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Chihoon Lee · Study
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Author
Chihoon Lee
7 works
· latest 2019
· 3 institutions
cluster: provisional
ORCID 0000-0001-5448-2787
Works
7 shown
Optimal Control of a Time-Varying Double-Ended Production Queueing Model
Stochastic Systems
·
2019
·
4 authors
·
Open access
21
citations
Deep learning models for bankruptcy prediction using textual disclosures
European Journal of Operational Research
·
2018
·
4 authors
480
citations
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes
European Journal of Operational Research
·
2017
·
3 authors
·
Open access
51
citations
Convergence of a queueing system in heavy traffic with general patience-time distributions
Stochastic Processes and their Applications
·
2011
·
2 authors
·
Open access
23
citations
Ergodic Rate Control Problem for Single Class Queueing Networks
SIAM Journal on Control and Optimization
·
2011
·
3 authors
·
Open access
29
citations
Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic
Mathematics of Operations Research
·
2009
·
2 authors
·
Open access
87
citations
Long time asymptotics for constrained diffusions in polyhedral domains
Stochastic Processes and their Applications
·
2006
·
2 authors
·
Open access
50
citations