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A Multiclass Feedback Queueing Network with a Regular Skorokhod Problem
13 references·3 citing·37 second hop
A Multiclass Feedback Queueing Network with a Regular Skorokhod Problem (2000)A Multiclass Feedback Queueing Network wi…Large deviations and queueing networks: Methods for rate function identification (1999)Large deviations and queueing…Convex duality and the Skorokhod Problem. II (1999)Convex duality and the Skorok…Convex duality and the Skorokhod Problem. I (1999)Convex duality and the Skorok…A Skorokhod Problem formulation and large deviation analysis of a processor sharing model (1998)A Skorokhod Problem formulati…Transience of Multiclass Queueing Networks Via Fluid Limit Models (1995)Transience of Multiclass Queu…On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models (1995)On Positive Harris Recurrence…Stochastic Discrete Flow Networks: Diffusion Approximations and Bottlenecks (1991)Stochastic Discrete Flow Netw…Regulations dÉterminates et stochastiques dans le premier “orthant” de R N (1991)Regulations dÉterminates et s…On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (1991)On lipschitz continuity of th…A Heavy Traffic Limit Theorem for Networks of Queues with Multiple Customer Types (1991)A Heavy Traffic Limit Theorem…Stochastic differential equations with reflecting boundary conditions (1984)Stochastic differential equat…Open Queueing Networks in Heavy Traffic (1984)Open Queueing Networks in Hea…Reflected Brownian Motion on an Orthant (1981)Reflected Brownian Motion on …Asymptotically Optimal Controls for Time-Inhomogeneous Networks (2011)Asymptotically Optimal Contro…Directional Derivatives of Oblique Reflection Maps (2010)Directional Derivatives of Ob…The heavy traffic limit of an unbalanced generalized processor sharing model (2008)The heavy traffic limit of an…On the uniqueness of solutions of stochastic differential equations (1971)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Stochastic Differential Equations and Diffusion Processes (1983)Optimal Investment and Consumption with Transaction Costs (1994)Stochastic Differential Equations (2014)Stochastic differential equations with reflecting boundary condition in convex regions (1979)Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant (1993)Problàme de Skorohod multivoque (1998)State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits (1998)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)Planning and Control Systems: A Framework for Analysis (1965)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Extreme Values, Regular Variation and Point Processes (1987)Scheduling network of queues : heavy traffic analysis of multistation network with controllable inputs (1989)Strong Approximations for Time-Dependent Queues (1995)Validity of heavy traffic steady-state approximations in generalized Jackson networks (2006)Brownian Motion and Stochastic Flow Systems. (1987)Heavy Traffic Convergence of a Controlled, Multiclass Queueing System (1996)Dynamic Scheduling Rules for a Multiproduct Make-to-Stock Queue (1997)An invariance principle for semimartingale reflecting Brownian motions in an orthant (1998)Jobshop-Like Queueing Systems (2004)Stability and convergence of moments for multiclass queueing networks via fluid limit models (1995)SCHEDULING IN A QUEUING SYSTEM WITH ASYNCHRONOUSLY VARYING SERVICE RATES (2004)Control Techniques for Complex Networks (2007)Sequencing and Routing in Multiclass Queueing Networks Part II: Workload Relaxations (2003)Reflected Diffusions Defined via the Extended Skorokhod Map (2006)Stability of a three‐station fluid network (1999)Stability of Multiclass Queueing Networks Under Priority Service Disciplines (2000)The Stability of Two-Station Multitype Fluid Networks (2000)Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse (1998)A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant (2000)Heavy traffic analysis for EDF queues with reneging (2011)Heavy traffic analysis for EDF queues with reneging (2018)
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References

  • 1995On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models886 cited
  • 1984Stochastic differential equations with reflecting boundary conditions817 cited
  • 1984Open Queueing Networks in Heavy Traffic449 cited
  • 1981Reflected Brownian Motion on an Orthant390 cited
  • 1991On lipschitz continuity of the solution mapping to the skorokhod problem, with applications255 cited
  • 1991Stochastic Discrete Flow Networks: Diffusion Approximations and Bottlenecks152 cited
  • 1995Transience of Multiclass Queueing Networks Via Fluid Limit Models126 cited
  • 1991A Heavy Traffic Limit Theorem for Networks of Queues with Multiple Customer Types103 cited
  • 1999Convex duality and the Skorokhod Problem. II100 cited
  • 1999Convex duality and the Skorokhod Problem. I85 cited
  • 1991Regulations dÉterminates et stochastiques dans le premier “orthant” de R N72 cited
  • 1999Large deviations and queueing networks: Methods for rate function identification43 cited
  • 1998A Skorokhod Problem formulation and large deviation analysis of a processor sharing model40 cited

Cited by

  • 2008The heavy traffic limit of an unbalanced generalized processor sharing model29 cited

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2010
Directional Derivatives of Oblique Reflection Maps
18 cited
  • 2011Asymptotically Optimal Controls for Time-Inhomogeneous Networks17 cited