Amarjit Budhiraja

According to our database, Amarjit Budhiraja authored at least 30 papers between 1999 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Does Momentum Help in Stochastic Optimization? A Sample Complexity Analysis.

Swetha Ganesh, Rohan Deb, Gugan Thoppe, Amarjit Budhiraja

Proceedings of the Uncertainty in Artificial Intelligence, 2023

2022

Some Large Deviation Asymptotics in Small Noise Filtering Problems.

Anugu Sumith Reddy, Amarjit Budhiraja, Amit Apte

SIAM J. Control. Optim., 2022

Empirical measure large deviations for reinforced chains on finite spaces.

Amarjit Budhiraja, Adam Waterbury

Syst. Control. Lett., 2022

Large Deviations for the Single-Server Queue and the Reneging Paradox.

Rami Atar, Amarjit Budhiraja, Paul Dupuis, Ruoyu Wu

Math. Oper. Res., 2022

2021

Does Momentum Help? A Sample Complexity Analysis.

Gugan Thoppe, Rohan Deb, Swetha Ganesh, Amarjit Budhiraja

CoRR, 2021

Minimization of a class of rare event probabilities and buffered probabilities of exceedance.

Amarjit Budhiraja, Shu Lu, Yang Yu, Quoc Tran-Dinh

Ann. Oper. Res., 2021

2020

Control Policies Approaching Hierarchical Greedy Ideal Performance in Heavy Traffic for Resource Sharing Networks.

Amarjit Budhiraja, Dane Johnson

Math. Oper. Res., 2020

Augmenting Molecular Images with Vector Representations as a Featurization Technique for Drug Classification.

Daniel de Marchi, Amarjit Budhiraja

Proceedings of the 2020 IEEE International Conference on Acoustics, 2020

2018

A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method.

Erhan Bayraktar, Amarjit Budhiraja, Asaf Cohen

SIAM J. Control. Optim., 2018

Source Detection Algorithms for Dynamic Contaminants Based on the Analysis of a Hydrodynamic Limit.

Sergio A. Almada Monter, Amarjit Budhiraja, Jan Hannig

SIAM J. Appl. Math., 2018

2017

Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities.

Michael Lamm, Shu Lu, Amarjit Budhiraja

Math. Program., 2017

2015

Aggregation models with limited choice and the multiplicative coalescent.

Shankar Bhamidi, Amarjit Budhiraja, Xuan Wang

Random Struct. Algorithms, 2015

Large deviations for multidimensional state-dependent shot-noise processes.

Amarjit Budhiraja, Pierre Nyquist

J. Appl. Probab., 2015

2014

Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic.

Amarjit Budhiraja, Arka P. Ghosh, Xin Liu

Queueing Syst. Theory Appl., 2014

A Numerical Scheme for Invariant Distributions of Constrained Diffusions.

Amarjit Budhiraja, Jiang Chen, Sylvain Rubenthaler

Math. Oper. Res., 2014

Bounded-Size Rules: The Barely Subcritical Regime.

Shankar Bhamidi, Amarjit Budhiraja, Xuan Wang

Comb. Probab. Comput., 2014

2013

Confidence Regions for Stochastic Variational Inequalities.

Shu Lu, Amarjit Budhiraja

Math. Oper. Res., 2013

2012

Action Time Sharing Policies for Ergodic Control of Markov Chains.

Amarjit Budhiraja, Xin Liu, Adam Shwartz

SIAM J. Control. Optim., 2012

Stability of Constrained Markov-Modulated Diffusions.

Amarjit Budhiraja, Xin Liu

Math. Oper. Res., 2012

2011

Ergodic Rate Control Problem for Single Class Queueing Networks.

Amarjit Budhiraja, Arka P. Ghosh, Chihoon Lee

SIAM J. Control. Optim., 2011

2009

Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic.

Amarjit Budhiraja, Chihoon Lee

Math. Oper. Res., 2009

2007

Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem.

Amarjit Budhiraja, Kevin Ross

SIAM J. Control. Optim., 2007

2005

HJB Equations for Ergodic Control Problems for Constrained Diffusions in Polyhedral Domains.

Vivek S. Borkar, Amarjit Budhiraja

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

2004

Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations.

Vivek S. Borkar, Amarjit Budhiraja

SIAM J. Control. Optim., 2004

2003

An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control.

Amarjit Budhiraja

SIAM J. Control. Optim., 2003

2001

Some properties of the nonlinear filter: Markovity and ergodicity.

Abhay G. Bhatt, Amarjit Budhiraja, Rajeeva L. Karandikar

Proceedings of the 40th IEEE Conference on Decision and Control, 2001

2000

A nonlinear filtering algorithm based on an approximation of the conditional distribution.

Harold J. Kushner, Amarjit Budhiraja

IEEE Trans. Autom. Control., 2000

Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms.

Amarjit Budhiraja, Harold J. Kushner

SIAM J. Control. Optim., 2000

Markov Property and Ergodicity of the Nonlinear Filter.

Abhay G. Bhatt, Amarjit Budhiraja, Rajeeva L. Karandikar

SIAM J. Control. Optim., 2000

1999

Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes.

Amarjit Budhiraja, Paul Dupuis

SIAM J. Appl. Math., 1999