activity
20152022
most citedPropagation of Chaos of Forward-Backward Stochastic Differential Equations with Graphon Interactions

4 citations · 9 across the 3 of their papers we have counts for

collaborators

8 papers

math.PR20223 cited

Exploiting Data Locality to Improve Performance of Heterogeneous Server Clusters

Zhisheng Zhao, Debankur Mukherjee, Ruoyu Wu

We consider load balancing in large-scale heterogeneous server systems in the presence of data locality that imposes constraints on which tasks can be assigned to which servers. Th…

math.PR20224 cited

Propagation of Chaos of Forward-Backward Stochastic Differential Equations with Graphon Interactions

Erhan Bayraktar, Ruoyu Wu, Xin Zhang

In this paper, we study graphon mean field games using a system of forward-backward stochastic differential equations. We establish the existence and uniqueness of solutions under…

math.PR2020

Stationarity and uniform in time convergence for the graphon particle system

Erhan Bayraktar, Ruoyu Wu

We consider the long time behavior of heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with weights ch…

math.PR2020

Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence

Rami Atar, Amarjit Budhiraja, Paul Dupuis +1

This paper develops tools to obtain robust probabilistic estimates for queueing models at the large deviations (LD) scale. These tools are based on the recently introduced robust R…

math.PR2019

Rare event asymptotics for exploration processes for random graphs

Shankar Bhamidi, Amarjit Budhiraja, Paul Dupuis +1

Much work in the study of large deviations for random graph models is focused on the dense regime where the theory of graphons has emerged as a principal tool. These tools do not g…

math.PR2019

Locally interacting diffusions as space-time Markov random fields

Daniel Lacker, Kavita Ramanan, Ruoyu Wu

We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a loc…