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Amarjit Budhiraja

Identifiers

  • name variant Amarjit Budhiraja 0.60 · backfill

Papers (49)

  1. Rank Based Routing in Large Server Systems under Extreme Congestion math.PR · 2026 · author #2
  2. Minimization of a Class of Rare Event Probabilities and Buffer Probabilities of Exceedance math.OC · 2019 · author #1
  3. Large Deviations from the Hydrodynamic Limit for a System with Nearest Neighbor Interactions math.PR · 2018 · author #2
  4. Uniform large deviation principles for Banach space valued stochastic differential equations math.PR · 2018 · author #1
  5. Control Policies Approaching HGI Performance in Heavy Traffic for Resource Sharing Networks math.PR · 2017 · author #1
  6. A numerical scheme for a mean field game in some queueing systems based on Markov chain approximation method math.OC · 2017 · author #2
  7. Diffusion Approximations for Load Balancing Mechanisms in Cloud Storage Systems math.PR · 2017 · author #1
  8. Large Deviations for Small Noise Diffusions in a Fast Markovian Environment math.PR · 2017 · author #1
  9. Weakly interacting particle systems on inhomogeneous random graphs math.PR · 2016 · author #2
  10. Large Deviations for Brownian Particle Systems with Killing math.PR · 2016 · author #1
  11. Rate Control under Heavy Traffic with Strategic Servers math.PR · 2016 · author #2
  12. Uniform in Time Interacting Particle Approximations for Nonlinear Equations of Patlak-Keller-Segel type math.PR · 2016 · author #1
  13. Diffusion Approximations for Controlled Weakly Interacting Large Finite State Systems with Simultaneous Jumps math.PR · 2016 · author #1
  14. Source detection algorithms for dynamic contaminants based on the analysis of a hydrodynamic limit math.PR · 2015 · author #2
  15. Moderate Deviation Principles for Weakly Interacting Particle Systems math.PR · 2015 · author #1
  16. Some Fluctuation Results for Weakly Interacting Multi-type Particle System math.PR · 2015 · author #1
  17. Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem math.PR · 2015 · author #1
  18. Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes math.PR · 2014 · author #1
  19. Limits of relative entropies associated with weakly interacting particle systems math.PR · 2014 · author #1
  20. Large deviations for multidimensional state-dependent shot noise processes math.PR · 2014 · author #1
  21. Individual confidence intervals for true solutions to stochastic variational inequalities math.OC · 2014 · author #3
  22. On the multi-dimensional skew Brownian motion math.PR · 2014 · author #2
  23. Moderate Deviation Principles for Stochastic Differential Equations with Jumps math.PR · 2014 · author #1
  24. Long Time Results for a Weakly Interacting Particle System in Discrete Time math.PR · 2014 · author #1
  25. On Uniform Positivity of Transition Densities of Small Noise Constrained Diffusions math.PR · 2013 · author #1
  26. The augmented multiplicative coalescent and critical dynamic random graph models math.PR · 2012 · author #2
  27. Bounded-size rules: The barely subcritical regime math.PR · 2012 · author #2
  28. Dynamic Scheduling for Markov Modulated Single-server Multiclass Queueing Systems in Heavy Traffic math.PR · 2012 · author #1
  29. Admission Control for Multidimensional Workload with Heavy Tails and Fractional Ornstein-Uhlenbeck Process math.PR · 2012 · author #1
  30. Infinite Dimensional Forward-Backward Stochastic Differential Equations and the KPZ Equation math.PR · 2012 · author #2
  31. A Numerical Scheme for Invariant Distributions of Constrained Diffusions math.PR · 2012 · author #1
  32. Controlled stochastic networks in heavy traffic: Convergence of value functions math.PR · 2012 · author #1
  33. Near critical catalyst reactant branching processes with controlled immigration math.PR · 2012 · author #1
  34. Large Deviations for Stochastic Partial Differential Equations Driven by a Poisson Random Measure math.PR · 2012 · author #1
  35. Discrete Time Markovian Agents Interacting Through a Potential math.PR · 2011 · author #1
  36. Bohman-Frieze processes at criticality and emergence of the giant component math.PR · 2011 · author #2
  37. Large deviation properties of weakly interacting processes via weak convergence methods math.PR · 2010 · author #1
  38. Large deviations for stochastic flows of diffeomorphisms math.ST · 2010 · author #1
  39. Optimal stopping and free boundary characterizations for some Brownian control problems math.PR · 2009 · author #1
  40. On near optimal trajectories for a game associated with the \infty-Laplacian math.PR · 2008 · author #2
  41. Large deviations for infinite dimensional stochastic dynamical systems math.PR · 2008 · author #1
  42. A stochastic differential game for the inhomogeneous $\infty$-Laplace equation math.PR · 2008 · author #2
  43. HJB equations for certain singularly controlled diffusions math.PR · 2007 · author #2
  44. Existence of optimal controls for singular control problems with state constraints math.PR · 2007 · author #1
  45. Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function math.PR · 2007 · author #1
  46. A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic math.PR · 2005 · author #1
  47. On Positive Recurrence of Constrained Diffusion Processes math.PR · 2005 · author #2
  48. Singular control with state constraints on unbounded domain math.PR · 2005 · author #2
  49. Stability Properties of Constrained Jump-Diffusion Processes math.PR · 2005 · author #2

Mentions

  • 1210.7781 #1 · backfill · confidence 0.70 Amarjit Budhiraja
  • 1207.5568 #2 · backfill · confidence 0.70 Amarjit Budhiraja
  • 1205.5083 #1 · backfill · confidence 0.70 Amarjit Budhiraja
  • 1205.0925 #1 · backfill · confidence 0.70 Amarjit Budhiraja
  • 1203.6879 #1 · backfill · confidence 0.70 Amarjit Budhiraja
  • 1203.4020 #1 · backfill · confidence 0.70 Amarjit Budhiraja
  • 1106.3306 #1 · backfill · confidence 0.70 Amarjit Budhiraja
  • 1106.1022 #2 · backfill · confidence 0.70 Amarjit Budhiraja
  • 2605.17677 #2 · arxiv_oai · confidence 0.70 Amarjit Budhiraja
  • 1009.6030 #1 · backfill · confidence 0.70 Amarjit Budhiraja
  • 1002.4295 #1 · backfill · confidence 0.70 Amarjit Budhiraja
  • 0901.2474 #1 · backfill · confidence 0.70 Amarjit Budhiraja
  • 0812.0496 #2 · backfill · confidence 0.70 Amarjit Budhiraja
  • 0808.3631 #1 · backfill · confidence 0.70 Amarjit Budhiraja
  • 0808.1457 #2 · backfill · confidence 0.70 Amarjit Budhiraja
  • 0711.0641 #2 · backfill · confidence 0.70 Amarjit Budhiraja

Frequent Coauthors