My Research
Intrests:
- Applied Probability, Stochastic Analysis and Statistics.
- Stochastic Control Theory.
- Queueing Networks, Heavy Traffic Analysis.
- Stochastic Modeling for Internet Traffic.
- Statistical Classification and Clustering.
- Random Graphs
Some of my Recent
Papers:
- `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.