**Journal papers**

**A Skorohod map on
measure-valued paths with applications to priority queues** (with A.
Biswas, H. Kaspi and K. Ramanan) *Preprint*

**On the
non-Markovian multiclass queue under risk-sensitive cost** (with G.
Mendelson) *Preprint*

**Optimality of the
generalized cμ rule in the moderate deviation regime** (with S.
Saha) *Preprint*

**Asymptotically optimal control
for a multiclass queueing model in the moderate deviation heavy traffic regime**
(with A. Cohen) *Preprint*

**Workload-dependent dynamic priority
for the multiclass queue with reneging** (with A. Lev-Ari) *Preprint*

**A note on non-existence of
diffusion limits for serve-the-longest-queue when the buffers are equal in size**
(with S. Saha) *Electron. Commun. Probab.,* 21, no. 2, 1-10 (2016)

**An epsilon-Nash equilibrium
with high probability for strategic customers in heavy traffic** (with S.
Saha) *Preprint*

**Information-theoretic
applications of the logarithmic probability comparison bound** (with N. Merhav)
*IEEE Trans. Inform. Th.* Vol. 61, No. 10 (2015)

**A differential game for a
multiclass queueing model in the moderate-deviation heavy-traffic regime**
(with A. Cohen) *Math. Op. Res*., to appear

**On the multi-dimensional skew
Brownian motion** (with A. Budhiraja) *Stoch. Proc. Appl., *Vol.
125, pp. 1911-1925 (2015)

**MDP based optimal pricing for a
cloud computing queueing model** (with I. Cidon and M. Shifrin) *Performance
Evaluation, *78 (2014) 1-6

**Robust bounds on risk-sensitive
functionals via Renyi divergence** (with K. Chowdhary and P. Dupuis) *SIAM
J. Uncertainty Quant., *Vol. 3, pp. 18-33 (2015)

**On the
risk-sensitive cost for a Markovian multiclass queue with priority**
(with A. Goswami and A. Shwartz) *Electron. Commun. Probab., *19 No. 11,
1-13 (2014)

**An asymptotic optimality result for
the multiclass queue with finite buffers in heavy traffic** (with M.
Shifrin) *Stochastic Systems* Vol. 4, No. 2, 556-603 (2014)

**Fluid limits of
G/G/1+G queues under the non-preemptive earliest-deadline-first discipline**
(with A. Biswas and H. Kaspi) *Math. Op. Res.,* Vol. 40, No. 3, 683-702
(2015)

**Control of the multiclass G/G/1
queue in the moderate deviation regime** (with A. Biswas) *Ann. Appl.
Probab., *Vol. 24 No. 5, 2033-2069 (2014)

**Fluid
limits for many-server systems with reneging under a priority policy**
(with H. Kaspi and N. Shimkin) *Math. Op. Res., *Vol. 39, No. 3,
672-696 (2014)

**Scheduling parallel servers in the
non-degenerate slowdown diffusion regime: Asymptotic optimality results**
(with I. Gurvich) *Ann. Appl. Probab., *Vol. 24, No. 2, 760-810 (2014)

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

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

**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) *Stoch. Proc. Appl.* 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*

S. Dali