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Controlled Stochastic Networks in
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Exit Time and Invariant Measure Asymptotics
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Action Time Sharing Policies for Ergodic Control of Markov Chains (with Adam Shwartz and Xin Liu). SIAM J. Control Optim., 50, (2012), no. 1, 171-195.
Multiscale Diffusion Approximations for Stochastic Networks in Heavy Traffic (with Xin
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Stoch. Proc. App. 121(2011), 630
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Large deviation properties
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Ann. Prob., 40 (2012), no. 1, 74-102.
Some asymptotic results for near
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Variational Representations for Continuous Time Processes (with P. Dupuis and V. Maroulas). Annales de l’Institut Henri Poincaré (B) Probabilités et Statistiques, 47 (2011), no. 3, 725 -- 747.
On Near Optimal Trajectories of Games Associated with the infinity-Laplacian (with Rami Atar). Prob. Th. Rel Fiel., 151 (2011), no. 3-4, 509–528.
A stochastic differential game for the inhomogeneous
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An Ergodic Rate Control Problem for
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Large Deviations for Stochastic Flows of Diffeomorphisms (with P. Dupuis and V. Maroulas). Bernoulli 16 (2010), no. 1,
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Stationary Distribution Convergence for Generalized Jackson
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Optimal Stopping and Free Boundary Characterizations for some
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Large Deviations for Infinite Dimensional Stochastic Dynamical
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Deterministic and Stochastic Differential Inclusions with Multiple
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HJB Equations for Certain Singularly Controlled Diffusions (with Rami
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Long time asymptotics for constrained
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Existence of Optimal Controls for Singular Control Problems with State
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Convergent Numerical Scheme for Singular Stochastic Control with
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Diffusion approximations for controlled
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Molecular
Motors, Brownian Ratchets, and Reflected Diffusions (with John Fricks).
Discrete and Continuous Dynamical Systems, Series B, 6 , no. 4 (2006), 711-734.
Singular Control with State Constraints on Unbounded Domain (with Rami
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A Large Deviations Approach to Asymptotically Optimal Control of
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Ergodic Control for Constrained
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A
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Stochastic
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Asymptotic
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Stability
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Large
Deviations for the Empirical Measures of Reflecting Brownian Motion
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An Ergodic Control Problem for Constrained Diffusion
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On Positive Recurrence of Constrained Diffusion Processes (with R. Atar
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On invariant
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Ergodic properties
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Stochastic
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A variational representation for positive functionals
of an infinite dimensional Brownian motion (with P.Dupuis). Probab. Math. Statist.
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Markov
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Monte Carlo
Algorithms and Asymptotic Problems in Nonlinear Filtering (with H.J. Kushner). Stochastics
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A nonlinear filtering algorithm
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Trans. Automat. Control 45 (2000), no. 3, 580-585.
Exponential stability in discrete
time filtering for non-ergodic signals (with D.Ocone).
Stochastic Processes and their applications, Vol. 82, (1999),
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Approximation and limit results
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Representations for functionals of Hilbert space valued diffusions (with P. Dupuis). Stochastic
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Simple
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Approximation
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Robustness
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A limit
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Applications,
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Exponential stability of discrete
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Approximations
to solutions of Zakai equations using multiple Wiener
and Stratonovich expansions (with G. Kallianpur). Stochastics
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Hilbert space valued traces and
multiple Stratonovich integrals with statistical
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The Feynman-Stratonovich semigroup and Stratonovich integral expansions in nonlinear filtering (with G. Kallianpur). Appl. Math. Optim.
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The
generalized Hu-Meyer formula for random kernels (with G. Kallianpur). Appl. Math. Optim.
35 (1997), no. 2, 177-202.
Two results on multiple Stratonovich integrals (with G. Kallianpur). Statist. Sinica Vol.
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Hilbert space valued traces and
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