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Steady-state analysis of reflected Brownian motions: characterization, numerical methods and queueing applications
16 references·0 citing·33 second hop
Steady-state analysis of reflected Brownian motions: characterization, numerical methods and queueing applications (1991)Steady-state analysis of reflected Browni…Steady-State Analysis of RBM in a Rectangle: Numerical Methods and A Queueing Application (1991)Steady-State Analysis of RBM …Regulations dÉterminates et stochastiques dans le premier “orthant” de R N (1991)Regulations dÉterminates et s…Time-Average Control of Martingale Problems: Existence of a Stationary Solution (1990)Time-Average Control of Marti…The QNET method for two-moment analysis of open queueing networks (1990)The QNET method for two-momen…Multidimensional Reflected Brownian Motions Having Exponential Stationary Distributions (1987)Multidimensional Reflected Br…Introduction to Queueing Networks (1987)Introduction to Queueing Netw…Brownian models of open queueing networks with homogeneous customer populations ∗ (1987)Brownian models of open queue…Open Queueing Networks in Heavy Traffic (1984)Open Queueing Networks in Hea…Approximations for departure processes and queues in series (1984)Approximations for departure …The Queueing Network Analyzer (1983)The Queueing Network AnalyzerStochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equat…Introduction to Stochastic Integration (1983)Introduction to Stochastic In…Reflected Brownian Motion on an Orthant (1981)Reflected Brownian Motion on …The diffusion approximation for tandem queues in heavy traffic (1978)The diffusion approximation f…State of the Art—Networks of Queues: A Survey of Weak Convergence Results (1978)State of the Art—Networks of …The heavy traffic approximation for single server queues in series (1973)The heavy traffic approximati…Networks of Waiting Lines (1957)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Brownian Motion and Stochastic Flow Systems. (1987)Towards better multi-class parametric-decomposition approximations for open queueing networks (1994)Existence and Uniqueness of Semimartingale Reflecting Brownian Motions in Convex Polyhedrons (1996)Service system structure (2000)Multiple channel queues in heavy traffic. I (1970)Brownian Models of Queueing Networks with Heterogeneous Customer Populations (1988)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Multiple channel queues in heavy traffic. II: sequences, networks, and batches (1970)Multiple channel queues in heavy traffic (1971)On the Distribution of Multidimensional Reflected Brownian Motion (1981)Brownian Models of Performance and Control (2013)Product-form queueing networks with negative and positive customers (1991)Bits through queues (1996)Queueing theory in manufacturing systems analysis and design: A classification of models for production and transfer lines (1996)Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (1991)The Interaction Between Time-Nonseparable Preferences and Time Aggregation (1993)Stochastic integration in UMD Banach spaces (2007)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Backward Stochastic Differential Equations in Finance (1997)Controlled Markov Processes and Viscosity Solutions (2005)On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (1991)Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse (1998)Brownian models of multiclass queueing networks: Current status and open problems (1993)Queueing theory in manufacturing: A survey (1999)Stochastic Portfolio Theory (2002)Planning Queueing Simulations (1989)Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations (1991)Fluctuations of Lévy Processes with Applications (2014)Strategic Analysis of Integrated Production-Distribution Systems: Models and Methods (1988)New results on the single server queue with a batch markovian arrival process (1991)Inventory Management of Remanufacturable Products (2000)
this work references cited by second hop

References

  • 1983Stochastic Differential Equations and Diffusion Processes3,836 cited
  • 1983The Queueing Network Analyzer1,034 cited
  • 1987Introduction to Queueing Networks688 cited
  • 1983Introduction to Stochastic Integration454 cited
  • 1984Open Queueing Networks in Heavy Traffic449 cited
  • 1981Reflected Brownian Motion on an Orthant390 cited
  • 1987Brownian models of open queueing networks with homogeneous customer populations ∗312 cited
  • 1987Multidimensional Reflected Brownian Motions Having Exponential Stationary Distributions236 cited
  • 1978The diffusion approximation for tandem queues in heavy traffic122 cited
  • 1990The QNET method for two-moment analysis of open queueing networks109 cited
  • 1984Approximations for departure processes and queues in series87 cited
  • 1991Steady-State Analysis of RBM in a Rectangle: Numerical Methods and A Queueing Application77 cited
  • 1991Regulations dÉterminates et stochastiques dans le premier “orthant” de R N72 cited
  • 1978State of the Art—Networks of Queues: A Survey of Weak Convergence Results67 cited
  • 1990Time-Average Control of Martingale Problems: Existence of a Stationary Solution58 cited

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  • 1973The heavy traffic approximation for single server queues in series53 cited
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