Many-server queues with customer abandonment: Numerical analysis of their diffusion model
Author(s): Shuangchi He | Jim Dai
Volume: 3
Issue: 1
Year: 2013
Author(s): Shuangchi He | Jim Dai Volume: 3 Issue: 1 Year: 2013
A linear response bandit problem
Author(s): Alexander Goldenshluger | Assaf Zeevi
Volume: 3
Issue: 1
Year: 2013
Author(s): Alexander Goldenshluger | Assaf Zeevi Volume: 3 Issue: 1 Year: 2013
Many-server queues with customer abandonment: Numerical analysis of their diffusion model
Author(s): Shuangchi He | Jim Dai
Volume: 3
Issue: 1
Year: 2013
Author(s): Shuangchi He | Jim Dai Volume: 3 Issue: 1 Year: 2013
Optimal paths in large deviations of symmetric reflected Brownian motion in the octant
Author(s): Ziyu Liang | John J. Hasenbein
Volume: 3
Issue: 1
Year: 2013
Author(s): Ziyu Liang | John J. Hasenbein Volume: 3 Issue: 1 Year: 2013
On the convergence of simulation-based iterative methods for solving singular linear systems
Author(s): Mengdi Wang | Dimitri P. Bertsekas
Volume: 3
Issue: 1
Year: 2013
Author(s): Mengdi Wang | Dimitri P. Bertsekas Volume: 3 Issue: 1 Year: 2013
Directed random graphs with given degree distributions
Author(s): Ningyuan Chen | Mariana Olvera-Cravioto
Volume: 3
Issue: 1
Year: 2013
Author(s): Ningyuan Chen | Mariana Olvera-Cravioto Volume: 3 Issue: 1 Year: 2013
A linear response bandit problem
Author(s): Alexander Goldenshluger | Assaf Zeevi
Volume: 3
Issue: 1
Year: 2013
Author(s): Alexander Goldenshluger | Assaf Zeevi Volume: 3 Issue: 1 Year: 2013
Some new results on information percolation
Author(s): Alain Bélanger | Gaston Giroux
Volume: 3
Issue: 1
Year: 2013
Author(s): Alain Bélanger | Gaston Giroux Volume: 3 Issue: 1 Year: 2013
Fluid limits for overloaded multiclass FIFO single-server queues with general abandonment
Author(s): Otis B. Jennings | Amber L. Puha
Volume: 3
Issue: 1
Year: 2013
Author(s): Otis B. Jennings | Amber L. Puha Volume: 3 Issue: 1 Year: 2013
Fluid limits for overloaded multiclass FIFO single-server queues with general abandonment
Author(s): Otis B. Jennings | Amber L. Puha
Volume: 3
Issue: 1
Year: 2013
Author(s): Otis B. Jennings | Amber L. Puha Volume: 3 Issue: 1 Year: 2013
On the convergence of simulation-based iterative methods for solving singular linear systems
Author(s): Mengdi Wang | Dimitri P. Bertsekas
Volume: 3
Issue: 1
Year: 2013
Author(s): Mengdi Wang | Dimitri P. Bertsekas Volume: 3 Issue: 1 Year: 2013
Optimal paths in large deviations of symmetric reflected Brownian motion in the octant
Author(s): Ziyu Liang | John J. Hasenbein
Volume: 3
Issue: 1
Year: 2013
Author(s): Ziyu Liang | John J. Hasenbein Volume: 3 Issue: 1 Year: 2013
Directed random graphs with given degree distributions
Author(s): Ningyuan Chen | Mariana Olvera-Cravioto
Volume: 3
Issue: 1
Year: 2013
Author(s): Ningyuan Chen | Mariana Olvera-Cravioto Volume: 3 Issue: 1 Year: 2013
Stability of a stochastic model for demand-response
Author(s): Jean-Yves Le Boudec | Dan-Cristian Tomozei
Volume: 3
Issue: 1
Year: 2013
Author(s): Jean-Yves Le Boudec | Dan-Cristian Tomozei Volume: 3 Issue: 1 Year: 2013
Asynchronous stochastic approximation with differential inclusions
Author(s): Steven Perkins | David S. Leslie
Volume: 2
Issue: 2
Year: 2012
Author(s): Steven Perkins | David S. Leslie Volume: 2 Issue: 2 Year: 2012
Tightness of invariant distributions of a large-scale flexible service system under a priority discipline
Author(s): Alexander L. Stolyar | Elena Yudovina
Volume: 2
Issue: 2
Year: 2012
Author(s): Alexander L. Stolyar | Elena Yudovina Volume: 2 Issue: 2 Year: 2012
Asymptotically optimal dynamic pricing for network revenue management
Author(s): Rami Atar | Martin I. Reiman
Volume: 2
Issue: 2
Year: 2012
Author(s): Rami Atar | Martin I. Reiman Volume: 2 Issue: 2 Year: 2012
Diffusion approximation for an input-queued switch operating under a maximum weight matching policy
Author(s): Weining Kang | Ruth J. Williams,
Volume: 2
Issue: 2
Year: 2012
Author(s): Weining Kang | Ruth J. Williams, Volume: 2 Issue: 2 Year: 2012
Asymptotics of the invariant measure in mean field models with jumps
Author(s): Vivek Shripad Borkar | Rajesh Sundaresan
Volume: 2
Issue: 2
Year: 2012
Author(s): Vivek Shripad Borkar | Rajesh Sundaresan Volume: 2 Issue: 2 Year: 2012
Wiener-Hopf factorizations for a multidimensional Markov additive process and their applications to reflected processes
Author(s): Masakiyo Miyazawa | Bert Zwart
Volume: 2
Issue: 1
Year: 2012
Author(s): Masakiyo Miyazawa | Bert Zwart Volume: 2 Issue: 1 Year: 2012
On the power of (even a little) resource pooling
Author(s): John N. Tsitsiklis | Kuang Xu
Volume: 2
Issue: 1
Year: 2012
Author(s): John N. Tsitsiklis | Kuang Xu Volume: 2 Issue: 1 Year: 2012
Flow-level convergence and insensitivity for multi-class queueing networks
Author(s): Neil S. Walton
Volume: 2
Issue: 1
Year: 2012
Author(s): Neil S. Walton Volume: 2 Issue: 1 Year: 2012
Stability of a Markov-modulated Markov chain, with application to a wireless network governed by two protocols
Author(s): Sergey Foss | Seva Shneer | Andrey Turlikov
Volume: 2
Issue: 1
Year: 2012
Author(s): Sergey Foss | Seva Shneer | Andrey Turlikov Volume: 2 Issue: 1 Year: 2012
Spectral gap of the Erlang A model in the Halfin-Whitt regime
Author(s): Johan S.H. van Leeuwaarden | Charles Knessl
Volume: 2
Issue: 1
Year: 2012
Author(s): Johan S.H. van Leeuwaarden | Charles Knessl Volume: 2 Issue: 1 Year: 2012
The missing piece syndrome in peer-to-peer communication
Author(s): Bruce Hajek | Ji Zhu
Volume: 1
Issue: 2
Year: 2011
Author(s): Bruce Hajek | Ji Zhu Volume: 1 Issue: 2 Year: 2011
Analysis of a splitting estimator for rare event probabilities in Jackson networks
Author(s): Jose Blanchet | Kevin Leder | Yixi Shi
Volume: 1
Issue: 2
Year: 2011
Author(s): Jose Blanchet | Kevin Leder | Yixi Shi Volume: 1 Issue: 2 Year: 2011
Subsampling algorithms for semidefinite programming
Author(s): Alexandre W. d'Aspremont
Volume: 1
Issue: 2
Year: 2011
Author(s): Alexandre W. d'Aspremont Volume: 1 Issue: 2 Year: 2011
Lévy-driven polling systems and continuous-state branching processes
Author(s): Onno Boxma | Jevgenijs Ivanovs | Kamil Marcin Kosiński | Michel Mandjes
Volume: 1
Issue: 2
Year: 2011
Author(s): Onno Boxma | Jevgenijs Ivanovs | Kamil Marcin Kosiński | Michel Mandjes Volume: 1 Issue: 2 Year: 2011
Nearly periodic behavior in the overloaded G/D/s+GI queue
Author(s): Yunan Liu | Ward Whitt
Volume: 1
Issue: 2
Year: 2011
Author(s): Yunan Liu | Ward Whitt Volume: 1 Issue: 2 Year: 2011
On the superposition of heterogeneous traffic at large time scales
Author(s): Luis López-Oliveros | Sidney I. Resnick
Volume: 1
Issue: 2
Year: 2011
Author(s): Luis López-Oliveros | Sidney I. Resnick Volume: 1 Issue: 2 Year: 2011
Reflecting Brownian motion in two dimensions: Exact asymptotics for the stationary distribution
Author(s): Jim Dai | Masakiyo Miyazawa
Volume: 1
Issue: 1
Year: 2011
Author(s): Jim Dai | Masakiyo Miyazawa Volume: 1 Issue: 1 Year: 2011
Portfolio rebalancing error with jumps and mean reversion in asset prices
Author(s): Paul Glasserman | Xingbo Xu
Volume: 1
Issue: 1
Year: 2011
Author(s): Paul Glasserman | Xingbo Xu Volume: 1 Issue: 1 Year: 2011
Solving variational inequalities with stochastic mirror-prox algorithm
Author(s): Anatoli B. Juditsky | Arkadi S. Nemirovski | Claire Tauvel
Volume: 1
Issue: 1
Year: 2011
Author(s): Anatoli B. Juditsky | Arkadi S. Nemirovski | Claire Tauvel Volume: 1 Issue: 1 Year: 2011
Diffusion limits for shortest remaining processing time queues
Author(s): H. Christian Gromoll | Łukasz Kruk | Amber L. Puha
Volume: 1
Issue: 1
Year: 2011
Author(s): H. Christian Gromoll | Łukasz Kruk | Amber L. Puha Volume: 1 Issue: 1 Year: 2011
An ODE for an overloaded X model involving a stochastic averaging principle
Author(s): Ohad Perry | Ward Whitt
Volume: 1
Issue: 1
Year: 2011
Author(s): Ohad Perry | Ward Whitt Volume: 1 Issue: 1 Year: 2011
