**Journal papers**

**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.,* to appear

**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

**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*