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Average optimality for risk-sensitive control with general state space JOURNAL ARTICLE published 1 April 2007 in The Annals of Applied Probability |
Finite state multi-armed bandit problems: sensitive-discount, average-reward and average-overtaking optimality JOURNAL ARTICLE published 1 August 1996 in The Annals of Applied Probability |
Average optimality for continuous-time Markov decision processes in Polish spaces JOURNAL ARTICLE published 1 May 2006 in The Annals of Applied Probability |
A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains JOURNAL ARTICLE published 1 February 2005 in The Annals of Applied Probability |
Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space JOURNAL ARTICLE published 1 February 2004 in The Annals of Applied Probability |
Risk-sensitive control for a class of diffusions with jumps JOURNAL ARTICLE published 1 December 2022 in The Annals of Applied Probability |
Risk-sensitive control and an optimal investment model II JOURNAL ARTICLE published 1 May 2002 in The Annals of Applied Probability |
Scheduling control for queueing systems with many servers: Asymptotic optimality in heavy traffic JOURNAL ARTICLE published 1 November 2005 in The Annals of Applied Probability |
Sequential Monte Carlo smoothing for general state space hidden Markov models JOURNAL ARTICLE published 1 December 2011 in The Annals of Applied Probability |
The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms JOURNAL ARTICLE published June 1978 in Advances in Applied Probability |
Some relations between mutual information and estimation error in Wiener space JOURNAL ARTICLE published 1 June 2007 in The Annals of Applied Probability |
Control of end-to-end delay tails in a multiclass network: LWDF discipline optimality JOURNAL ARTICLE published 1 August 2003 in The Annals of Applied Probability |
The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms JOURNAL ARTICLE published June 1978 in Journal of Applied Probability |
Dynamic control of Brownian networks: state space collapse and equivalent workload formulations JOURNAL ARTICLE published 1 August 1997 in The Annals of Applied Probability |
A general lower bound for mixing of single-site dynamics on graphs JOURNAL ARTICLE published 1 June 2007 in The Annals of Applied Probability |
Risk-Sensitive Control BOOK CHAPTER published in Stochastic Modelling and Applied Probability |
Risk-sensitive credit portfolio optimization under partial information and contagion risk JOURNAL ARTICLE published 1 August 2022 in The Annals of Applied Probability |
Model robustness of finite state nonlinear filtering over the infinite time horizon JOURNAL ARTICLE published 1 April 2007 in The Annals of Applied Probability |
Near—Optimal Risk—Sensitive Control BOOK CHAPTER published in Stochastic Modelling and Applied Probability |
Asymptotic optimality of tracking policies in stochastic networks JOURNAL ARTICLE published 1 November 2000 in The Annals of Applied Probability |