Publications

with Amit Apte and Sreekar Vadlamani, Asymptotic Properties of Linear Filter for Noise Free Dynamical System, Systems & Control Letters 139 (2020) 104676. pdf
with Amit Apte, Stability of Non-linear Filter for Deterministic Dynamics, Foundations of Data Science, 2021, 3 (3) : 647-675. pdf
with Amarjit Budhiraja and Amit Apte, Some Large Deviations Asymptotics in Small Noise Filtering Problems, SIAM Journal on Control and Optimization, 60(1):385–409, 2022 pdf
with Vivek S. Borkar, A Selection Procedure for Extracting the Unique Feller Weak Solution of Degenerate Diffusions, Applied Mathematics & Optimization 87 (3), 46, 2023, pdf
with Guodong Pang, Large Deviations and Long Time Behavior of Stochastic Fluid Queues with Generalized Fractional Brownian Motion Input, Queueing Systems: Theory and Applications, Volume 105, pp 47–98, 2023.
with Guodong Pang, Sample Path Moderate Deviations for Shot Noise Processes in the High Intensity Regime, submitted, pdf.
Small Noise Limits in Discrete Time Non-linear Filtering and Their Relation to 4D-VAR, submitted.
with Guodong Pang, Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment, submitted, pdf.