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Rate conservation laws: A survey
16 references·9 citing·25 second hop
Rate conservation laws: A survey (1994)Rate conservation laws: A surveyStochastic Integration and Differential Equations (2005)Stochastic Integration and Di…Insurance: Mathematics and Economics (2004)Insurance: Mathematics and Ec…Aspects of Risk Theory (1991)Aspects of Risk TheoryStochastic Integration and Differential Equations (1990)Stochastic Integration and Di…A single-server queue with server vacations and a class of non-renewal arrival processes (1990)A single-server queue with se…Stochastic Modeling and the Theory of Queues (1989)Stochastic Modeling and the T…Stochastic Calculus and Applications. (1986)Stochastic Calculus and Appli…Stochastic Decompositions in the M/G/1 Queue with Generalized Vacations (1985)Stochastic Decompositions in …Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models (1984)Piecewise-Deterministic Marko…Point Processes and Queues: Martingale Dynamics. (1983)Point Processes and Queues: M…Point Processes and Queues (1981)Point Processes and QueuesCalcul Stochastique et Problèmes de Martingales (1979)Calcul Stochastique et Problè…Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Open, Closed, and Mixed Netwo…Introduction to the Theory of Queues. (1963)Introduction to the Theory of…The stability of a queue with non-independent inter-arrival and service times (1962)The stability of a queue with…A Proof for the Queuing Formula: L = λ W (1961)A Proof for the Queuing Formu…The Gittins Policy is Nearly Optimal in the M/G/k under Extremely General Conditions (2020)The Gittins Policy is Nearly …Tail asymptotics for a Lévy-driven tandem queue with an intermediate input (2009)Tail asymptotics for a Lévy-d…Distributional Form of Little's Law for FIFO Queues with Multiple Markovian Arrival Streams and Its Application to Queues with Vacations (2001)Distributional Form of Little…On the dynamics and performance of stochastic fluid systems (2000)On the dynamics and performan…On the relationship between queue lengths at a random instant and at a departure in the stationary queue with bmap arrivals (1998)On the relationship between q…Markov-modulated and feedback fluid queues (1998)Markov-modulated and feedback…Analysis of a single-server queue interacting with a fluid reservoir (1998)Analysis of a single-server q…Single-server queues with spatially distributed arrivals (1994)Single-server queues with spa…Decomposition formulas for single server queues with vacations : a unified approach by the rate conservation law (1994)Decomposition formulas for si…Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The distribution of realized stock return volatility (2001)The fundamental theorem of asset pricing for unbounded stochastic processes (1998)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Time-changed Lévy processes and option pricing (2003)The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)Mean-Value Analysis of Closed Multichain Queuing Networks (1980)Blocking in a Shared Resource Environment (1981)An introduction to queueing theory (1993)An Equilibrium Queuing Model of Bribery (1985)An exploration towards a production theory and its application to construction (2000)How to improve R&D productivity: the pharmaceutical industry's grand challenge (2010)Feature Article: Optimization for simulation: Theory vs. Practice (2002)Statistical Analysis of a Telephone Call Center (2005)Simulation modeling for analysis (2010)Extreme value theory and Value-at-Risk: Relative performance in emerging markets (2004)An Application of Extreme Value Theory for Measuring Financial Risk (2006)Models for construction of multivariate dependence – a comparison study (2008)Arbitrage Theory in Continuous Time (1998)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Over-the-Counter Markets (2004)Optimal Control with State-Space Constraint. II (1986)State space collapse with application to heavy traffic limits for multiclass queueing networks (1998)Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001)
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References

  • 2005Stochastic Integration and Differential Equations4,594 cited
  • 1961A Proof for the Queuing Formula: L = λ W2,777 cited
  • 1975Open, Closed, and Mixed Networks of Queues with Different Classes of Customers2,411 cited
  • 1981Point Processes and Queues1,652 cited
  • 1989Stochastic Modeling and the Theory of Queues1,605 cited
  • 2004Insurance: Mathematics and Economics1,308 cited
  • 1990Stochastic Integration and Differential Equations1,195 cited
  • 1979Calcul Stochastique et Problèmes de Martingales1,161 cited
  • 1984Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models1,123 cited
  • 1983Point Processes and Queues: Martingale Dynamics.1,065 cited
  • 1962The stability of a queue with non-independent inter-arrival and service times1,045 cited
  • 1963Introduction to the Theory of Queues.961 cited
  • 1991Aspects of Risk Theory902 cited
  • 1986Stochastic Calculus and Applications.673 cited
  • 1985Stochastic Decompositions in the M/G/1 Queue with Generalized Vacations621 cited
  • 1990A single-server queue with server vacations and a class of non-renewal arrival processes

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535 cited

Cited by

  • 1998Markov-modulated and feedback fluid queues44 cited
  • 1994Decomposition formulas for single server queues with vacations : a unified approach by the rate conservation law37 cited
  • 1998On the relationship between queue lengths at a random instant and at a departure in the stationary queue with bmap arrivals36 cited
  • 2000On the dynamics and performance of stochastic fluid systems34 cited
  • 1994Single-server queues with spatially distributed arrivals28 cited
  • 2020The Gittins Policy is Nearly Optimal in the M/G/k under Extremely General Conditions27 cited
  • 2001Distributional Form of Little's Law for FIFO Queues with Multiple Markovian Arrival Streams and Its Application to Queues with Vacations25 cited
  • 1998Analysis of a single-server queue interacting with a fluid reservoir25 cited
  • 2009Tail asymptotics for a Lévy-driven tandem queue with an intermediate input24 cited