Ananda 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 \(\mathrm{G}/\mathrm{M}/n + \mathrm{GI}\) 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

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