My Research Intrests: 

 

• Applied Probability  and Statistics.
   
• Stochastic Control Theory, Queueing Networks, Heavy Traffic Analysis, Stochastic Modeling for networks, Random Graphs
• Statistical Classification and Clustering.

 

Selected Publications: 
 

• `Controlled Stochastic Networks in Heavy Traffic:Convergence of Value Functions.' (2011). (with A. Budhiraja) Forthcoming in Annals of Applied Probability.
  

• `Optimal control of a stochastic network driven by a fractional Brownian motion input.' (2009). (with A. Roitershtein and A. Weerasinghe)  Advances in Applied Probability, Volume 42.1 (March 2010)

• `Optimal buffer size for a stochastic processing network with a drift' (with A. Weerasinghe). (2007). Queueing systems, Vol 55, No. 3 / March, 2007, p.147-159.

• `Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function' (with A. Budhiraja). (2006). Annals of Applied Probability.  Vol. 16, no. 4, p.1962-2006.

• `A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic' (with A. Budhiraja). (2005). Annals of Applied Probability, Vol. 15, No. 3 - August 2005, p. 1887-1935. 

Click here to see the complete list of papers.