| Publication | Date of Publication | Type |
|---|
Ergodic control of resource sharing networks: lower bound on asymptotic costs
Queueing Systems | 2025-01-22 | Paper |
| Long-time behavior of finite and infinite dimensional reflected Brownian motions | 2024-11-28 | Paper |
Extremal invariant distributions of infinite Brownian particle systems with rank dependent drifts
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2024-10-10 | Paper |
Simple form control policies for resource sharing networks with HGI performance
The Annals of Applied Probability | 2024-04-10 | Paper |
Large deviations for small noise diffusions over long time
Transactions of the American Mathematical Society, Series B | 2024-01-22 | Paper |
| Ergodic Control of Resource Sharing Networks: Lower Bound on Asymptotic Costs | 2023-12-21 | Paper |
| Fluctuations of the Atlas model from inhomogeneous stationary profiles | 2023-10-06 | Paper |
The inert drift atlas model
Communications in Mathematical Physics | 2023-05-02 | Paper |
| Large Deviations for Empirical Measures of Self-Interacting Markov Chains | 2023-04-03 | Paper |
Asymptotic behavior of stochastic currents under large deviation scaling with mean field interaction and vanishing noise
ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE | 2023-01-23 | Paper |
Empirical measure large deviations for reinforced chains on finite spaces
Systems & Control Letters | 2022-12-02 | Paper |
Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions
The Annals of Applied Probability | 2022-10-10 | Paper |
Near equilibrium fluctuations for supermarket models with growing choices
The Annals of Applied Probability | 2022-09-05 | Paper |
| Long Time Behavior of Finite and Infinite Dimensional Reflected Brownian Motions | 2022-08-04 | Paper |
| Extremal Invariant Distributions of Infinite Brownian Particle Systems with Rank Dependent Drifts | 2022-07-17 | Paper |
Domains of attraction of invariant distributions of the infinite atlas model
The Annals of Probability | 2022-05-17 | Paper |
Large deviations for the single-server queue and the reneging paradox
Mathematics of Operations Research | 2022-05-17 | Paper |
Rare event asymptotics for exploration processes for random graphs
The Annals of Applied Probability | 2022-05-06 | Paper |
Asymptotics of quasi-stationary distributions of small noise stochastic dynamical systems in unbounded domains
Advances in Applied Probability | 2022-03-31 | Paper |
Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
Journal of Theoretical Probability | 2022-03-17 | Paper |
Some large deviation asymptotics in small noise filtering problems
SIAM Journal on Control and Optimization | 2022-03-01 | Paper |
Approximating quasi-stationary distributions with interacting reinforced random walks
ESAIM: Probability and Statistics | 2022-02-16 | Paper |
Quasistationary distributions and ergodic control problems
Stochastic Processes and their Applications | 2022-02-11 | Paper |
Minimization of a class of rare event probabilities and buffered probabilities of exceedance
Annals of Operations Research | 2021-11-08 | 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 |
Many-server asymptotics for join-the-shortest-queue: large deviations and rare events
The Annals of Applied Probability | 2021-11-04 | Paper |
Many-server asymptotics for join-the-shortest-queue: large deviations and rare events
The Annals of Applied Probability | 2021-11-04 | Paper |
Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions
The Annals of Applied Probability | 2021-03-18 | Paper |
Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions
The Annals of Applied Probability | 2021-03-18 | Paper |
Control Policies Approaching Hierarchical Greedy Ideal Performance in Heavy Traffic for Resource Sharing Networks
Mathematics of Operations Research | 2021-01-08 | Paper |
| Large deviation principles for stochastic dynamical systems with a fractional Brownian noise | 2020-06-13 | Paper |
A new approach to large deviations for the Ginzburg-Landau model
Electronic Journal of Probability | 2020-05-29 | Paper |
Diffusion approximations for load balancing mechanisms in cloud storage systems
Advances in Applied Probability | 2019-12-09 | Paper |
| Resource sharing networks and Brownian control problems | 2019-11-20 | Paper |
Uniform large deviation principles for Banach space valued stochastic evolution equations
Transactions of the American Mathematical Society | 2019-11-14 | Paper |
Weakly interacting particle systems on inhomogeneous random graphs
Stochastic Processes and their Applications | 2019-06-28 | Paper |
Supermarket model on graphs
The Annals of Applied Probability | 2019-05-22 | Paper |
Supermarket model on graphs
The Annals of Applied Probability | 2019-05-22 | Paper |
Analysis and approximation of rare events. Representations and weak convergence methods
Probability Theory and Stochastic Modelling | 2019-05-13 | Paper |
Rate control under heavy traffic with strategic servers
The Annals of Applied Probability | 2019-03-20 | Paper |
Rate control under heavy traffic with strategic servers
The Annals of Applied Probability | 2019-03-20 | Paper |
A numerical scheme for a mean field game in some queueing systems based on Markov chain approximation method
SIAM Journal on Control and Optimization | 2018-11-09 | Paper |
A numerical scheme for a mean field game in some queueing systems based on Markov chain approximation method
SIAM Journal on Control and Optimization | 2018-11-09 | Paper |
Large deviations for small noise diffusions in a fast Markovian environment
Electronic Journal of Probability | 2018-11-01 | Paper |
Large deviations for small noise diffusions in a fast Markovian environment
Electronic Journal of Probability | 2018-11-01 | Paper |
Large deviations for Brownian particle systems with killing
Journal of Theoretical Probability | 2018-10-26 | Paper |
Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps
The Annals of Applied Probability | 2018-05-25 | Paper |
Critical random graphs and the differential equations technique
Indian Journal of Pure & Applied Mathematics | 2018-04-18 | Paper |
| Large Deviations from the Hydrodynamic Limit for a System with Nearest Neighbor Interactions | 2018-03-25 | Paper |
Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities
Mathematical Programming. Series A. Series B | 2017-11-17 | Paper |
Central limit results for jump diffusions with mean field interaction and a common factor
Stochastic Analysis and Applications | 2017-11-02 | Paper |
| Large Deviation Principle for the Exploration Process of the Configuration Model | 2017-08-05 | Paper |
Moderate deviation principles for weakly interacting particle systems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2017-07-25 | Paper |
Construction of asymptotically optimal control for crisscross network from a free boundary problem
(available as arXiv preprint) | 2017-04-10 | Paper |
| Construction of asymptotically optimal control for crisscross network from a free boundary problem | 2017-04-10 | Paper |
Uniform in time interacting particle approximations for nonlinear equations of Patlak-Keller-Segel type
Electronic Journal of Probability | 2017-02-07 | Paper |
Uniform in time interacting particle approximations for nonlinear equations of Patlak-Keller-Segel type
Electronic Journal of Probability | 2017-02-07 | Paper |
Moderate deviation principles for stochastic differential equations with jumps
The Annals of Probability | 2016-07-14 | Paper |
Moderate deviation principles for stochastic differential equations with jumps
The Annals of Probability | 2016-07-14 | Paper |
Some fluctuation results for weakly interacting multi-type particle systems
Stochastic Processes and their Applications | 2016-05-27 | Paper |
Large deviations for multidimensional state-dependent shot-noise processes
Journal of Applied Probability | 2016-03-11 | Paper |
Large deviations for multidimensional state-dependent shot-noise processes
Journal of Applied Probability | 2016-03-11 | Paper |
Some asymptotic results for near critical branching processes
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes
Electronic Journal of Probability | 2015-08-07 | Paper |
Limits of relative entropies associated with weakly interacting particle systems
Electronic Journal of Probability | 2015-08-07 | Paper |
Admission control for multidimensional workload input with heavy tails and fractional Ornstein-Uhlenbeck process
Advances in Applied Probability | 2015-07-15 | Paper |
Admission control for multidimensional workload input with heavy tails and fractional Ornstein-Uhlenbeck process
Advances in Applied Probability | 2015-07-15 | Paper |
Long time results for a weakly interacting particle system in discrete time
Stochastic Analysis and Applications | 2015-06-22 | Paper |
On the multi-dimensional skew Brownian motion
Stochastic Processes and their Applications | 2015-03-24 | Paper |
Aggregation models with limited choice and the multiplicative coalescent
Random Structures & Algorithms | 2015-02-20 | Paper |
The augmented multiplicative coalescent, bounded size rules and critical dynamics of random graphs
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2014-12-16 | Paper |
Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic
Queueing Systems | 2014-11-25 | Paper |
Stability of constrained Markov-modulated diffusions
Mathematics of Operations Research | 2014-10-21 | Paper |
On uniform positivity of transition densities of small noise constrained diffusions
Electronic Communications in Probability | 2014-09-22 | Paper |
Bounded-size rules: the barely subcritical regime
Combinatorics, Probability and Computing | 2014-08-06 | Paper |
A numerical scheme for invariant distributions of constrained diffusions
Mathematics of Operations Research | 2014-07-11 | Paper |
Confidence regions for stochastic variational inequalities
Mathematics of Operations Research | 2014-07-11 | Paper |
Infinite dimensional forward-backward stochastic differential equations and the KPZ equation
Electronic Journal of Probability | 2014-05-02 | Paper |
Discrete time Markovian agents interacting through a potential
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
Near critical catalyst reactant branching processes with controlled immigration
The Annals of Applied Probability | 2013-10-25 | Paper |
Near critical catalyst reactant branching processes with controlled immigration
The Annals of Applied Probability | 2013-10-25 | Paper |
Asymptotic results for near critical Bienaymé-Galton-Watson and catalyst-reactant branching processes
Advances in Superprocesses and Nonlinear PDEs | 2013-07-31 | Paper |
Large deviations for stochastic partial differential equations driven by a Poisson random measure
Stochastic Processes and their Applications | 2013-01-24 | Paper |
Action time sharing policies for ergodic control of Markov chains
SIAM Journal on Control and Optimization | 2012-05-30 | Paper |
Controlled stochastic networks in heavy traffic: convergence of value functions
The Annals of Applied Probability | 2012-05-13 | Paper |
Controlled stochastic networks in heavy traffic: convergence of value functions
The Annals of Applied Probability | 2012-05-13 | Paper |
Large deviation properties of weakly interacting processes via weak convergence methods
The Annals of Probability | 2012-02-22 | Paper |
On near optimal trajectories for a game associated with the \(\infty\)-Laplacian
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2012-02-13 | Paper |
Ergodic rate control problem for single class queueing networks
SIAM Journal on Control and Optimization | 2011-11-10 | Paper |
Variational representations for continuous time processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-10-11 | Paper |
| scientific article; zbMATH DE number 5919860 (Why is no real title available?) | 2011-07-13 | Paper |
Multiscale diffusion approximations for stochastic networks in heavy traffic
Stochastic Processes and their Applications | 2011-07-08 | Paper |
Exit time and invariant measure asymptotics for small noise constrained diffusions
Stochastic Processes and their Applications | 2011-06-15 | Paper |
| Bohman-Frieze processes at criticality and emergence of the giant component | 2011-06-06 | Paper |
Stationary distribution convergence for generalized Jackson networks in heavy traffic
Mathematics of Operations Research | 2011-04-27 | Paper |
Large deviations for stochastic flows of diffeomorphisms
Bernoulli | 2010-11-12 | Paper |
A stochastic differential game for the inhomogeneous \(\infty \)-Laplace equation
The Annals of Probability | 2010-04-21 | Paper |
Optimal stopping and free boundary characterizations for some Brownian control problems
The Annals of Applied Probability | 2009-01-13 | Paper |
Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-10-16 | Paper |
Modified particle filter methods for assimilating Lagrangian data into a point-vortex model
Physica D | 2008-09-05 | Paper |
Large deviations for infinite dimensional stochastic dynamical systems
The Annals of Probability | 2008-09-04 | Paper |
HJB equations for certain singularly controlled diffusions
The Annals of Applied Probability | 2008-03-20 | Paper |
Molecular motors, Brownian ratchets, and reflected diffusions
Discrete and Continuous Dynamical Systems. Series B | 2008-02-22 | Paper |
Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem
SIAM Journal on Control and Optimization | 2007-11-16 | Paper |
Diffusion approximations for controlled stochastic networks: an asymptotic bound for the value function
The Annals of Applied Probability | 2007-08-06 | Paper |
Existence of optimal controls for singular control problems with state constraints
The Annals of Applied Probability | 2007-08-06 | Paper |
Long time asymptotics for constrained diffusions in polyhedral domains
Stochastic Processes and their Applications | 2007-07-27 | Paper |
A survey of numerical methods for nonlinear filtering problems
Physica D | 2007-06-29 | Paper |
Singular control with state constraints on unbounded domain
The Annals of Probability | 2007-01-12 | Paper |
A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic
The Annals of Applied Probability | 2005-11-08 | Paper |
A further remark on dynamic programming for partially observed Markov processes
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {\(\mathbb R_+\)}
Electronic Journal of Probability | 2005-03-08 | Paper |
Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {\(\mathbb R_+\)}
Electronic Journal of Probability | 2005-03-08 | Paper |
Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations
SIAM Journal on Control and Optimization | 2005-02-28 | Paper |
Ergodic properties of the nonlinear filter.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
STOCHASTIC DIFFERENTIAL EQUATION FOR TCP WINDOW SIZE: ANALYSIS AND EXPERIMENTAL VALIDATION
Probability in the Engineering and Informational Sciences | 2004-03-29 | Paper |
An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control
SIAM Journal on Control and Optimization | 2004-01-08 | Paper |
Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-11-16 | Paper |
Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-11-16 | Paper |
On positive recurrence of constrained diffusion processes
The Annals of Probability | 2003-05-06 | Paper |
On invariant measures of discrete time filters in the correlated signal-noise case
The Annals of Applied Probability | 2003-05-06 | 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 |
| scientific article; zbMATH DE number 1089162 (Why is no real title available?) | 2003-01-09 | Paper |
Exponential stability in discrete-time filtering for non-ergodic signal.
Stochastic Processes and their Applications | 2002-08-29 | Paper |
A variational representation for positive functionals of infinite dimensional Brownian motion
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Markov property and ergodicity of the nonlinear filter
SIAM Journal on Control and Optimization | 2001-06-21 | Paper |
Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms
SIAM Journal on Control and Optimization | 2000-10-18 | Paper |
A nonlinear filtering algorithm based on an approximation of the conditional distribution
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
| scientific article; zbMATH DE number 1583957 (Why is no real title available?) | 2000-01-01 | Paper |
Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval
SIAM Journal on Control and Optimization | 1999-11-23 | Paper |
A limit theorem for symmetric statistics of Brownian particles
Stochastic Processes and their Applications | 1999-11-18 | Paper |
| scientific article; zbMATH DE number 1254157 (Why is no real title available?) | 1999-10-03 | Paper |
Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes
SIAM Journal on Applied Mathematics | 1999-09-13 | Paper |
Approximations to the solution of the zakai equation using multiple wiener and stratonovich integral expansions
Stochastics and Stochastic Reports | 1999-05-18 | Paper |
Robustness of Nonlinear Filters Over the Infinite Time Interval
SIAM Journal on Control and Optimization | 1998-09-21 | Paper |
Exponential stability of discrete-time filters for bounded observation noise
Systems & Control Letters | 1998-07-22 | Paper |
The generalized Hu-Meyer formula for random kernels
Applied Mathematics and Optimization | 1997-11-10 | Paper |
The Feynman-Stratonovich semigroup and Stratonovich integral expansions in nonlinear filtering
Applied Mathematics and Optimization | 1997-03-09 | Paper |
| scientific article; zbMATH DE number 897208 (Why is no real title available?) | 1996-07-07 | Paper |
| scientific article; zbMATH DE number 721917 (Why is no real title available?) | 1995-02-13 | Paper |
| scientific article; zbMATH DE number 139706 (Why is no real title available?) | 1993-03-28 | Paper |
Load Balancing in Parallel Queues and Rank-based Diffusions
(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 |
On Some Extensions of the Bou\'e-Dupuis Variational Formula
(available as arXiv preprint) | N/A | Paper |
Flocking under Fast and Large Jumps: Stability, Chaos, and Traveling Waves
(available as arXiv preprint) | N/A | Paper |
