I am broadly interested in applications of probability, stochastic processes, and statistics. My research interests include:
For a summary of my research interests, please see my Research statement (PDF)
"Asymptotically optimal control of the criss-cross network in heavy traffic." Under preparation.
"Free boundary characterization of a two-dimensional singular stochastic control problem with state constraints" (with A. Budhiraja). Under preparation.
"Characterization of the differentiation and leptin secretion profile of adult stem cells on patterned polylactide films" (with A. Chaubey, M. R. Leadbetter, C. Gomillon, and K. J. L. Burg). Journal of Biomaterials Science: Polymer Edition (2009), Vol. 20, No. 7-8, 1163-1177.
"Optimal stopping and free boundary characterizations for some Brownian control problems" (PDF) (with Amarjit Budhiraja). Annals of Applied Probability (2008), Vol. 18, No. 6, 2367-2391.
"Convergent numerical scheme for singular stochastic control with state constraints in a portfolio selection problem" (PDF) (with Amarjit Budhiraja). SIAM Journal of Control and Optimization (2007), Vol. 45, No. 6, 2169-2206.
"Surface patterning: Tool to modulate stem cell differentiation in an adipose system" (PDF) (with A. Chaubey, M. R. Leadbetter, and K. J. L. Burg). Journal of Biomedical Research Part B: Applied Biomaterials, (2007), Vol. 84B, No. 1, 70-78.
"Existence of optimal controls for singular control problems with state constraints" (PDF) (with Amarjit Budhiraja). Annals of Applied Probability (2006), Vol. 16, No. 4, 2235-2255.
"Simulation studies of controlled stochastic processing networks" (with Aashish Srinivas). Surdna Summer Research Fellowship, Swarthmore College, Summer 2011.
"A study of the free boundary of a two-dimensional singular stochastic control problem" (PDF) (with Leonid Pekelis). VIGRE undergaduate research project, Stanford University, Summer 2008.