| Publication | Date of Publication | Type |
|---|
A Durrett-Remenik particle system in \(\mathbb{R}^d\)
Stochastic Processes and their Applications | 2025-12-09 | Paper |
Diffusion limits in the quarter plane and nonsemimartingale reflected Brownian motion
The Annals of Applied Probability | 2025-11-01 | Paper |
Invariance principle and McKean-Vlasov limit for randomized load balancing in heavy traffic
The Annals of Applied Probability | 2025-11-01 | Paper |
A weak formulation of free boundary problems and its application to hydrodynamic limits of particle systems with selection
The Annals of Probability | 2025-10-23 | Paper |
Scheduling in the high-uncertainty heavy traffic regime
Mathematics of Operations Research | 2025-02-21 | Paper |
Asymptotic optimality of switched control policies in a simple parallel server system under an extended heavy traffic condition
Stochastic Systems | 2025-01-28 | Paper |
Parallel server systems under an extended heavy traffic condition: a lower bound
The Annals of Applied Probability | 2024-04-10 | Paper |
Long-Time Limit of Nonlinearly Coupled Measure-Valued Equations that Model Many-Server Queues with Reneging
SIAM Journal on Mathematical Analysis | 2023-11-13 | Paper |
Fluid limits for earliest-deadline-first networks
Stochastic Processes and their Applications | 2023-02-23 | Paper |
| Asymptotic optimality of switched control policies in a simple parallel server system under an extended heavy traffic condition | 2022-07-16 | Paper |
Customer-server population dynamics in heavy traffic
Stochastic Systems | 2022-06-24 | Paper |
Large deviations for the single-server queue and the reneging paradox
Mathematics of Operations Research | 2022-05-17 | Paper |
| Scheduling in the high uncertainty heavy traffic regime | 2022-04-12 | Paper |
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence
The Annals of Applied Probability | 2021-11-04 | Paper |
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence
The Annals of Applied Probability | 2021-11-04 | Paper |
Heavy traffic limits for join-the-shortest-estimated-queue policy using delayed information
Mathematics of Operations Research | 2021-06-03 | Paper |
| On the Persistent-Idle Load Distribution Policy Under Batch Arrivals and Random Service Capacity | 2021-03-22 | Paper |
| Hydrodynamics of particle systems with selection via uniqueness for free boundary problems | 2020-11-15 | Paper |
Subdiffusive load balancing in time-varying queueing systems
Operations Research | 2020-10-26 | Paper |
Fluid limits for earliest-deadline-first networks
(available as arXiv preprint) | 2020-09-15 | Paper |
Persistent-idle load-distribution
Stochastic Systems | 2020-09-04 | Paper |
Asymptotically optimal appointment schedules
Mathematics of Operations Research | 2020-04-30 | Paper |
Workload-dependent dynamic priority for the multiclass queue with reneging
Mathematics of Operations Research | 2020-03-12 | Paper |
Replicate to the shortest queues
Queueing Systems | 2019-12-19 | Paper |
Optimizing buffer size for the retrial queue: two state space collapse results in heavy traffic
Queueing Systems | 2019-07-31 | Paper |
Serve the shortest queue and Walsh Brownian motion
The Annals of Applied Probability | 2019-03-20 | Paper |
Serve the shortest queue and Walsh Brownian motion
The Annals of Applied Probability | 2019-03-20 | Paper |
Optimality of the generalized \(c\mu \) rule in the moderate deviation regime
Queueing Systems | 2018-06-13 | Paper |
Law of large numbers for the many-server earliest-deadline-first queue
Stochastic Processes and their Applications | 2018-06-01 | Paper |
A Skorokhod map on measure-valued paths with applications to priority queues
The Annals of Applied Probability | 2018-05-25 | Paper |
On the non-Markovian multiclass queue under risk-sensitive cost
Queueing Systems | 2018-01-25 | Paper |
Asymptotically optimal control for a multiclass queueing model in the moderate deviation heavy traffic regime
The Annals of Applied Probability | 2018-01-04 | Paper |
Asymptotically optimal control for a multiclass queueing model in the moderate deviation heavy traffic regime
The Annals of Applied Probability | 2018-01-04 | Paper |
An <i>ɛ</i>-Nash Equilibrium with High Probability for Strategic Customers in Heavy Traffic
Mathematics of Operations Research | 2017-09-22 | Paper |
An <i>ɛ</i>-Nash Equilibrium with High Probability for Strategic Customers in Heavy Traffic
Mathematics of Operations Research | 2017-09-22 | Paper |
Mutual Information, Relative Entropy, and Estimation in the Poisson Channel
IEEE Transactions on Information Theory | 2017-07-12 | Paper |
Information–Theoretic Applications of the Logarithmic Probability Comparison Bound
IEEE Transactions on Information Theory | 2017-04-28 | Paper |
A differential game for a multiclass queueing model in the moderate-deviation heavy-traffic regime
Mathematics of Operations Research | 2016-11-16 | Paper |
A note on non-existence of diffusion limits for serve-the-longest-queue when the buffers are equal in size
Electronic Communications in Probability | 2016-05-23 | Paper |
A note on non-existence of diffusion limits for serve-the-longest-queue when the buffers are equal in size
Electronic Communications in Probability | 2016-05-23 | Paper |
Robust bounds on risk-sensitive functionals via Rényi divergence
SIAM/ASA Journal on Uncertainty Quantification | 2015-11-12 | Paper |
Fluid Limits of <i>G</i>/<i>G</i>/1+<i>G</i> Queues Under the Nonpreemptive Earliest-Deadline-First Discipline
Mathematics of Operations Research | 2015-11-04 | Paper |
An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic
(available as arXiv preprint) | 2015-04-23 | Paper |
| An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic | 2015-04-23 | Paper |
Fluid limits for many-server systems with reneging under a priority policy
Mathematics of Operations Research | 2015-03-31 | Paper |
On the multi-dimensional skew Brownian motion
Stochastic Processes and their Applications | 2015-03-24 | Paper |
Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime
The Annals of Applied Probability | 2014-09-25 | Paper |
Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime
The Annals of Applied Probability | 2014-09-25 | Paper |
On the risk-sensitive cost for a Markovian multiclass queue with priority
Electronic Communications in Probability | 2014-09-22 | Paper |
| Asymptotically optimal dynamic pricing for network revenue management | 2014-07-21 | Paper |
Scheduling parallel servers in the nondegenerate slowdown diffusion regime: asymptotic optimality results
The Annals of Applied Probability | 2014-05-05 | Paper |
Scheduling parallel servers in the nondegenerate slowdown diffusion regime: asymptotic optimality results
The Annals of Applied Probability | 2014-05-05 | Paper |
Risk-Sensitive Control for the Parallel Server Model
SIAM Journal on Control and Optimization | 2014-04-11 | Paper |
A diffusion regime with nondegenerate slowdown
Operations Research | 2012-10-01 | Paper |
Asymptotically optimal interruptible service policies for scheduling jobs in a diffusion regime with nondegenerate slowdown
Queueing Systems | 2012-05-08 | Paper |
On near optimal trajectories for a game associated with the \(\infty\)-Laplacian
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2012-02-13 | Paper |
The c / rule for many-server queues with abandonment
Operations Research | 2011-11-24 | Paper |
| Exponential decay rate of the Filter's dependence on the initial distribution | 2011-07-13 | Paper |
A blind policy for equalizing cumulative idleness
Queueing Systems | 2011-06-17 | Paper |
Efficient routing in heavy traffic under partial sampling of service times
Mathematics of Operations Research | 2011-04-27 | Paper |
Simplified control problems for multiclass many-server queueing systems
Mathematics of Operations Research | 2011-04-27 | Paper |
On the asymptotic optimality of the c / rule under ergodic cost
Queueing Systems | 2011-03-15 | Paper |
A stochastic differential game for the inhomogeneous \(\infty \)-Laplace equation
The Annals of Probability | 2010-04-21 | Paper |
Exit time, Green function and semilinear elliptic equations
Electronic Journal of Probability | 2009-11-20 | Paper |
Exit time, Green function and semilinear elliptic equations
Electronic Journal of Probability | 2009-11-20 | Paper |
Critically loaded queueing models that are throughput suboptimal
The Annals of Applied Probability | 2009-06-17 | Paper |
Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-10-16 | Paper |
Mirror couplings and Neumann eigenfunctions
Indiana University Mathematics Journal | 2008-08-26 | Paper |
Central limit theorem for a many-server queue with random service rates
The Annals of Applied Probability | 2008-08-20 | Paper |
HJB equations for certain singularly controlled diffusions
The Annals of Applied Probability | 2008-03-20 | Paper |
Queueing systems with many servers: null controllability in heavy traffic
The Annals of Applied Probability | 2007-08-06 | Paper |
Singular control with state constraints on unbounded domain
The Annals of Probability | 2007-01-12 | Paper |
A Brownian control problem for a simple queueing system in the halfin--whitt regime
Systems & Control Letters | 2006-09-21 | Paper |
Scheduling control for queueing systems with many servers: asymptotic optimality in heavy traffic
The Annals of Applied Probability | 2006-07-10 | Paper |
An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games
Mathematics of Operations Research | 2005-11-11 | Paper |
A diffusion model of scheduling control in queueing systems with many servers
The Annals of Applied Probability | 2005-04-29 | Paper |
Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic.
The Annals of Applied Probability | 2004-09-15 | Paper |
Explicit solution for a network control problem in the large deviation regime
Queueing Systems | 2004-08-10 | Paper |
On Neumann eigenfunctions in lip domains
Journal of the American Mathematical Society | 2004-03-29 | Paper |
On positive recurrence of constrained diffusion processes
The Annals of Probability | 2003-05-06 | Paper |
On nodal lines of Neumann eigenfunctions
Electronic Communications in Probability | 2003-02-25 | Paper |
On nodal lines of Neumann eigenfunctions
Electronic Communications in Probability | 2003-02-25 | Paper |
On nodal lines of Neumann eigenfunctions
Electronic Communications in Probability | 2003-02-25 | Paper |
Stability properties of constrained jump-diffusion processes
Electronic Journal of Probability | 2003-02-13 | Paper |
Stability properties of constrained jump-diffusion processes
Electronic Journal of Probability | 2003-02-13 | Paper |
A differential game with constrained dynamics and viscosity solutions of a related HJB equation
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2002-11-28 | Paper |
Large deviations and queueing networks: Methods for rate function identification
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Invariant wedges for a two-point reflecting Brownian motion and the ``hot spots'' problem
Electronic Journal of Probability | 2001-12-10 | Paper |
Invariant wedges for a two-point reflecting Brownian motion and the ``hot spots'' problem
Electronic Journal of Probability | 2001-12-10 | Paper |
Ballistic deposition on a planar strip
Electronic Communications in Probability | 2001-07-09 | Paper |
Ballistic deposition on a planar strip
Electronic Communications in Probability | 2001-07-09 | Paper |
Lyapunov Exponents for Finite State Nonlinear Filtering
SIAM Journal on Control and Optimization | 2000-07-11 | Paper |
Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain
The Annals of Probability | 1999-10-31 | Paper |
| scientific article; zbMATH DE number 1254176 (Why is no real title available?) | 1999-09-23 | Paper |
A note on the memory length of optimal nonlinear filters
Systems & Control Letters | 1999-01-12 | Paper |
Exponential stability for nonlinear filtering
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1998-06-11 | Paper |
Exponential stability for nonlinear filtering
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1998-06-11 | Paper |
Invariance principle and McKean-Vlasov limit for randomized load balancing in heavy traffic
(available as arXiv preprint) | N/A | Paper |
Diffusion limits in the quarter plane and non-semimartingale reflected Brownian motion
(available as arXiv preprint) | N/A | Paper |
