Ananda Weerasinghe

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Person:1296727

Available identifiers

zbMath Open weerasinghe.ananda-p-nMaRDI QIDQ1296727

List of research outcomes





PublicationDate of PublicationType
Admission Control for Double-ended Queues2021-01-18Paper
Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems2018-04-11Paper
Optimal inventory control with path-dependent cost criteria2016-04-20Paper
Optimal service rate perturbations of many server queues in heavy traffic2015-04-14Paper
Diffusion Approximations for G/M/n + GI Queues with State-Dependent Service Rates2014-07-11Paper
Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime2013-12-09Paper
Convergence of a queueing system in heavy traffic with general patience-time distributions2011-10-11Paper
Stationarity and control of a tandem fluid network with fractional Brownian motion input2011-10-10Paper
Heavy Traffic Analysis of a Simple Closed-Loop Supply Chain2011-01-13Paper
Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic2010-11-19Paper
Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input2010-06-07Paper
A Degenerate Variance Control Problem with Discretionary Stopping2009-05-22Paper
An Abelian Limit Approach to a Singular Ergodic Control Problem2008-04-03Paper
Optimal buffer size for a stochastic processing network in heavy traffic2007-06-14Paper
A controller and a stopper game with degenerate variance control2006-11-03Paper
OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS2006-08-14Paper
A Bounded Variation Control Problem for Diffusion Processes2005-09-15Paper
Degenerate variance control in the one-dimensional stationary case2005-03-08Paper
Minimizing Infinite Time Horizon Discounted Cost with Mean, Variance, and Bounded Variation Controls2004-01-08Paper
Stationary stochastic control for Itô processes2003-09-30Paper
Optimal singular control strategies for controlling a process to a goal.2002-08-29Paper
Singular optimal strategies for investment with transaction costs2001-08-20Paper
Degenerate Variance Control of a One-Dimensional Diffusion2000-10-18Paper
Finite-time optimal control of a process leaving an interval1997-05-29Paper
Ergodic theorems for transient one-dimensional diffusions1996-03-26Paper
https://portal.mardi4nfdi.de/entity/Q42832951994-04-04Paper
Stochastic non-linear oscillators1994-02-17Paper
A Finite Fuel Stochastic Control Problem on a Finite Time Horizon1993-04-01Paper
Reflecting Ito Processes in a Stochastic Control Problem1993-01-17Paper
A bang-bang strategy for a finite fuel stochastic control problem1992-10-04Paper
Using fuel to control a process to a goal1991-01-01Paper
Controlling a Process to a Goal in Finite Time1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47345841989-01-01Paper
Stochastic oscillators1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37867901987-01-01Paper

Research outcomes over time

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