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Ananda Weerasinghe - Publications

Affiliations: 
Mathematics Iowa State University, Ames, IA, United States 
Area:
Mathematics, General Economics
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17 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2018 Weerasinghe A. Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems Siam Journal On Control and Optimization. 56: 1412-1440. DOI: 10.1137/17M1135967  0.493
2016 Weerasinghe A, Zhu C. Optimal inventory control with path-dependent cost criteria Stochastic Processes and Their Applications. 126: 1585-1621. DOI: 10.1016/J.Spa.2015.11.014  0.518
2015 Weerasinghe A. Optimal service rate perturbations of many server queues in heavy traffic Queueing Systems. 79: 321-363. DOI: 10.1007/S11134-014-9423-9  0.55
2014 Weerasinghe A. Diffusion Approximations for G/M/n + GI Queues with State-Dependent Service Rates Mathematics of Operations Research. 39: 207-228. DOI: 10.1287/Moor.2013.0587  0.405
2013 Weerasinghe A, Mandelbaum A. Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime Queueing Systems. 75: 279-337. DOI: 10.1007/S11134-013-9367-5  0.482
2011 Lee C, Weerasinghe A. Stationarity And Control Of A Tandem Fluid Network With Fractional Brownian Motion Input Advances in Applied Probability. 43: 847-874. DOI: 10.1239/Aap/1316792672  0.436
2011 Lee C, Weerasinghe A. Convergence of a queueing system in heavy traffic with general patience-time distributions Stochastic Processes and Their Applications. 121: 2507-2552. DOI: 10.1016/J.Spa.2011.07.003  0.422
2010 Ghosh AP, Roitershtein A, Weerasinghe A. Optimal control of a stochastic processing system driven by a fractional brownian motion input Advances in Applied Probability. 42: 183-209. DOI: 10.1239/Aap/1269611149  0.53
2010 Ghosh AP, Ryan SM, Wang L, Weerasinghe A. Heavy Traffic Analysis of a Simple Closed-Loop Supply Chain Stochastic Models. 26: 549-593. DOI: 10.1080/15326349.2010.519665  0.484
2007 Weerasinghe A. An Abelian Limit Approach to a Singular Ergodic Control Problem Siam Journal On Control and Optimization. 46: 714-737. DOI: 10.1137/050646998  0.497
2006 Meng Q, Weerasinghe A. Optimal Portfolio Selection Strategies In The Presence Of Transaction Costs International Journal of Theoretical and Applied Finance. 9: 619-641. DOI: 10.1142/S021902490600369X  0.532
2005 Weerasinghe A. A Bounded Variation Control Problem for Diffusion Processes Siam Journal On Control and Optimization. 44: 389-417. DOI: 10.1137/S0363012903436119  0.535
2003 Ocone DL, Weerasinghe A. Degenerate Variance Control in the One-dimensional Stationary Case Electronic Journal of Probability. 8: 27. DOI: 10.1214/Ejp.V8-181  0.517
2003 Weerasinghe A. Minimizing Infinite Time Horizon Discounted Cost with Mean, Variance, and Bounded Variation Controls Siam Journal On Control and Optimization. 42: 1395-1415. DOI: 10.1137/S0363012902403948  0.575
2000 Ocone D, Weerasinghe A. Degenerate Variance Control of a One-Dimensional Diffusion Siam Journal On Control and Optimization. 39: 1-24. DOI: 10.1137/S0363012998347122  0.499
1992 Athreya KB, Weerasinghe A. Reflecting Ito Processes in a Stochastic Control Problem Mathematics of Operations Research. 17: 740-750. DOI: 10.1287/Moor.17.3.740  0.337
1989 Sudderth WD, Weerasinghe A. Controlling a Process to a Goal in Finite Time Mathematics of Operations Research. 14: 400-409. DOI: 10.1287/Moor.14.3.400  0.347
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