검색결과 : 10건
| No. | Article |
|---|---|
| 1 |
A NUMERICAL SCHEME FOR A MEAN FIELD GAME IN SOME QUEUEING SYSTEMS BASED ON MARKOV CHAIN APPROXIMATION METHOD Bayraktar E, Budhiraja A, Cohen A SIAM Journal on Control and Optimization, 56(6), 4017, 2018 |
| 2 |
ACTION TIME SHARING POLICIES FOR ERGODIC CONTROL OF MARKOV CHAINS Budhiraja A, Liu X, Shwartz A SIAM Journal on Control and Optimization, 50(1), 171, 2012 |
| 3 |
ERGODIC RATE CONTROL PROBLEM FOR SINGLE CLASS QUEUEING NETWORKS Budhiraja A, Ghosh AP, Lee C SIAM Journal on Control and Optimization, 49(4), 1570, 2011 |
| 4 |
Convergent numerical scheme for singular stochastic control with state constraints in a portfolio selection problem Budhiraja A, Ross K SIAM Journal on Control and Optimization, 45(6), 2169, 2007 |
| 5 |
An ergodic control problem for constrained diffusion processes: Existence of optimal Markov control Budhiraja A SIAM Journal on Control and Optimization, 42(2), 532, 2003 |
| 6 |
Markov property and ergodicity of the nonlinear filter Bhatt AG, Budhiraja A, Karandikar RL SIAM Journal on Control and Optimization, 39(3), 928, 2000 |
| 7 |
Approximation and limit results for nonlinear filters over an infinite time interval Budhiraja A, Kushner HJ SIAM Journal on Control and Optimization, 37(6), 1946, 1999 |
| 8 |
Robustness of nonlinear filters over the infinite time interval Budhiraja A, Kushner HJ SIAM Journal on Control and Optimization, 36(5), 1618, 1998 |
| 9 |
The Feynman-Stratonovich Semigroup and Stratonovich Integral Expansions in Nonlinear Filtering Budhiraja A, Kallianpur G Applied Mathematics and Optimization, 35(1), 91, 1997 |
| 10 |
The Generalized Hu-Meyer Formula for Random Kernels Budhiraja A, Kallianpur G Applied Mathematics and Optimization, 35(2), 177, 1997 |