Publications by Rami Atar


Journal papers


On the multi-dimensional skew Brownian motion (with A. Budhiraja) Preprint

MDP based optimal pricing for a cloud computing queueing model (with I. Cidon and M. Shifrin) Preprint

Robust bounds on risk-sensitive functionals via Renyi divergence (with K. Chowdhary and P. Dupuis) Preprint

On the risk-sensitive cost for a Markovian multiclass queue with priority (with A. Goswami and A. Shwartz) Electron. Commun. Probab., to appear

An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic (with M. Shifrin) Preprint

Fluid limits of G/G/1+G queues under the non-preemptive earliest-deadline-first discipline (with A. Biswas and H. Kaspi) Preprint

Asymptotically optimal dynamic pricing for network revenue management (with M. Reiman) Stochastic Systems, 2, (2012), 232--276

Control of the multiclass G/G/1 queue in the moderate deviation regime (with A. Biswas) Ann. Appl. Probab., to appear

Fluid limits for many-server systems with reneging under a priority policy (with H. Kaspi and N. Shimkin) Math. Op. Res., to appear

Scheduling parallel servers in the non-degenerate slowdown diffusion regime: Asymptotic optimality results (with I. Gurvich) Ann. Appl. Probab., to appear

Risk-sensitive control for the parallel server model (with A. Goswami and A. Shwartz) SIAM J. Control Optim., 51(6), 4363–4386 (2013)

Mutual information, relative entropy, and estimation in the Poisson channel (with T. Weissman) IEEE Trans. Inform. Th., Vol. 58 No. 3 (2012)

A diffusion regime with nondegenerate slowdown Oper. Res., Vol. 60, no. 2, 490–500 (2012) and an Appendix containing proofs

Asymptotically optimal interruptible service policies for scheduling jobs in a diffusion regime with non-degenerate slowdown (with N. Solomon) QUESTA, Vol. 69, No. 3, 217-235 (2011)

On the asymptotic optimality of the c mu/ theta rule under ergodic cost (with C. Giat and N. Shimkin) QUESTA, Vol. 67 no. 2, 127-144 (2011)

A blind policy for equalizing cumulative idleness (with Y. Y. Shaki and A. Shwartz) QUESTA, Vol. 67 No. 4, 275-293 (2011)

On near optimal trajectories for a game associated with the infinity-Laplacian (with A. Budhiraja) Probab. Th. Rel. Fields, Vol. 151, no. 3-4, 509-528 (2011)

The c mu/ theta rule for many-server queues with abandonment (with C. Giat and N. Shimkin) Oper. Res., Vol. 58 No. 5, 1427-1439 (2010)

A stochastic differential game for the inhomogeneous infinity-Laplace equation (with A. Budhiraja) Ann. Probab., Vol. 38, no. 2, 498-531 (2010)

Simplified control problems for multi-class many-server queueing systems (with A. Mandelbaum and G. Shaikhet) Math. Op. Res., Vol. 34, no. 4, 795–812 (2009)

Exit time, Green function and semilinear elliptic equations (with S. Athreya and Z.-Q. Chen) Elect. Jour. Probab. Vol. 14, Paper no. 3, 50-71 (2009)

Efficient routing in heavy traffic under partial sampling of service times (with A. Shwartz) Math. Op. Res., 33: 899 - 909 (2008)

Critically loaded queueing models that are throughput sub-optimal (with G. Shaikhet) Ann. Appl. Probab., 19, no. 2, 521-555 (2009)

Central limit theorem for a many-server queue with random service rates Ann. Appl. Probab. 18, no. 4, 1548-1568 (2008)

Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity (with A. Budhiraja and K. Ramanan) Probab. Th. Rel. Fields, 142, no. 1-2, 249-283 (2008)

Mirror couplings and Neumann eigenfunctions (with K. Burdzy) Indiana Univ. Math. Journal, Vol. 57, no. 3 1317—1351 (2008)

HJB equations for certain singularly controlled diffusions (with A. Budhiraja and R. J. Williams) Ann. Appl. Probab. 17 no. 5-6, 1745--1776 (2007)

Queueing systems with many servers: null controllability in heavy traffic (with A. Mandelbaum and G. Shaikhet) Ann. Appl. Probab. 16 no. 4, 1764—1804 (2006)

Singular control with state constraints on unbounded domain (with A. Budhiraja) Ann. Probab. 34 no. 5,  1864—1909 (2006)

Scheduling control for queueing systems with many servers: Asymptotic optimality in heavy traffic Ann. Appl. Probab. 15 no. 4,  2606—2650 (2005)

A diffusion model of scheduling control in queueing systems with many servers Ann. Appl. Probab.,  15, no. 1B, 820-852 (2005)

Explicit solution for a network control problem in the large deviation regime (with P. Dupuis and A. Shwartz) Queueing Systems, 46 Issue 1-2 p. 159-176 (2004)

Scheduling a multi-class queue with many exponential servers: Asymptotic optimality in heavy-traffic (with A. Mandelbaum and M. Reiman) Ann. Appl. Prob. 14 no.3 1084-1134 (2004)

A Brownian control problem for a simple queueing system in the Halfin-Whitt regime (with A. Mandelbaum and M. Reiman) Systems Control Lett. 51 no. 3-4 p. 269-275 (2004)

An escape time criterion for queueing networks: Asymptotic risk-sensitive control via differential games (with P. Dupuis and A. Shwartz) Math. Op. Res., 28 no. 4 p. 801-835 (2003)

On Neumann eigenfunctions in lip domains (with K. Burdzy) Journal of the AMS, 17, 243-265 (2004)

On nodal lines of Neumann eigenfunctions (with K. Burdzy) Electronic Communications in Probability, Vol. 7, paper 14, p.129-139 (2002)

Stability properties of constrained jump-diffusion processes (with A. Budhiraja), Electronic Journal of Probability, Vol 7, paper 22, p. 1-31 (2002)

Ballistic deposition on a planar strip (with S. Athreya and M. Kang) Electronic Communications in Probability, Vol. 6, paper 3, p. 31-38 (2001)

On positive recurrence of constrained diffusion processes (with A. Budhiraja and P. Dupuis) The Annals of Probability, Vol. 29, No. 2, 979--1000 (2001)

Invariant wedges for a two point reflecting Brownian motion and the `hot spots' problem Electronic Journal of Probability, Vol. 6, paper 18, p. 1-19 (2001)

A differential game with constrained dynamics and viscosity solutions of a related HJB equation (with P. Dupuis) Nonlinear Analysis, Vol. 51, No. 7, p. 1105--1130 (2002)

Large deviations and queueing networks: Methods for rate function identification (with P. Dupuis) Sochastic Processes and their Applications 84 255-296 (1999)

Robustness of Zakai's equation via Feynman-Kac representations. (with F. Viens and O. Zeitouni) Stochastic analysis, control, optimization and applications, 339--352, Birkhäuser Boston, MA (1999)

Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain . Ann. Probab. 26 (1998), no. 4, 1552--1574

A note on the memory length of optimal nonlinear filters (with O. Zeitouni) Systems Control Lett. 35 (1998), no 2, 131--135

Exponential stability for nonlinear filtering (with O. Zeitouni) Ann. Inst. H. Poincare, Probab. Statist. 33 (1997), no. 6, 697--725


Lyapunov exponents for finite state nonlinear filtering (with O. Zeitouni) SIAM J. Control Optim. 35 (1997), no. 1, 36--55


Book chapters

Exponential decay rate of the filter’s dependence on the initial distribution The Oxford Handbook of Nonlinear Filtering, Oxford University Press (2011)


Conference papers (selected)

Control of fork-join networks in heavy traffic (with A. Mandelbaum and A. Zviran), Allerton 2012