34 citations · 49 across the 3 of their papers we have counts for
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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…
math.PR2005★ 15 cited
Singular control with state constraints on unbounded domain
Rami Atar, Amarjit Budhiraja
We study a class of stochastic control problems where a cost of the form \begin{equation}\mathbb{E}\int_{[0,\infty)}e^{-βs}[\ell(X_s) ds+h(Y^{\circ}_s) d|Y|_s]\end{equation} is to…