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Double Skorokhod Map and Reneging Real-Time Queues
10 references·0 citing·34 second hop
Double Skorokhod Map and Reneging Real-Time Queues (2008)Double Skorokhod Map and Reneging Real-Ti…Heavy traffic analysis for EDF queues with reneging (2018)Heavy traffic analysis for ED…An explicit formula for the Skorokhod map on [0,a (2012)An explicit formula for the S…Heavy traffic analysis for EDF queues with reneging (2011)Heavy traffic analysis for ED…The Skorokhod problem in a time-dependent interval (2008)The Skorokhod problem in a ti…Big Queues, Springer Lecture Notes in Mathematics (2004)Big Queues, Springer Lecture …Stochastic-process limits : an introduction to stochastic-process limits and their application to queues (2002)Stochastic-process limits : a…Real-time queues in heavy traffic with earliest-deadline-first queue discipline (2001)Real-time queues in heavy tra…Stochastic differential equations with reflecting boundary conditions (1984)Stochastic differential equat…Multiple channel queues in heavy traffic. I (1970)Multiple channel queues in he…The single server queue in heavy traffic (1961)The single server queue in he…On the uniqueness of solutions of stochastic differential equations (1971)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Stochastic Differential Equations and Diffusion Processes (1983)On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (1991)Optimal Investment and Consumption with Transaction Costs (1994)Stochastic Differential Equations (2014)Brownian Motion and Stochastic Flow Systems. (1987)The fluid limit of a heavily loaded processor sharing queue (2002)A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging (2005)SCHEDULING IMPATIENT JOBS IN A CLEARING SYSTEM WITH INSIGHTS ON PATIENT TRIAGE IN MASS CASUALTY INCIDENTS (2008)Brownian Motion and Stochastic Calculus (1988)On queues with impatience: stability, and the optimality of Earliest Deadline First (2013)Deadline Scheduling as Restless Bandits (2018)Fuzzy testing of operating performance index based on confidence intervals (2019)Brownian Motion and Stochastic Calculus. (1989)Reflected solutions of backward SDE's, and related obstacle problems for PDE's (1997)Brownian Motion and Stochastic Calculus (2007)Fluid Limits for Many-Server Systems with Reneging Under a Priority Policy (2013)A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis (2014)Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (2019)Stochastic differential equations with reflecting boundary condition in convex regions (1979)Asymptotically Optimal Admission Control of a Queue with Impatient Customers (2008)Brownian Models of Performance and Control (2013)Dynamic Routing in Large-Scale Service Systems with Heterogeneous Servers (2005)Queue-and-Idleness-Ratio Controls in Many-Server Service Systems (2009)Control of Patient Flow in Emergency Departments, or Multiclass Queues with Deadlines and Feedback (2015)On Queues in Heavy Traffic (1962)Modeling and analysis of manufacturing systems (2016)Tandem Brownian queues (2007)Risk Processes with Non-stationary Hawkes Claims Arrivals (2008)Optimal Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets (2012)Open Queueing Networks in Heavy Traffic (1984)Brownian Models of Queueing Networks with Heterogeneous Customer Populations (1988)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)
this work references cited by second hop

References

  • 1984Stochastic differential equations with reflecting boundary conditions817 cited
  • 2002Stochastic-process limits : an introduction to stochastic-process limits and their application to queues468 cited
  • 1961The single server queue in heavy traffic444 cited
  • 1970Multiple channel queues in heavy traffic. I438 cited
  • 2012An explicit formula for the Skorokhod map on [0,a160 cited
  • 2001Real-time queues in heavy traffic with earliest-deadline-first queue discipline146 cited
  • 2008The Skorokhod problem in a time-dependent interval82 cited
  • 2011Heavy traffic analysis for EDF queues with reneging56 cited
  • 2004Big Queues, Springer Lecture Notes in Mathematics52 cited
  • 2018Heavy traffic analysis for EDF queues with reneging51 cited

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