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- Serve the shortest queue and Walsh Brownian motion. The Annals of Applied Probability 2019. 29:613-651 .
- A Skorokhod map on measure-valued paths with applications to priority queues. The Annals of Applied Probability 2018. 28:418-481 .
- Asymptotically optimal control for a multiclass queueing model in the moderate deviation heavy traffic regime. The Annals of Applied Probability 2017. 27:2862-2906 .
- A note on non-existence of diffusion limits for serve-the-longest-queue when the buffers are equal in size. Electronic Communications in Probability 2016. 2016:- .
- An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic. Stochastic Systems 2014. 4:556-603 .
- Scheduling parallel servers in the nondegenerate slowdown diffusion regime: Asymptotic optimality results. The Annals of Applied Probability 2014. 24:760-810 .
- On the risk-sensitive cost for a Markovian multiclass queue with priority. Electronic Communications in Probability 2014. 2014:- .
- On the risk-sensitive cost for a Markovian multiclass queue with priority. Electronic Communications in Probability 2014. 19:1-13 .
- Control of the multiclass ${G/G/1}$ queue in the moderate deviation regime. The Annals of Applied Probability 2014. 24:2033-2069 .
- Asymptotically optimal dynamic pricing for network revenue management. Stochastic Systems 2012. 2:232-276 .
- A stochastic differential game for the inhomogeneous $∊fty$-Laplace equation. The Annals of Probability 2010. 38:498-531 .
- A stochastic differential game for the inhomogeneous ∞-Laplace equation. The Annals of Probability 2010. 38:498-531 .
- Critically loaded queueing models that ate throughput suboptimal. The Annals of Applied Probability 2009. 19:521-555 .
- Exit time, Green function and semilinear elliptic equations. Electronic Journal of Probability 2009. 14:50-71 .
- Critically loaded queueing models that are throughput suboptimal. The Annals of Applied Probability 2009. 19:521-555 .
- Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity. Probability Theory and Related Fields 2008. 142:249-283 .
- Central limit theorem for a many-server queue with random service rates. The Annals of Applied Probability 2008. 18:1548-1568 .
- HJB equations for certain singularly controlled diffusions. The Annals of Applied Probability 2007. 17:1745-1776 .
- Singular control with state constraints on unbounded domain. The Annals of Probability 2006. 34:1864-1909 .
- Queueing systems with many servers: Null controllability in heavy traffic. The Annals of Applied Probability 2006. 16:1764-1804 .
- A diffusion model of scheduling control in queueing systems with many servers. The Annals of Applied Probability 2005. 15:820-852 .
- Scheduling control for queueing systems with many servers: Asymptotic optimality in heavy traffic. The Annals of Applied Probability 2005. 15:2606-2650 .
- Scheduling a multi class queue with many exponential servers: Asymptotic optimality in heavy traffic. The Annals of Applied Probability 2004. 14:1084-1134 .
- Explicit solution for a network control problem in the large deviation regime. Queueing Systems 2004. 46:159-176 .
- An escape-time criterion for queueing networks: Asymptotic risk-sensitive control via differential games. Matematički Bilten (Skopje) 2003. 28:801-835 .
- Stability properties of constrained jump-diffusion processes. Electronic Journal of Probability 2002. 7:1-31 .
- On nodal lines of Neumann eigenfunctions. Electronic Communications in Probability 2002. 7:129-139 .
- Correction note: On positive recurrence of constrained diffusion processes. The Annals of Probability 2001. 29:1404- .
- Correction to: ``On positive recurrence of constrained diffusion processes'' (p979-1000). The Annals of Probability 2001. 29:1404-1404 .
- Correction Note: On Positive Recurrence of Constrained Diffusion Processes. The Annals of Probability 2001. 29:1404-1404 .
- Ballistic deposition on a planar strip. Electronic Communications in Probability 2001. 6:31-38 .
- On positive recurrence of constrained diffusion processes. The Annals of Probability 2001. 29:979-1000 .
- Invariant wedges for a two-point reflecting brownian motion and the ``hot spots'' problem. Electronic Journal of Probability 2001. 6:1-19 .
- Ballistic deposition on a planar strip. Electronic Communications in Probability 2001. 6:31-38 .
- Large deviations and queueing networks: Methods for rate function identification. Stochastic Processes and their Applications 1999. 84:255-296 .
- Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain. The Annals of Probability 1998. 26:1552-1574 .
- Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain. The Annals of Probability 1998. 26:1552-1574 .
- Exponential stability for nonlinear filtering. Annales de l'Institut Henri Poincaré: Probabilités et Statistiques 1997. 33:697-725 .
- Lyapunov exponents for finite state nonlinear filtering. SIAM Journal on Control and Optimization 1997. 35:36-55 .