic Journal of Probability | 2005-03-08 | Paper |
Minimizing Infinite Time Horizon Discounted Cost with Mean, Variance, and Bounded Variation Controls
SIAM Journal on Control and Optimization | 2004-01-08 | Paper |
Stationary stochastic control for Itô processes
Advances in Applied Probability | 2003-09-30 | Paper |
Optimal singular control strategies for controlling a process to a goal.
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Singular optimal strategies for investment with transaction costs
The Annals of Applied Probability | 2001-08-20 | Paper |
Degenerate Variance Control of a One-Dimensional Diffusion
SIAM Journal on Control and Optimization | 2000-10-18 | Paper |
Finite-time optimal control of a process leaving an interval
Journal of Applied Probability | 1997-05-29 | Paper |
Ergodic theorems for transient one-dimensional diffusions
Stochastic Processes and their Applications | 1996-03-26 | Paper |
| scientific article; zbMATH DE number 515791 (Why is no real title available?) | 1994-04-04 | Paper |
Stochastic non-linear oscillators
Advances in Applied Probability | 1994-02-17 | Paper |
A Finite Fuel Stochastic Control Problem on a Finite Time Horizon
SIAM Journal on Control and Optimization | 1993-04-01 | Paper |
Reflecting Ito Processes in a Stochastic Control Problem
Mathematics of Operations Research | 1993-01-17 | Paper |
A bang-bang strategy for a finite fuel stochastic control problem
Advances in Applied Probability | 1992-10-04 | Paper |
Using fuel to control a process to a goal
Stochastics and Stochastic Reports | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4121165 (Why is no real title available?) | 1989-01-01 | Paper |
Controlling a Process to a Goal in Finite Time
Mathematics of Operations Research | 1989-01-01 | Paper |
Stochastic oscillators
Journal of Differential Equations | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4050068 (Why is no real title available?) | 1987-01-01 | Paper |
