ANANDA  P. N. WEERASINGHE

414  CARVER  HALL

DEPARTMENT OF MATHEMATICS

ananda@iastate.edu

515-294-8133.

FALL 2008  TEACHING

MATH 307  CARVER HALL 74 (9.00 -- 9.50 AM, MWF)

MATH 414,  CARVER HALL 68 (11.00--11.50 AM, MWF)

OFFICE HOURS:

        10.00 --11.00 AM (MON., WED.,  FRI.)

        1.00--2.00 PM           ( MON., FRI.)

RESEARCH:

STOCHASTIC CONTROL THEORY,  QUEUEING  NETWORKS, MATHEMATICAL FINANCE.

RECENT PUBLICATIONS:

1. Optimal buffer size and dynamic rate control for a queueing  network with reneging in heavy traffic (with  Arka Ghosh)  Submitted for publication. (2007).

2.  An optimal selling time for an asset subject to bankruptcy (with  Q. Meng) Submitted for publication (2007).

3. An Abelian limit approach to a singular ergodic control problem  SIAM J. Control Optim. 46, 714-737,  (2007).  
4. A Bounded Variation Control Problem for Diffusion Processes SIAM  J. Control and Optim.(2005) Vol. 14, pp. 389-417.
5. Optimal buffer size for a stochastic processing network in heavy traffic (with Arka P. Ghosh)   Queueing  Systems (2007), 55, pp147-159.
6. A  Degenerate Variance Control Problem with Discretionary Stopping (with Dan  Ocone)To appear in Markov  Processes and Related Topics: IMS publication.
7. Optimal Portfolio  Selection Strategies in the presence of Transaction Costs (with Q. Meng) Int. J. Theoretical and Applied Finance (2006), 9, p.619-641.