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Double-Sided Batch Queues with Abandonment: Modeling Crossing Networks
16 references·8 citing·39 second hop
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References

  • 1987Applied Probability and Queues2,704 cited
  • 2003Applied Probability and Queues1,453 cited
  • 1951Some Problems in the Theory of Queues653 cited
  • 2005Limit Order Book as a Market for Liquidity614 cited
  • 1998Price Dynamics in Limit Order Markets597 cited
  • 2009A Dynamic Model of the Limit Order Book567 cited
  • 2010Managing Perishable and Aging Inventories: Review and Future Research Directions364 cited
  • 2000Statistical properties of share volume traded in financial markets320 cited
  • 2013Do Dark Pools Harm Price Discovery?309 cited
  • 2000Crossing Networks and Dealer Markets: Competition and Performance257 cited
  • 2001Price fluctuations from the order book perspective—empirical facts and a simple model153 cited
  • 2011Planning Production and Inventories in the Extended Enterprise115 cited
  • 1999Modeling the transplant waiting list: A queueing model with reneging108 cited
  • 1983Inventory systems of perishable commodities86 cited
  • 1982The Application of Queueing Theory to Continuous Perishable Inventory Systems85 cited
  • 2002Asymptotic Results and a Markovian Approximation for the M(n)/M(n)/s+GI System

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81 cited

Cited by

  • 2020Directed FCFS infinite bipartite matching38 cited
  • 2017Strategic behavior and social optimization in a double-ended queue with gated policy34 cited
  • 2015Dynamic Type Matching33 cited
  • 2020Matching queues with reneging: a product form solution32 cited
  • 2019Double-sided matching queues: Priority and impatient customers30 cited
  • 2018Diffusion approximations for double-ended queues with reneging in heavy traffic21 cited
  • 2019Optimal Control of a Time-Varying Double-Ended Production Queueing Model21 cited
  • 2020Optimal pricing and service capacity management for a matching queue problem with loss-averse customers19 cited