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Sensor allocation problems on the real lineKranakis, Evangelos; Shaikhet, Gennady · Journal of Applied Probability · 2016
Critically Loaded Queueing Models that Are Throughput SuboptimalRami Atar and Gennady Shaikhet · The Annals of Applied Probability · 2009
Simplified Control Problems for Multiclass Many-Server Queueing SystemsRami Atar, Avi Mandelbaum and Gennady Shaikhet · Mathematics of Operations Research · 2009
Queueing systems with many servers: Null controllability in heavy trafficAtar, Rami; Mandelbaum, Avi; Shaikhet, Gennady · The Annals of Applied Probability · 2006
Queueing Systems with Many Servers: Null Controllability in Heavy TrafficRami Atar, Avi Mandelbaum and Gennady Shaikhet · The Annals of Applied Probability · 2006
Simplified Control Problems for Multiclass Many-Server Queueing SystemsAtar, Rami; Mandelbaum, Avi; Shaikhet, Gennady · Mathematics of Operations Research · 2009
Optimal Execution in a General One-Sided Limit-Order BookPredoiu, Silviu; Shaikhet, Gennady; Shreve, Steven · SIAM Journal on Financial Mathematics · 2011
A theory of bond portfoliosEkeland, Ivar; Taflin, Erik · The Annals of Applied Probability · 2005
The Pricing of the American OptionRavi Myneni · The Annals of Applied Probability · 1992
Stability of Generalized Jackson NetworksS. P. Meyn and D. Down · The Annals of Applied Probability · 1994
Optimal arbitrage under model uncertaintyFernholz, Daniel; Karatzas, Ioannis · The Annals of Applied Probability · 2011
Backward-Forward Stochastic Differential EquationsAntonelli, Fabio · The Annals of Applied Probability · 1993
Asymptotics of robust utility maximizationKnispel, Thomas · The Annals of Applied Probability · 2012
Utility maximization in incomplete marketsHu, Ying; Imkeller, Peter; Müller, Matthias · The Annals of Applied Probability · 2005
Propagation of chaos in neural fieldsTouboul, Jonathan · The Annals of Applied Probability · 2014