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Skorohod–Loynes Characterizations of Queueing, Fluid, and Inventory Processes
16 references·0 citing·36 second hop
Skorohod–Loynes Characterizations of Queueing, Fluid, and Inventory Processes (2001)Skorohod–Loynes Characterizations of Queu…Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Elements of Queueing Theory (2003)Elements of Queueing TheoryIntroduction to Stochastic Networks (1999)Introduction to Stochastic Ne…A heavy traffic limit theorem for a class of open queueing networks with finite buffers (1999)A heavy traffic limit theorem…State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits (1998)State-dependent stochastic ne…State space collapse with application to heavy traffic limits for multiclass queueing networks (1998)State space collapse with app…Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse (1998)Diffusion approximations for …Stability and structural properties of stochastic storage networks (1996)Stability and structural prop…Stochastic Modeling and the Theory of Queues (1989)Stochastic Modeling and the T…Stochastic theory of a fluid model of producers and consumers coupled by a buffer (1988)Stochastic theory of a fluid …Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…Open Queueing Networks in Heavy Traffic (1984)Open Queueing Networks in Hea…Storage processes with general release rule and additive inputs (1982)Storage processes with genera…Point Processes and Queues (1981)Point Processes and QueuesA formal approach to queueing processes in the steady state and their applications (1979)A formal approach to queueing…The stability of a queue with non-independent inter-arrival and service times (1962)The stability of a queue with…Networks of Waiting Lines (1957)Multiple channel queues in heavy traffic. I (1970)Brownian models of open queueing networks with homogeneous customer populations ∗ (1987)Brownian Models of Queueing Networks with Heterogeneous Customer Populations (1988)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Decomposability: Queueing and Computer System Applications (1977)Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Matrix-Geometric Solutions to Stochastic Models (1984)Re-entrant lines (1993)Queueing theory in manufacturing systems analysis and design: A classification of models for production and transfer lines (1996)Throughput analysis of production systems: recent advances and future topics (2008)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models (1984)On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models (1995)On Customer Contact Centers with a Call-Back Option: Customer Decisions, Routing Rules, and System Design (2004)Maximum Pressure Policies in Stochastic Processing Networks (2005)INFORMATION COSTS, PRICING, AND RESOURCE UNEMPLOYMENT (1969)Martingale Methods in Financial Modelling (1997)Simulation modeling for analysis (2010)Common-Lines and Passenger Assignment in Congested Transit Networks (2001)Stability of Queueing Networks (2008)Stability of queueing networks (2008)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Controlled Markov Processes and Viscosity Solutions (2005)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)On Queues in Heavy Traffic (1962)On the stability of interacting queues in a multiple-access system (1988)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Time-changed Lévy processes and option pricing (2003)Selection, Growth, and the Size Distribution of Firms (2007)A Continuous-Time Version of the Principal–Agent Problem (2008)Feature Article: Optimization for simulation: Theory vs. Practice (2002)Statistical Analysis of a Telephone Call Center (2005)
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References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1981Point Processes and Queues1,652 cited
  • 1989Stochastic Modeling and the Theory of Queues1,605 cited
  • 1987Brownian Motion and Stochastic Flow Systems.1,091 cited
  • 1962The stability of a queue with non-independent inter-arrival and service times1,045 cited
  • 2003Elements of Queueing Theory596 cited
  • 1984Open Queueing Networks in Heavy Traffic449 cited
  • 1999Introduction to Stochastic Networks430 cited
  • 1988Stochastic theory of a fluid model of producers and consumers coupled by a buffer419 cited
  • 1998State space collapse with application to heavy traffic limits for multiclass queueing networks309 cited
  • 1998Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse264 cited
  • 1998State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits102 cited
  • 1982Storage processes with general release rule and additive inputs94 cited
  • 1996Stability and structural properties of stochastic storage networks69 cited
  • 1979A formal approach to queueing processes in the steady state and their applications

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69 cited
  • 1999A heavy traffic limit theorem for a class of open queueing networks with finite buffers52 cited
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