**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)
*Math.** Op. Res.,* to appear

**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