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SPDE limits of many-server queues
15 references·9 citing·34 second hop
SPDE limits of many-server queues (2013)SPDE limits of many-server queuesLaw of large numbers limits for many-server queues (2010)Law of large numbers limits f…Fluid limits of many-server queues with reneging (2010)Fluid limits of many-server q…The G/GI/N queue in the Halfin–Whitt regime (2009)The G/GI/N queue in the Halfi…Stochastic differential equations and applications (2008)Stochastic differential equat…An introduction to stochastic partial differential equations (2006)An introduction to stochastic…Statistical Analysis of a Telephone Call Center (2005)Statistical Analysis of a Tel…Heavy-Traffic Limits for the G/H2*/n/mQueue (2005)Heavy-Traffic Limits for the …Heavy Traffic Limits for Queues with Many Deterministic Servers (2004)Heavy Traffic Limits for Queu…The multiclass GI/PH/N queue in the Halfin-Whitt regime (2000)The multiclass GI/PH/N queue …Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…A heavy-traffic analysis of a closed queueing system with a GI/∞ service center (1997)A heavy-traffic analysis of a…A new view of the heavy-traffic limit theorem for infinite-server queues (1991)A new view of the heavy-traff…Limit Theorems for Stochastic Processes (1987)Limit Theorems for Stochastic…Heavy-Traffic Limits for Queues with Many Exponential Servers (1981)Heavy-Traffic Limits for Queu…Limiting diffusion approximations for the many server queue and the repairman problem (1965)Limiting diffusion approximat…Economies-of-Scale in Many-Server Queueing Systems: Tutorial and Partial Review of the QED Halfin--Whitt Heavy-Traffic Regime (2019)Economies-of-Scale in Many-Se…Many-server Gaussian limits for overloaded non-Markovian queues with customer abandonment (2018)Many-server Gaussian limits f…ASYMPTOTIC APPROXIMATIONS FOR STATIONARY DISTRIBUTIONS OF MANY-SERVER QUEUES WITH ABANDONMENT (2016)ASYMPTOTIC APPROXIMATIONS FOR…Steady-state $GI/G/n$ queue in the Halfin–Whitt regime (2013)Steady-state $GI/G/n$ queue i…Excursion-Based Universal Approximations for the Erlang-A Queue in Steady-State (2013)Excursion-Based Universal App…Fluid models of many-server queues with abandonment (2012)Fluid models of many-server q…Asymptotic approximations for stationary distributions of many-server queues with abandonment (2012)Asymptotic approximations for…A many-server fluid limit for the queueing model experiencing periods of overloading (2012)A many-server fluid limit for…Fluid models of many-server queues with abandonment (2011)Fluid models of many-server q…Applied Probability and Queues (1987)Brownian Motion and Stochastic Flow Systems. (1987)Many-server diffusion limits for G/Ph/n+GI queues (2010)Stabilizing Customer Abandonment in Many-Server Queues with Time-Varying Arrivals (2012)Point Processes and Queues (1981)Theory of Martingales (1989)A Call-Routing Problem with Service-Level Constraints (2003)A Diffusion Approximation for the G/GI/n/m Queue (2004)Approximating a Point Process by a Renewal Process, I: Two Basic Methods (1982)An introduction to queueing theory (1993)Designing a Call Center with Impatient Customers (2002)The Modern Call Center: A Multi‐Disciplinary Perspective on Operations Management Research (2007)Limit Theorems for Stochastic Processes (2003)The cμ/θ Rule for Many-Server Queues with Abandonment (2010)Queues with Many Servers and Impatient Customers (2012)Operational Research: methods and applications (2023)Stochastic Modeling and the Theory of Queues (1989)Telephone Call Centers: Tutorial, Review, and Research Prospects (2003)Coping with Time‐Varying Demand When Setting Staffing Requirements for a Service System (2007)Forecasting: theory and practice (2022)Applications of Malliavin calculus to Monte Carlo methods in finance (1999)Extending the Martingale Measure Stochastic Integral With Applications to Spatially Homogeneous S.P.D.E.'s (1999)Modeling Term Structures of Defaultable Bonds (1999)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Lattice Approximations for Stochastic Quasi-Linear Parabolic Partial Differential Equations driven by Space-Time White Noise II (1999)Contact Centers with a Call-Back Option and Real-Time Delay Information (2004)Martingale proofs of many-server heavy-traffic limits for Markovian queues (2007)Maintenance spare parts planning and control: a framework for control and agenda for future research (2014)Arbitrage Theory in Continuous Time (1998)Affine processes and applications in finance (2003)Variance Risk Premiums (2008)
this work references cited by second hop

References

  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 2008Stochastic differential equations and applications4,595 cited
  • 2006An introduction to stochastic partial differential equations2,216 cited
  • 1987Limit Theorems for Stochastic Processes1,319 cited
  • 2005Statistical Analysis of a Telephone Call Center804 cited
  • 1981Heavy-Traffic Limits for Queues with Many Exponential Servers750 cited
  • 1965Limiting diffusion approximations for the many server queue and the repairman problem211 cited
  • 2009The G/GI/N queue in the Halfin–Whitt regime146 cited
  • 2000The multiclass GI/PH/N queue in the Halfin-Whitt regime117 cited
  • 2010Law of large numbers limits for many-server queues113 cited
  • 2010Fluid limits of many-server queues with reneging113 cited
  • 1991A new view of the heavy-traffic limit theorem for infinite-server queues108 cited
  • 1997A heavy-traffic analysis of a closed queueing system with a GI/∞ service center102 cited
  • 2005Heavy-Traffic Limits for the G/H2*/n/mQueue75 cited
  • 2004Heavy Traffic Limits for Queues with Many Deterministic Servers70 cited

Cited by

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  • 2019Economies-of-Scale in Many-Server Queueing Systems: Tutorial and Partial Review of the QED Halfin--Whitt Heavy-Traffic Regime61 cited
  • 2012A many-server fluid limit for the queueing model experiencing periods of overloading45 cited
  • 2013Steady-state $GI/G/n$ queue in the Halfin–Whitt regime44 cited
  • 2016ASYMPTOTIC APPROXIMATIONS FOR STATIONARY DISTRIBUTIONS OF MANY-SERVER QUEUES WITH ABANDONMENT43 cited
  • 2012Fluid models of many-server queues with abandonment41 cited
  • 2013Excursion-Based Universal Approximations for the Erlang-A Queue in Steady-State38 cited
  • 2012Asymptotic approximations for stationary distributions of many-server queues with abandonment37 cited
  • 2011Fluid models of many-server queues with abandonment32 cited
  • 2018Many-server Gaussian limits for overloaded non-Markovian queues with customer abandonment27 cited