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A differential game for a multiclass queueing model in the moderate-deviation heavy-traffic regime
Atar, Rami, (2016)
A risk-sensitive stochastic control approach to an optimal investment problem with partial information
Hata, Hiroaki, (2006)
Long time asymptotics for optimal investment
Pham, Huyen, (2014)
Exit time and invariant measure asymptotics for small noise constrained diffusions
Biswas, Anup, (2011)
Fluid limits of G/G/1+G queues under the nonpreemptive earliest-deadline-first discipline
Atar, Rami, (2015)