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A Viscosity Solution Approach to the Asymptotic Analysis of Queueing Systems
1 references·10 citing·48 second hop
A Viscosity Solution Approach to the Asymptotic Analysis of Queueing Systems (1990)A Viscosity Solution Approach to the Asym…A new technique for analyzing large traffic systems (1986)A new technique for analyzing…Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions (2020)Viscosity Solutions for Contr…State-dependent importance sampling for rare-event simulation: An overview and recent advances (2011)State-dependent importance sa…Large Deviations Rate Function for Polling Systems (2002)Large Deviations Rate Functio…Large deviations of Jackson networks (2000)Large deviations of Jackson n…Moderate deviations for queues in critical loading (1999)Moderate deviations for queue…Large deviations and queueing networks: Methods for rate function identification (1999)Large deviations and queueing…Large deviation analysis of the single server queue (1996)Large deviation analysis of t…Large deviation analysis of the single server queue (1995)Large deviation analysis of t…Large Deviation Analysis of Queueing Systems (1995)Large Deviation Analysis of Q…Fast simulation of rare events in queueing and reliability models (1995)Fast simulation of rare event…Extreme Values, Regular Variation and Point Processes (1987)Modelling of extremal events in insurance and finance (1994)Monte Carlo Methods in Financial Engineering (2003)Uncertainty Quantification of Stochastic Simulation for Black-box Computer Experiments (2017)Model calibration via distributionally robust optimization: On the NASA Langley Uncertainty Quantification Challenge (2021)Rare-event Simulation for Neural Network and Random Forest Predictors (2022)Stochastic Differential Equations and Diffusion Processes (1983)Open Queueing Networks in Heavy Traffic (1984)Stochastic differential equations with reflecting boundary conditions (1984)Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem (1997)A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic (2005)Networks of Waiting Lines (1957)A quick simulation method for excessive backlogs in networks of queues (1989)Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations (1991)Efficient simulation of buffer overflow probabilities in jackson networks with feedback (2005)A Large Deviation Principle for Join the Shortest Queue (2007)Tail Asymptotics for Discrete Event Systems (2008)Reflected Brownian Motion on an Orthant (1981)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Numerical Methods for Stochastic Control Problems in Continuous Time (1992)A Multiclass Feedback Queueing Network with a Regular Skorokhod Problem (2000)Explicit Solutions for Variational Problems in the Quadrant (2001)Applied Probability and Queues (1987)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Optimization of computer simulation models with rare events (1997)Proceedings of the 2002 Winter Simulation Conference (2002)Rare Event Simulation using Monte Carlo Methods (2009)Introduction to Stochastic Processes (2014)Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Applications of Queueing Theory (1985)Stochastic theory of a fluid model of producers and consumers coupled by a buffer (1988)Erlang capacity and uniform approximations for shared unbuffered resources (1994)Controlled Markov Processes and Viscosity Solutions (2005)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Mean field games (2007)Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (2023)Mean Field Control and Finite Agent Approximation for Regime-Switching Jump Diffusions (2023)Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension (2023)Multiple channel queues in heavy traffic. I (1970)Stochastic Processes in Queueing Theory (1976)Large deviations and applications for Markovian Hawkes processes with a large initial intensity (2018)On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (1991)Large Deviations For Performance Analysis: Queues, Communication and Computing (1995)The Large Deviation Principle for a General Class of Queueing Systems I (1995)Theory of Martingales (1989)Control of the multiclass ${G/G/1}$ queue in the moderate deviation regime (2014)A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime (2016)Asymptotically optimal control for a multiclass queueing model in the moderate deviation heavy traffic regime (2017)
this work references cited by second hop

References

  • 1986A new technique for analyzing large traffic systems128 cited

Cited by

  • 1995Fast simulation of rare events in queueing and reliability models546 cited
  • 2011State-dependent importance sampling for rare-event simulation: An overview and recent advances64 cited
  • 2020Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions44 cited
  • 1999Large deviations and queueing networks: Methods for rate function identification43 cited
  • 2000Large deviations of Jackson networks39 cited
  • 1996Large deviation analysis of the single server queue39 cited
  • 1995Large deviation analysis of the single server queue34 cited
  • 1999Moderate deviations for queues in critical loading29 cited
  • 1995Large Deviation Analysis of Queueing Systems10 cited
  • 2002Large Deviations Rate Function for Polling Systems9 cited

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