52 citations · 88 across the 4 of their papers we have counts for
4 papers · 1 filter
Optimal control of a stochastic network driven by a fractional Brownian motion input
Arka P. Ghosh, Alexander Roitershtein, Ananda Weerasinghe
We consider a stochastic control model driven by a fractional Brownian motion. This model is a formal approximation to a queueing network with an on-off input process. We study sto…
Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function
Amarjit Budhiraja, Arka Prasanna Ghosh
We consider the scheduling control problem for a family of unitary networks under heavy traffic, with general interarrival and service times, probabilistic routing and infinite hor…
Growth of preferential attachment random graphs via continuous-time branching processes
K. B. Athreya, A. P. Ghosh, S. Sethuraman
A version of ``preferential attachment'' random graphs, corresponding to linear ``weights'' with random ``edge additions,'' which generalizes some previously considered models, is…
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…