SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Skorokhod Problem formulation and large deviation analysis of a processor sharing model
8 references·9 citing·34 second hop
A Skorokhod Problem formulation and large deviation analysis of a processor sharing model (1998)A Skorokhod Problem formulation and large…Convex duality and the Skorokhod Problem. II (1999)Convex duality and the Skorok…Large Deviations for Performance Analysis: Queues, Communications, and Computing, Adam Shwartz and Alan Weiss (New York: Chapman and Hall, 1995). (1996)Large Deviations for Performa…Large Deviations For Performance Analysis: Queues, Communication and Computing (1995)Large Deviations For Performa…On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (1991)On lipschitz continuity of th…Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations (1991)Discrete Flow Networks: Bottl…Stochastic differential equations with reflecting boundary conditions (1984)Stochastic differential equat…Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Stochastic Theory of a Data-H…Reflected Brownian Motion on an Orthant (1981)Reflected Brownian Motion on …On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries (2017)On the submartingale problem …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…Large deviations and importance sampling for a tandem network with slow-down (2007)Large deviations and importan…Generalized processor sharing queues (2003)Generalized processor sharing…Coupled processors with regularly varying service times (2002)Coupled processors with regul…A Multiclass Feedback Queueing Network with a Regular Skorokhod Problem (2000)A Multiclass Feedback Queuein…Large deviations of the steady-state distribution of reflected processes with applications to queueing systems (1998)Large deviations of the stead…Large Deviations estimates for Polling and Weighted Fair Queueing service systems (1998)Large Deviations estimates fo…Open Queueing Networks in Heavy Traffic (1984)On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models (1995)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)Queueing systems, volume II: computer applications (1977)Brownian Motion and Stochastic Flow Systems. (1987)Stochastic Discrete Flow Networks: Diffusion Approximations and Bottlenecks (1991)Fluid Approximations and Stability of Multiclass Queueing Networks: Work-Conserving Disciplines (1995)Asymptotic buffer overflow probabilities in multiclass multiplexers: an optimal control approach (1998)Managerial Allocation of Time and Effort: The Effects of Interruptions (2001)Load balancing and density dependent jump Markov processes (2002)Advances in Queueing Theory, Methods, and Open Problems (2023)Programming, Games and Transportation Networks. (1967)A time-reversed representation for the tail probabilities of stationary reflected Brownian motion (2002)Tail asymptotics for a Lévy-driven tandem queue with an intermediate input (2009)Convex duality and the Skorokhod Problem. I (1999)Sequencing and Routing in Multiclass Queueing Networks Part II: Workload Relaxations (2003)Reflected Diffusions Defined via the Extended Skorokhod Map (2006)Brownian models of open queueing networks with homogeneous customer populations ∗ (1987)Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse (1998)A Markov Modulated Characterization of Packetized Voice and Data Traffic and Related Statistical Multiplexer Performance (1986)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Traffic modeling for telecommunications networks (1994)Asymptotic results for multiplexing subexponential on-off processes (1999)Largest Weighted Delay First Scheduling: Large Deviations and Optimality (2001)Analysis, Design, and Control of Queueing Systems (2002)
this work references cited by second hop

References

  • 1982Stochastic Theory of a Data-Handling System with Multiple Sources1,271 cited
  • 1984Stochastic differential equations with reflecting boundary conditions817 cited
  • 1981Reflected Brownian Motion on an Orthant390 cited
  • 1991On lipschitz continuity of the solution mapping to the skorokhod problem, with applications255 cited
  • 1991Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations241 cited
  • 1995Large Deviations For Performance Analysis: Queues, Communication and Computing211 cited
  • 1996Large Deviations for Performance Analysis: Queues, Communications, and Computing, Adam Shwartz and Alan Weiss (New York: Chapman and Hall, 1995).142 cited
  • 1999Convex duality and the Skorokhod Problem. II100 cited

Cited by

  • 2000A Multiclass Feedback Queueing Network with a Regular Skorokhod Problem34 cited
  • 1998Large deviations of the steady-state distribution of reflected processes with applications to queueing systems32 cited
  • 2008The heavy traffic limit of an unbalanced generalized processor sharing model29 cited
  • 2017On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries25 cited
  • 2007Large deviations and importance sampling for a tandem network with slow-down24 cited
  • 2002Coupled processors with regularly varying service times

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

21 cited
  • 2003Generalized processor sharing queues20 cited
  • 1998Large Deviations estimates for Polling and Weighted Fair Queueing service systems19 cited
  • 2010Directional Derivatives of Oblique Reflection Maps18 cited