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Routing and Singular Control for Queueing Networks in Heavy Traffic
5 references·16 citing·34 second hop
Routing and Singular Control for Queueing Networks in Heavy Traffic (1990)Routing and Singular Control for Queueing…Brownian Models of Queueing Networks with Heterogeneous Customer Populations (1988)Brownian Models of Queueing N…Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers (1984)Optimal Consumption for Gener…Open Queueing Networks in Heavy Traffic (1984)Open Queueing Networks in Hea…Reflected Brownian Motion on an Orthant (1981)Reflected Brownian Motion on …Multiple channel queues in heavy traffic. I (1970)Multiple channel queues in he…Numerical methods for optimal harvesting strategies in random environments under partial observations (2016)Numerical methods for optimal…Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem (2007)Convergent Numerical Scheme f…Existence of optimal controls for singular control problems with state constraints (2006)Existence of optimal controls…Singular Stochastic Control Problems (2004)Singular Stochastic Control P…Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations (2004)Ergodic Control for Constrain…In Search of Sensitivity in Network Optimization (2003)In Search of Sensitivity in N…Optimal control of assignment of jobs to processors under heavy traffic (2000)Optimal control of assignment…Convex duality and the Skorokhod Problem. I (1999)Convex duality and the Skorok…Control and optimal control of assemble to order manufacturing systems under heavy traffic (1999)Control and optimal control o…Heavy Traffic Analysis of a Controlled Multiclass Queueing Network via Weak Convergence Methods (1996)Heavy Traffic Analysis of a C…Control of Trunk Line Systems in Heavy Traffic (1995)Control of Trunk Line Systems…Double Band Policy for Stochastic Manufacturing Systems in Heavy Traffic (1994)Double Band Policy for Stocha…Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic (1993)Limit theorems for pathwise a…Heavy Traffic Analysis of a Data Transmission System with Many Independent Sources (1993)Heavy Traffic Analysis of a D…Diffusion approximation forGI/G/1 controlled queues (1992)Diffusion approximation forGI…Numerical Methods for Stochastic Singular Control Problems (1991)Numerical Methods for Stochas…Stochastic Differential Equations (1972)Some solvable stochastic control problemst† (1980)A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees (1988)Strategies for Dividend Distribution: A Review (2009)Free Cash Flow, Issuance Costs, and Stock Prices (2011)Brownian Motion and Stochastic Flow Systems. (1987)Theory of Martingales (1989)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime (2013)Diffusion Limit of Fair Resource Control—Stationarity and Interchange of Limits (2016)Networks of Waiting Lines (1957)Brownian models of open queueing networks with homogeneous customer populations ∗ (1987)Continuous Martingales and Brownian Motion (1999)Stochastic Integration and Differential Equations (2005)Maximum Principle for Singular Stochastic Control Problems (2006)Brownian Motion and Stochastic Calculus (2007)On Near-Optimal Mean-Field Stochastic Singular Controls: Necessary and Sufficient Conditions for Near-Optimality (2013)Optimal liquidation under stochastic liquidity (2017)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Stability and convergence of moments for multiclass queueing networks via fluid limit models (1995)State space collapse with application to heavy traffic limits for multiclass queueing networks (1998)Optimum consumption and portfolio rules in a continuous-time model (1971)Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (2012)Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (2019)The single server queue in heavy traffic (1961)Stochastic differential equations with reflecting boundary conditions (1984)A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant (2000)Heavy traffic analysis for EDF queues with reneging (2011)Heavy traffic analysis for EDF queues with reneging (2018)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)A Numerical Method for Solving Singular Stochastic Control Problems (2004)Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (2012)Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (2013)
this work references cited by second hop

References

  • 1984Open Queueing Networks in Heavy Traffic449 cited
  • 1970Multiple channel queues in heavy traffic. I438 cited
  • 1981Reflected Brownian Motion on an Orthant390 cited
  • 1988Brownian Models of Queueing Networks with Heterogeneous Customer Populations356 cited
  • 1984Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers202 cited

Cited by

  • 1999Convex duality and the Skorokhod Problem. I85 cited
  • 1991Numerical Methods for Stochastic Singular Control Problems64 cited
  • 2004Singular Stochastic Control Problems43 cited
  • 2007Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem41 cited
  • 1992Diffusion approximation forGI/G/1 controlled queues39 cited
  • 1996Heavy Traffic Analysis of a Controlled Multiclass Queueing Network via Weak Convergence Methods28 cited
  • 2004Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations27 cited
  • 1993Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic26 cited
  • 2003In Search of Sensitivity in Network Optimization26 cited
  • 2006Existence of optimal controls for singular control problems with state constraints

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25 cited
  • 1995Control of Trunk Line Systems in Heavy Traffic22 cited
  • 2000Optimal control of assignment of jobs to processors under heavy traffic19 cited
  • 1994Double Band Policy for Stochastic Manufacturing Systems in Heavy Traffic19 cited
  • 1993Heavy Traffic Analysis of a Data Transmission System with Many Independent Sources19 cited
  • 2016Numerical methods for optimal harvesting strategies in random environments under partial observations19 cited
  • 1999Control and optimal control of assemble to order manufacturing systems under heavy traffic15 cited