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Stochastic Differential Systems, Stochastic Control Theory and Applications
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Cited by

  • 1998Connections between optimal stopping and singular stochastic control67 cited
  • 1989Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation67 cited
  • 2013A Linear Response Bandit Problem63 cited
  • 2012Large systems of diffusions interacting through their ranks59 cited
  • 2012On scheduling a multiclass queue with abandonments under general delay costs53 cited
  • 2009Positive Harris recurrence and diffusion scale analysis of a push pull queueing network40 cited
  • 2003Industrial targeting, experimentation and long-run specialization38 cited
  • 2007Optimal buffer size for a stochastic processing network in heavy traffic35 cited
  • 2010Relationship Between MP and DPP for the Stochastic Optimal Control Problem of Jump Diffusions24 cited
  • 1993On the optimality of LEPT and μc rules for parallel processors and dependent arrival processes23 cited
  • 2008Positive Harris Recurrence and Diffusion Scale Analysis of a Push Pull Queueing Network22 cited
  • 2020Processing Networks22 cited
  • 1990Asymptotically exact decomposition approximations for open queueing networks17 cited
  • 2014An Asymptotic Optimality Result for the Multiclass Queue with Finite Buffers in Heavy Traffic

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14 cited