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Diffusion models for double-ended queues with renewal arrival processes
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Diffusion models for double-ended queues with renewal arrival processes (2015)Diffusion models for double-ended queues …Queues with Many Servers and Impatient Customers (2012)Queues with Many Servers and …Many-server diffusion limits for G/Ph/n+GI queues (2010)Many-server diffusion limits …A Stochastic Model for Order Book Dynamics (2010)A Stochastic Model for Order …Stability of queueing networks (2008)Stability of queueing networksStability of Queueing Networks (2008)Stability of Queueing NetworksBrownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Validity of heavy traffic steady-state approximations in generalized Jackson networks (2006)Validity of heavy traffic ste…Stochastic Integration and Differential Equations (2005)Stochastic Integration and Di…Call Centers with Impatient Customers: Many-Server Asymptotics of the M/M/n + G Queue (2005)Call Centers with Impatient C…A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging (2005)A Diffusion Approximation for…A Diffusion Approximation for a Markovian Queue with Reneging (2003)A Diffusion Approximation for…Designing a Call Center with Impatient Customers (2002)Designing a Call Center with …Modeling the transplant waiting list: A queueing model with reneging (1999)Modeling the transplant waiti…Modeling and Analysis of Stochastic Systems (1996)Modeling and Analysis of Stoc…Stability of Generalized Jackson Networks (1994)Stability of Generalized Jack…Brownian Motion and Stochastic Calculus. (1989)Brownian Motion and Stochasti…Brownian Motion and Stochastic Flow Systems. (1987)Stochastic Modeling and the Theory of Queues (1989)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Efficiency-Driven Heavy-Traffic Approximations for Many-Server Queues with Abandonments (2004)On the transition densities for reflected diffusions (2005)Staffing a Call Center with Uncertain Arrival Rate and Absenteeism (2006)Heavy-Traffic Limits for Queues with Many Exponential Servers (1981)Telephone Call Centers: Tutorial, Review, and Research Prospects (2003)Statistical Analysis of a Telephone Call Center (2005)Martingale proofs of many-server heavy-traffic limits for Markovian queues (2007)Call center outsourcing: Coordinating staffing level and service quality (2008)The Impact of Delay Announcements in Many-Server Queues with Abandonment (2008)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Markov Models & Optimization (1993)On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models (1995)Stability of join the shortest queue networks (2011)On the instability of matching queues (2017)A survey of parameter and state estimation in queues (2021)Applied Probability and Queues (1987)Applied Probability and Queues (2003)Limit Order Book as a Market for Liquidity (2005)Limit order books (2013)Price Dynamics in a Markovian Limit Order Market (2013)Universal features of price formation in financial markets: perspectives from deep learning (2019)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)Stability conditions for multiclass fluid queueing networks (1996)Proceedings of the 2002 Winter Simulation Conference (2002)Dimensioning Large Call Centers (2004)Foundations and Implications of a Proposed Unified Services Theory (2006)Modeling Term Structures of Defaultable Bonds (1999)The distribution of realized stock return volatility (2001)New-Product Strategy and Industry Clockspeed (2004)Information Sharing to Improve Retail Product Freshness of Perishables (2006)Measuring the Effect of Queues on Customer Purchases (2013)Chapter 49 Arch models (1994)High-Frequency Data and Volatility in Foreign-Exchange Rates (1996)Expectation puzzles, time-varying risk premia, and affine models of the term structure (2002)
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References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 2005Stochastic Integration and Differential Equations4,594 cited
  • 1989Brownian Motion and Stochastic Calculus.921 cited
  • 2002Designing a Call Center with Impatient Customers576 cited
  • 2010A Stochastic Model for Order Book Dynamics506 cited
  • 1996Modeling and Analysis of Stochastic Systems492 cited
  • 2005Call Centers with Impatient Customers: Many-Server Asymptotics of the M/M/n + G Queue275 cited
  • 1994Stability of Generalized Jackson Networks170 cited
  • 2003A Diffusion Approximation for a Markovian Queue with Reneging166 cited
  • 2008Stability of Queueing Networks149 cited
  • 2006Validity of heavy traffic steady-state approximations in generalized Jackson networks146 cited
  • 2008Stability of queueing networks139 cited
  • 2005A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging121 cited
  • 2012Queues with Many Servers and Impatient Customers118 cited
  • 1999Modeling the transplant waiting list: A queueing model with reneging108 cited
  • 2010Many-server diffusion limits for G/Ph/n+GI queues

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