Amarjit Budhiraja

Publication Activity (10 Years)

Years Active: 1999-2023
Publications (10 Years): 12

Top Topics

Numerical Scheme

Queueing Systems

Variational Inequalities

Vector Representation

Top Venues

Math. Oper. Res.

SIAM J. Control. Optim.

Comb. Probab. Comput.

Publications

Swetha Ganesh, Rohan Deb, Gugan Thoppe, Amarjit Budhiraja
Does Momentum Help in Stochastic Optimization? A Sample Complexity Analysis. UAI (2023)
Rami Atar, Amarjit Budhiraja, Paul Dupuis, Ruoyu Wu
Large Deviations for the Single-Server Queue and the Reneging Paradox. Math. Oper. Res. 47 (1) (2022)
Anugu Sumith Reddy, Amarjit Budhiraja, Amit Apte
Some Large Deviation Asymptotics in Small Noise Filtering Problems. SIAM J. Control. Optim. 60 (1) (2022)
Amarjit Budhiraja, Adam Waterbury
Empirical measure large deviations for reinforced chains on finite spaces. Syst. Control. Lett. 169 (2022)
Gugan Thoppe, Rohan Deb, Swetha Ganesh, Amarjit Budhiraja
Does Momentum Help? A Sample Complexity Analysis. CoRR (2021)
Amarjit Budhiraja, Shu Lu, Yang Yu, Quoc Tran-Dinh
Minimization of a class of rare event probabilities and buffered probabilities of exceedance. Ann. Oper. Res. 302 (1) (2021)
Amarjit Budhiraja, Dane Johnson
Control Policies Approaching Hierarchical Greedy Ideal Performance in Heavy Traffic for Resource Sharing Networks. Math. Oper. Res. 45 (3) (2020)
Daniel de Marchi, Amarjit Budhiraja
Augmenting Molecular Images with Vector Representations as a Featurization Technique for Drug Classification. CoRR (2020)
Daniel de Marchi, Amarjit Budhiraja
Augmenting Molecular Images with Vector Representations as a Featurization Technique for Drug Classification. ICASSP (2020)
Erhan Bayraktar, Amarjit Budhiraja, Asaf Cohen
A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method. SIAM J. Control. Optim. 56 (6) (2018)
Sergio A. Almada Monter, Amarjit Budhiraja, Jan Hannig
Source Detection Algorithms for Dynamic Contaminants Based on the Analysis of a Hydrodynamic Limit. SIAM J. Appl. Math. 78 (5) (2018)
Michael Lamm, Shu Lu, Amarjit Budhiraja
Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities. Math. Program. 165 (1) (2017)
Sergio A. Almada Monter, Amarjit Budhiraja, Jan Hannig
Source detection algorithms for dynamic contaminants based on the analysis of a hydrodynamic limit. CoRR (2015)
Shankar Bhamidi, Amarjit Budhiraja, Xuan Wang
Aggregation models with limited choice and the multiplicative coalescent. Random Struct. Algorithms 46 (1) (2015)
Amarjit Budhiraja, Pierre Nyquist
Large deviations for multidimensional state-dependent shot-noise processes. J. Appl. Probab. 52 (4) (2015)
Amarjit Budhiraja, Arka P. Ghosh, Xin Liu
Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic. Queueing Syst. Theory Appl. 78 (1) (2014)
Shankar Bhamidi, Amarjit Budhiraja, Xuan Wang
Bounded-Size Rules: The Barely Subcritical Regime. Comb. Probab. Comput. 23 (4) (2014)
Amarjit Budhiraja, Jiang Chen, Sylvain Rubenthaler
A Numerical Scheme for Invariant Distributions of Constrained Diffusions. Math. Oper. Res. 39 (2) (2014)
Shu Lu, Amarjit Budhiraja
Confidence Regions for Stochastic Variational Inequalities. Math. Oper. Res. 38 (3) (2013)
Amarjit Budhiraja, Xin Liu
Stability of Constrained Markov-Modulated Diffusions. Math. Oper. Res. 37 (4) (2012)
Amarjit Budhiraja, Xin Liu, Adam Shwartz
Action Time Sharing Policies for Ergodic Control of Markov Chains. SIAM J. Control. Optim. 50 (1) (2012)
Amarjit Budhiraja, Arka P. Ghosh, Chihoon Lee
Ergodic Rate Control Problem for Single Class Queueing Networks. SIAM J. Control. Optim. 49 (4) (2011)
Amarjit Budhiraja, Chihoon Lee
Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic. Math. Oper. Res. 34 (1) (2009)
Amarjit Budhiraja, Kevin Ross
Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem. SIAM J. Control. Optim. 45 (6) (2007)
Vivek S. Borkar, Amarjit Budhiraja
HJB Equations for Ergodic Control Problems for Constrained Diffusions in Polyhedral Domains. CDC/ECC (2005)
Vivek S. Borkar, Amarjit Budhiraja
Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations. SIAM J. Control. Optim. 43 (4) (2004)
Amarjit Budhiraja
An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control. SIAM J. Control. Optim. 42 (2) (2003)
Abhay G. Bhatt, Amarjit Budhiraja, Rajeeva L. Karandikar
Some properties of the nonlinear filter: Markovity and ergodicity. CDC (2001)
Harold J. Kushner, Amarjit Budhiraja
A nonlinear filtering algorithm based on an approximation of the conditional distribution. IEEE Trans. Autom. Control. 45 (3) (2000)
Abhay G. Bhatt, Amarjit Budhiraja, Rajeeva L. Karandikar
Markov Property and Ergodicity of the Nonlinear Filter. SIAM J. Control. Optim. 39 (3) (2000)
Amarjit Budhiraja, Harold J. Kushner
Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms. SIAM J. Control. Optim. 38 (6) (2000)
Amarjit Budhiraja, Paul Dupuis
Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes. SIAM J. Appl. Math. 59 (5) (1999)