Ananda P. N. Weerasinghe

Available identifiers

zbMath Open weerasinghe.ananda-p-nMaRDI QIDQ1296727

List of research outcomes

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	2018-04-11	Paper
Optimal inventory control with path-dependent cost criteria	2016-04-20	Paper
Optimal service rate perturbations of many server queues in heavy traffic	2015-04-14	Paper
Diffusion Approximations for G/M/n + GI Queues with State-Dependent Service Rates	2014-07-11	Paper
Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime	2013-12-09	Paper
Convergence of a queueing system in heavy traffic with general patience-time distributions	2011-10-11	Paper
Stationarity and control of a tandem fluid network with fractional Brownian motion input	2011-10-10	Paper
Heavy Traffic Analysis of a Simple Closed-Loop Supply Chain	2011-01-13	Paper
Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic	2010-11-19	Paper
Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input	2010-06-07	Paper
A Degenerate Variance Control Problem with Discretionary Stopping	2009-05-22	Paper
An Abelian Limit Approach to a Singular Ergodic Control Problem	2008-04-03	Paper
Optimal buffer size for a stochastic processing network in heavy traffic	2007-06-14	Paper
A controller and a stopper game with degenerate variance control	2006-11-03	Paper
OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS	2006-08-14	Paper
A Bounded Variation Control Problem for Diffusion Processes	2005-09-15	Paper
Degenerate variance control in the one-dimensional stationary case	2005-03-08	Paper
Minimizing Infinite Time Horizon Discounted Cost with Mean, Variance, and Bounded Variation Controls	2004-01-08	Paper
Stationary stochastic control for Itô processes	2003-09-30	Paper
Optimal singular control strategies for controlling a process to a goal.	2002-08-29	Paper
Singular optimal strategies for investment with transaction costs	2001-08-20	Paper
Degenerate Variance Control of a One-Dimensional Diffusion	2000-10-18	Paper
Finite-time optimal control of a process leaving an interval	1997-05-29	Paper
Ergodic theorems for transient one-dimensional diffusions	1996-03-26	Paper
https://portal.mardi4nfdi.de/entity/Q4283295	1994-04-04	Paper
Stochastic non-linear oscillators	1994-02-17	Paper
A Finite Fuel Stochastic Control Problem on a Finite Time Horizon	1993-04-01	Paper
Reflecting Ito Processes in a Stochastic Control Problem	1993-01-17	Paper
A bang-bang strategy for a finite fuel stochastic control problem	1992-10-04	Paper
Using fuel to control a process to a goal	1991-01-01	Paper
Controlling a Process to a Goal in Finite Time	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4734584	1989-01-01	Paper
Stochastic oscillators	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3786790	1987-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Ananda P. N. Weerasinghe