144 citations · 680 across the 40 of their papers we have counts for
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A Monte Carlo method for estimating sensitivities of reflected diffusions in convex polyhedral domains
David Lipshutz, Kavita Ramanan
In this work we develop an effective Monte Carlo method for estimating sensitivities, or gradients of expectations of sufficiently smooth functionals, of a reflected diffusion in a…
Uniqueness of Gibbs Measures for Continuous Hardcore Models
David Gamarnik, Kavita Ramanan
We formulate a continuous version of the well known discrete hardcore (or independent set) model on a locally finite graph, parameterized by the so-called activity parameter …
The hydrodynamic limit of a randomized load balancing network
Reza Aghajani, Kavita Ramanan
Randomized load balancing networks arise in a variety of applications, and allow for efficient sharing of resources, while being relatively easy to implement. We consider a network…
Pathwise differentiability of reflected diffusions in convex polyhedral domains
David Lipshutz, Kavita Ramanan
Reflected diffusions in convex polyhedral domains arise in a variety of applications, including interacting particle systems, queueing networks, biochemical reaction networks and m…
Rare Nash Equilibria and the Price of Anarchy in Large Static Games
Daniel Lacker, Kavita Ramanan
We study a static game played by a finite number of agents, in which agents are assigned independent and identically distributed random types and each agent minimizes its objective…