Publications

SDP for discrete optimization problems

Applications of robust optimization techniques

Convex programming based approximation algorithms

Mechanism design

Revenue management

Queuing networks

• Exponential penalty function based control policies for loss queues

  • with K. Sigman

  • CORC Technical Report TR-2003-04

  • Ann. Appl. Prob. 14(4), pp.1698-1740, 2004.

Growth optimal investment