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An explicit formula for the Skorokhod map on [0, a]
1 references·13 citing·36 second hop
An explicit formula for the Skorokhod map on [0, a] (2007)An explicit formula for the Skorokhod map…Stochastic differential equations with reflecting boundary condition in convex regions (1979)Stochastic differential equat…On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries (2017)On the submartingale problem …Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime (2013)Abandonment versus blocking i…Heavy traffic analysis for EDF queues with reneging (2011)Heavy traffic analysis for ED…Convergence of a queueing system in heavy traffic with general patience-time distributions (2011)Convergence of a queueing sys…Asymptotically Optimal Controls for Time-Inhomogeneous Networks (2011)Asymptotically Optimal Contro…Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic (2010)Optimal buffer size and dynam…Futures trading with transaction costs (2010)Futures trading with transact…Directional Derivatives of Oblique Reflection Maps (2010)Directional Derivatives of Ob…Queues with Lévy input and hysteretic control (2009)Queues with Lévy input and hy…The Skorokhod problem in a time-dependent interval (2008)The Skorokhod problem in a ti…The heavy traffic limit of an unbalanced generalized processor sharing model (2008)The heavy traffic limit of an…Asymptotically Optimal Admission Control of a Queue with Impatient Customers (2008)Asymptotically Optimal Admiss…Approximating the GI/GI/1+GI Queue with a Nonlinear Drift Diffusion: Hazard Rate Scaling in Heavy Traffic (2008)Approximating the GI/GI/1+GI …Optimum consumption and portfolio rules in a continuous-time model (1971)Portfolio Selection with Transaction Costs (1990)Brownian Motion and Stochastic Calculus (2007)The single server queue in heavy traffic (1961)Multiple channel queues in heavy traffic. I (1970)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)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)Un Cours sur les Intégrales Stochastiques (2002)MaxWeight scheduling in a generalized switch: State space collapse and workload minimization in heavy traffic (2004)Controlled Markov Processes and Viscosity Solutions (2005)Ergodic Rate Control Problem for Single Class Queueing Networks (2011)Profit Optimization in SLA‐Aware Cloud Services with a Finite Capacity Queuing Model (2014)Dynamic Volunteer Staffing in Multicrop Gleaning Operations (2019)Fundamentals of Queueing Networks (2001)Stochastic-process limits : an introduction to stochastic-process limits and their application to queues (2002)Brownian Motion and Stochastic Flow Systems. (1987)Sensitivity of Optimal Capacity to Customer Impatience in an Unobservable M/M/S Queue (Why You Shouldn't Shout at the DMV) (2008)On scheduling a multiclass queue with abandonments under general delay costs (2012)Brownian motion and stochastic calculus (1991)Stochastic Integration and Differential Equations (2005)Diffusion models for double-ended queues with renewal arrival processes (2015)Diffusion approximations for double-ended queues with reneging in heavy traffic (2018)Stochastic differential equations with reflecting boundary conditions (1984)Limit Theorems for Stochastic Processes (1987)Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (1983)Stochastic differential equations for multi-dimensional domain with reflecting boundary (1987)On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (1991)Admission control for a multi-server queue with abandonment (2010)Optimal control of a production–inventory system with customer impatience (2010)
this work references cited by second hop

References

  • 1979Stochastic differential equations with reflecting boundary condition in convex regions415 cited

Cited by

  • 2008The Skorokhod problem in a time-dependent interval82 cited
  • 2008Asymptotically Optimal Admission Control of a Queue with Impatient Customers72 cited
  • 2008Approximating the GI/GI/1+GI Queue with a Nonlinear Drift Diffusion: Hazard Rate Scaling in Heavy Traffic58 cited
  • 2011Heavy traffic analysis for EDF queues with reneging56 cited
  • 2010Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic50 cited
  • 2008The heavy traffic limit of an unbalanced generalized processor sharing model29 cited
  • 2017On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries25 cited
  • 2010Futures trading with transaction costs24 cited
  • 2011Convergence of a queueing system in heavy traffic with general patience-time distributions23 cited
  • 2013Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime21 cited
  • 2010Directional Derivatives of Oblique Reflection Maps18 cited
  • 2011Asymptotically Optimal Controls for Time-Inhomogeneous Networks17 cited
  • 2009Queues with Lévy input and hysteretic control15 cited

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