Amarjit Budhiraja

33 papers A 1Misc 1Journal 29Unranked 2

Year	Rank	Type	Title / Venue / Authors
2024	J	`jnl`	Ergodic control of resource sharing networks: lower bound on asymptotic costs. Queueing Syst. Theory Appl. Amarjit Budhiraja, Michael Conroy, Dane Johnson
2023	A	`conf`	Does Momentum Help in Stochastic Optimization? A Sample Complexity Analysis. UAI Swetha Ganesh, Rohan Deb, Gugan Thoppe, Amarjit Budhiraja
2022	J	`jnl`	Empirical measure large deviations for reinforced chains on finite spaces. Syst. Control. Lett. Amarjit Budhiraja, Adam Waterbury
2022	J	`jnl`	Large Deviations for the Single-Server Queue and the Reneging Paradox. Math. Oper. Res. Rami Atar, Amarjit Budhiraja, Paul Dupuis, Ruoyu Wu
2022	J	`jnl`	Some Large Deviation Asymptotics in Small Noise Filtering Problems. SIAM J. Control. Optim. Anugu Sumith Reddy, Amarjit Budhiraja, Amit Apte
2021	J	`jnl`	Does Momentum Help? A Sample Complexity Analysis. CoRR Gugan Thoppe, Rohan Deb, Swetha Ganesh, Amarjit Budhiraja
2021	J	`jnl`	Minimization of a class of rare event probabilities and buffered probabilities of exceedance. Ann. Oper. Res. Amarjit Budhiraja, Shu Lu, Yang Yu, Quoc Tran-Dinh
2020	Misc	`conf`	Augmenting Molecular Images with Vector Representations as a Featurization Technique for Drug Classification. ICASSP Daniel de Marchi, Amarjit Budhiraja
2020	J	`jnl`	Augmenting Molecular Images with Vector Representations as a Featurization Technique for Drug Classification. CoRR Daniel de Marchi, Amarjit Budhiraja
2020	J	`jnl`	Control Policies Approaching Hierarchical Greedy Ideal Performance in Heavy Traffic for Resource Sharing Networks. Math. Oper. Res. Amarjit Budhiraja, Dane Johnson
2018	J	`jnl`	A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method. SIAM J. Control. Optim. Erhan Bayraktar, Amarjit Budhiraja, Asaf Cohen
2018	J	`jnl`	Source Detection Algorithms for Dynamic Contaminants Based on the Analysis of a Hydrodynamic Limit. SIAM J. Appl. Math. Sergio A. Almada Monter, Amarjit Budhiraja, Jan Hannig
2017	J	`jnl`	Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities. Math. Program. Michael Lamm, Shu Lu, Amarjit Budhiraja
2015	J	`jnl`	Aggregation models with limited choice and the multiplicative coalescent. Random Struct. Algorithms Shankar Bhamidi, Amarjit Budhiraja, Xuan Wang
2015	J	`jnl`	Large deviations for multidimensional state-dependent shot-noise processes. J. Appl. Probab. Amarjit Budhiraja, Pierre Nyquist
2015	J	`jnl`	Source detection algorithms for dynamic contaminants based on the analysis of a hydrodynamic limit. CoRR Sergio A. Almada Monter, Amarjit Budhiraja, Jan Hannig
2014	J	`jnl`	A Numerical Scheme for Invariant Distributions of Constrained Diffusions. Math. Oper. Res. Amarjit Budhiraja, Jiang Chen, Sylvain Rubenthaler
2014	J	`jnl`	Bounded-Size Rules: The Barely Subcritical Regime. Comb. Probab. Comput. Shankar Bhamidi, Amarjit Budhiraja, Xuan Wang
2014	J	`jnl`	Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic. Queueing Syst. Theory Appl. Amarjit Budhiraja, Arka P. Ghosh, Xin Liu
2013	J	`jnl`	Confidence Regions for Stochastic Variational Inequalities. Math. Oper. Res. Shu Lu, Amarjit Budhiraja
2012	J	`jnl`	Action Time Sharing Policies for Ergodic Control of Markov Chains. SIAM J. Control. Optim. Amarjit Budhiraja, Xin Liu, Adam Shwartz
2012	J	`jnl`	Stability of Constrained Markov-Modulated Diffusions. Math. Oper. Res. Amarjit Budhiraja, Xin Liu
2011	J	`jnl`	Ergodic Rate Control Problem for Single Class Queueing Networks. SIAM J. Control. Optim. Amarjit Budhiraja, Arka P. Ghosh, Chihoon Lee
2009	J	`jnl`	Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic. Math. Oper. Res. Amarjit Budhiraja, Chihoon Lee
2007	J	`jnl`	Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem. SIAM J. Control. Optim. Amarjit Budhiraja, Kevin Ross
2005	—	`conf`	HJB Equations for Ergodic Control Problems for Constrained Diffusions in Polyhedral Domains. CDC/ECC Vivek S. Borkar, Amarjit Budhiraja
2004	J	`jnl`	Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations. SIAM J. Control. Optim. Vivek S. Borkar, Amarjit Budhiraja
2003	J	`jnl`	An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control. SIAM J. Control. Optim. Amarjit Budhiraja
2001	—	`conf`	Some properties of the nonlinear filter: Markovity and ergodicity. CDC Abhay G. Bhatt, Amarjit Budhiraja, Rajeeva L. Karandikar
2000	J	`jnl`	A nonlinear filtering algorithm based on an approximation of the conditional distribution. IEEE Trans. Autom. Control. Harold J. Kushner, Amarjit Budhiraja
2000	J	`jnl`	Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms. SIAM J. Control. Optim. Amarjit Budhiraja, Harold J. Kushner
2000	J	`jnl`	Markov Property and Ergodicity of the Nonlinear Filter. SIAM J. Control. Optim. Abhay G. Bhatt, Amarjit Budhiraja, Rajeeva L. Karandikar
1999	J	`jnl`	Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes. SIAM J. Appl. Math. Amarjit Budhiraja, Paul Dupuis