34 citations · 34 across the 2 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2005★ 34 cited
A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic
Amarjit Budhiraja, Arka Prasanna Ghosh
In this work we study the problem of asymptotically optimal control of a well-known multi-class queuing network, referred to as the ``crisscross network,'' in heavy traffic. We con…
math.PR2005
On Positive Recurrence of Constrained Diffusion Processes
Rami Atar, Amarjit Budhiraja, P. Dupuis
Let G \subset \R^k be a convex polyhedral cone with vertex at the origin given as the intersection of half spaces {G_i, i= 1, ..., N}, where n_i and d_i denote the inward normal an…