Amarjit Budhiraja: search on Z-Library

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1

Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem

Budhiraja, Amarjit, Ross, Kevin

Journal:

SIAM Journal on Control and Optimization

Year:

2007

Language:

english

File:

PDF, 418 KB

english, 2007

2

Variational representations for continuous time processes

Budhiraja, Amarjit, Dupuis, Paul, Maroulas, Vasileios

Journal:

Annales de l'Institut Henri Poincare (B) Probability and Statistics

Year:

2011

Language:

english

File:

PDF, 314 KB

english, 2011

3

Large deviations for stochastic partial differential equations driven by a Poisson random measure

Amarjit Budhiraja, Jiang Chen, Paul Dupuis

Journal:

Stochastic Processes and their Applications

Year:

2013

Language:

english

File:

PDF, 360 KB

english, 2013

4

LARGE DEVIATION PROPERTIES OF WEAKLY INTERACTING PROCESSES VIA WEAK CONVERGENCE METHODS

Amarjit Budhiraja, Paul Dupuis and Markus Fischer

Journal:

The Annals of Probability

Year:

2012

Language:

english

File:

PDF, 1.98 MB

english, 2012

5

Modified particle filter methods for assimilating Lagrangian data into a point-vortex model

Elaine T. Spiller, Amarjit Budhiraja, Kayo Ide, Chris K.R.T. Jones

Journal:

Physica D: Nonlinear Phenomena

Year:

2008

Language:

english

File:

PDF, 795 KB

english, 2008

6

Multiscale diffusion approximations for stochastic networks in heavy traffic

Amarjit Budhiraja, Xin Liu

Journal:

Stochastic Processes and their Applications

Year:

2011

Language:

english

File:

PDF, 394 KB

english, 2011

7

A survey of numerical methods for nonlinear filtering problems

Amarjit Budhiraja, Lingji Chen, Chihoon Lee

Journal:

Physica D: Nonlinear Phenomena

Year:

2007

Language:

english

File:

PDF, 424 KB

english, 2007

8

Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes

Amarjit Budhiraja and Paul Dupuis

Journal:

SIAM Journal on Applied Mathematics

Year:

1999

Language:

english

File:

PDF, 366 KB

english, 1999

9

Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes

Budhiraja, Amarjit, Dupuis, Paul

Journal:

SIAM Journal on Applied Mathematics

Year:

1999

Language:

english

File:

PDF, 301 KB

english, 1999

10

Large Deviations for Infinite Dimensional Stochastic Dynamical Systems

Amarjit Budhiraja, Paul Dupuis and Vasileios Maroulas

Journal:

The Annals of Probability

Year:

2008

Language:

english

File:

PDF, 2.09 MB

english, 2008

11

SPIE Proceedings [SPIE Defense and Security Symposium - Orlando, FL (Monday 9 April 2007)] Signal Processing, Sensor Fusion, and Target Recognition XVI - PFLib: an object oriented MATLAB toolbox for particle filtering

Chen, Lingji, Lee, Chihoon, Budhiraja, Amarjit, Mehra, Raman K., Kadar, Ivan

Year:

2007

Language:

english

File:

PDF, 145 KB

english, 2007

12

Admission Control for Multidimensional Workload input with Heavy Tails and Fractional Ornstein-Uhlenbeck Process

Budhiraja, Amarjit, Pipiras, Vladas, Song, Xiaoming

Journal:

Advances in Applied Probability

Year:

2015

Language:

english

File:

PDF, 209 KB

english, 2015

13

Large deviations for multidimensional state-dependent shot-noise processes

Budhiraja, Amarjit, Nyquist, Pierre

Journal:

Journal of Applied Probability

Year:

2015

Language:

english

File:

PDF, 1.56 MB

english, 2015

14

Some fluctuation results for weakly interacting multi-type particle systems

Budhiraja, Amarjit, Wu, Ruoyu

Journal:

Stochastic Processes and their Applications

Year:

2016

Language:

english

File:

PDF, 453 KB

english, 2016

15

Rate control under heavy traffic with strategic servers

Bayraktar, Erhan, Budhiraja, Amarjit, Cohen, Asaf

Journal:

The Annals of Applied Probability

Year:

2019

Language:

english

File:

PDF, 329 KB

english, 2019

16

A further remark on dynamic programming for partially observed Markov processes

Vivek S. Borkar, Amarjit Budhiraja

Journal:

Stochastic Processes and their Applications

Year:

2004

Language:

english

File:

PDF, 281 KB

english, 2004

17

Long time asymptotics for constrained diffusions in polyhedral domains

Amarjit Budhiraja, Chihoon Lee

Journal:

Stochastic Processes and their Applications

Year:

2007

Language:

english

File:

PDF, 426 KB

english, 2007

18

Exit time and invariant measure asymptotics for small noise constrained diffusions

Anup Biswas, Amarjit Budhiraja

Journal:

Stochastic Processes and their Applications

Year:

2011

Language:

english

File:

PDF, 366 KB

english, 2011

19

Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity

Rami Atar, Amarjit Budhiraja, Kavita Ramanan

Journal:

Probability Theory and Related Fields

Year:

2008

Language:

english

File:

PDF, 453 KB

english, 2008

20

On near optimal trajectories for a game associated with the ∞-Laplacian

Rami Atar, Amarjit Budhiraja

Journal:

Probability Theory and Related Fields

Year:

2011

Language:

english

File:

PDF, 280 KB

english, 2011

21

Action Time Sharing Policies for Ergodic Control of Markov Chains

Budhiraja, Amarjit, Liu, Xin, Shwartz, Adam

Journal:

SIAM Journal on Control and Optimization

Year:

2012

Language:

english

File:

PDF, 318 KB

english, 2012

22

Ergodic Rate Control Problem for Single Class Queueing Networks

Budhiraja, Amarjit, Ghosh, Arka P., Lee, Chihoon

Journal:

SIAM Journal on Control and Optimization

Year:

2011

Language:

english

File:

PDF, 420 KB

english, 2011

23

Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms

Budhiraja, Amarjit, Kushner, Harold J.

Journal:

SIAM Journal on Control and Optimization

Year:

2000

Language:

english

File:

PDF, 338 KB

english, 2000

24

Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations

Borkar, Vivek, Budhiraja, Amarjit

Journal:

SIAM Journal on Control and Optimization

Year:

2004

Language:

english

File:

PDF, 283 KB

english, 2004

25

The augmented multiplicative coalescent, bounded size rules and critical dynamics of random graphs

Bhamidi, Shankar, Budhiraja, Amarjit, Wang, Xuan

Journal:

Probability Theory and Related Fields

Year:

2014

Language:

english

File:

PDF, 648 KB

english, 2014

26

Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic

Budhiraja, Amarjit, Ghosh, Arka, Liu, Xin

Journal:

Queueing Systems

Year:

2014

Language:

english

File:

PDF, 679 KB

english, 2014

27

An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control

Budhiraja, Amarjit

Journal:

SIAM Journal on Control and Optimization

Year:

2003

Language:

english

File:

PDF, 292 KB

english, 2003

28

Robustness of Nonlinear Filters Over the Infinite Time Interval

Budhiraja, Amarjit, Kushner, Harold J.

Journal:

SIAM Journal on Control and Optimization

Year:

1998

Language:

english

File:

PDF, 348 KB

english, 1998

29

Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval

Budhiraja, Amarjit, Kushner, Harold J.

Journal:

SIAM Journal on Control and Optimization

Year:

1999

Language:

english

File:

PDF, 526 KB

english, 1999

30

Aggregation models with limited choice and the multiplicative coalescent

Bhamidi, Shankar, Budhiraja, Amarjit, Wang, Xuan

Journal:

Random Structures & Algorithms

Year:

2015

Language:

english

File:

PDF, 559 KB

english, 2015

31

Optimal Stopping and Free Boundary Characterizations for Some Brownian Control Problems

Amarjit Budhiraja and Kevin Ross

Journal:

The Annals of Applied Probability

Year:

2008

Language:

english

File:

PDF, 1.58 MB

english, 2008

32

Large deviations for stochastic flows of diffeomorphisms

Budhiraja, Amarjit, Dupuis, Paul, Maroulas, Vasileios

Journal:

Year:

2010

Language:

english

File:

PDF, 268 KB

english, 2010

33

Bounded-Size Rules: The Barely Subcritical Regime

BHAMIDI, SHANKAR, BUDHIRAJA, AMARJIT, WANG, XUAN

Journal:

Combinatorics Probability & Computing

Year:

2014

Language:

english

File:

PDF, 441 KB

english, 2014

34

On the multi-dimensional skew Brownian motion

Atar, Rami, Budhiraja, Amarjit

Journal:

Stochastic Processes and their Applications

Year:

2015

Language:

english

File:

PDF, 255 KB

english, 2015

35

Long Time Results for a Weakly Interacting Particle System in Discrete Time

Budhiraja, Amarjit, Pal Majumder, Abhishek

Journal:

Stochastic Analysis and Applications

Year:

2015

Language:

english

File:

PDF, 257 KB

english, 2015

36

Confidence Regions for Stochastic Variational Inequalities

Lu, Shu, Budhiraja, Amarjit

Journal:

Mathematics of Operations Research

Year:

2013

Language:

english

File:

PDF, 536 KB

english, 2013

37

Singular Control with State Constraints on Unbounded Domain

Rami Atar and Amarjit Budhiraja

Journal:

The Annals of Probability

Year:

2006

Language:

english

File:

PDF, 3.50 MB

english, 2006

38

A STOCHASTIC DIFFERENTIAL GAME FOR THE INHOMOGENEOUS ∞-LAPLACE EQUATION

Rami Atar and Amarjit Budhiraja

Journal:

The Annals of Probability

Year:

2010

Language:

english

File:

PDF, 1.75 MB

english, 2010

39

HJB Equations for Certain Singularly Controlled Diffusions

Rami Atar, Amarjit Budhiraja and Ruth J. Williams

Journal:

The Annals of Applied Probability

Year:

2007

Language:

english

File:

PDF, 2.07 MB

english, 2007

40

Correction Note: On Positive Recurrence of Constrained Diffusion Processes

Rami Atar, Amarjit Budhiraja and Paul Dupuis

Journal:

The Annals of Probability

Year:

2001

Language:

english

File:

PDF, 163 KB

english, 2001

41

A Large Deviations Approach to Asymptotically Optimal Control of Crisscross Network in Heavy Traffic

Amarjit Budhiraja and Arka Prasanna Ghosh

Journal:

The Annals of Applied Probability

Year:

2005

Language:

english

File:

PDF, 3.49 MB

english, 2005

42

Existence of Optimal Controls for Singular Control Problems with State Constraints

Amarjit Budhiraja and Kevin Ross

Journal:

The Annals of Applied Probability

Year:

2006

Language:

english

File:

PDF, 1.82 MB

english, 2006

43

On Positive Recurrence of Constrained Diffusion Processes

Rami Atar, Amarjit Budhiraja and Paul Dupuis

Journal:

The Annals of Probability

Year:

2001

Language:

english

File:

PDF, 1.11 MB

english, 2001

44

CONTROLLED STOCHASTIC NETWORKS IN HEAVY TRAFFIC: CONVERGENCE OF VALUE FUNCTIONS

Amarjit Budhiraja and Arka P. Ghosh

Journal:

The Annals of Applied Probability

Year:

2012

Language:

english

File:

PDF, 3.53 MB

english, 2012

45

Diffusion Approximations for Controlled Stochastic Networks: An Asymptotic Bound for the Value Function

Amarjit Budhiraja and Arka Prasanna Ghosh

Journal:

The Annals of Applied Probability

Year:

2006

Language:

english

File:

PDF, 3.45 MB

english, 2006

46

Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic

Amarjit Budhiraja and Chihoon Lee

Journal:

Mathematics of Operations Research

Year:

2009

Language:

english

File:

PDF, 1.14 MB

english, 2009

47

A Numerical Scheme for Invariant Distributions of Constrained Diffusions

Budhiraja, Amarjit, Chen, Jiang, Rubenthaler, Sylvain

Journal:

Mathematics of Operations Research

Year:

2014

Language:

english

File:

PDF, 428 KB

english, 2014

48

Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities

Lamm, Michael, Lu, Shu, Budhiraja, Amarjit

Journal:

Mathematical Programming

Year:

2016

Language:

english

File:

PDF, 1.03 MB

english, 2016

49

Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic

Budhiraja, Amarjit, Lee, Chihoon

Journal:

Mathematics of Operations Research

Year:

2009

Language:

english

File:

PDF, 214 KB

english, 2009

50

Stability of Constrained Markov-Modulated Diffusions

Budhiraja, Amarjit, Liu, Xin

Journal:

Mathematics of Operations Research

Year:

2012

Language:

english

File:

PDF, 401 KB

english, 2012