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Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Heavy Traffic Regime
16 references·16 citing·31 second hopsampled
Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Heavy Traffic Regime (2004)Dynamic Scheduling of a Multiclass Queue …Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Controlled Markov Processes and Viscosity Solutions (2005)Controlled Markov Processes a…Designing a Call Center with Impatient Customers (2002)Designing a Call Center with …Stochastic Dynamic Programming and the Control of Queueing Systems (2000)Stochastic Dynamic Programmin…Heavy traffic resource pooling in parallel‐server systems (1999)Heavy traffic resource poolin…Heavy traffic analysis of a system with parallel servers: asymptotic optimality of discrete-review policies (1998)Heavy traffic analysis of a s…Dynamic Scheduling with Convex Delay Costs: The Generalized $c|mu$ Rule (1995)Dynamic Scheduling with Conve…Controlled markov processes and viscosity solutions (1994)Controlled markov processes a…Understanding the Efficiency of Multi-Server Service Systems (1992)Understanding the Efficiency …Numerical Methods for Stochastic Control Problems in Continuous Time (1992)Numerical Methods for Stochas…Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Numerical Methods for Stochas…Brownian Motion and Stochastic Calculus. (1989)Brownian Motion and Stochasti…Stochastic Control by Functional Analysis Methods (1982)Stochastic Control by Functio…ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS (1981)ON STRONG SOLUTIONS AND EXPLI…Heavy-Traffic Limits for Queues with Many Exponential Servers (1981)Heavy-Traffic Limits for Queu…Controlled Diffusion Processes (1980)Controlled Diffusion ProcessesEconomies-of-Scale in Many-Server Queueing Systems: Tutorial and Partial Review of the QED Halfin--Whitt Heavy-Traffic Regime (2019)Economies-of-Scale in Many-Se…Blind Fair Routing in Large-Scale Service Systems with Heterogeneous Customers and Servers (2013)Blind Fair Routing in Large-S…On scheduling a multiclass queue with abandonments under general delay costs (2012)On scheduling a multiclass qu…State Space Collapse in Many-Server Diffusion Limits of Parallel Server Systems (2011)State Space Collapse in Many-…Asymptotic analysis of queueing systems with reneging: A survey of results for FIFO, single class models (2011)Asymptotic analysis of queuei…Fair Dynamic Routing in Large-Scale Heterogeneous-Server Systems (2010)Fair Dynamic Routing in Large…Dynamic control of a single-server system with abandonments (2010)Dynamic control of a single-s…On a Data-Driven Method for Staffing Large Call Centers (2009)On a Data-Driven Method for S…Dynamic Control of N-Systems with Many Servers: Asymptotic Optimality of a Static Priority Policy in Heavy Traffic (2009)Dynamic Control of N-Systems …Service-Level Differentiation in Call Centers with Fully Flexible Servers (2008)Service-Level Differentiation…Service-Level Agreements in Call Centers: Perils and Prescriptions (2008)Service-Level Agreements in C…Scheduling Flexible Servers with Convex Delay Costs in Many-Server Service Systems (2008)Scheduling Flexible Servers w…Optimal control of parallel server systems with many servers in heavy traffic (2008)Optimal control of parallel s…Call-Routing Schemes for Call-Center Outsourcing (2007)Call-Routing Schemes for Call…Pricing and Design of Differentiated Services: Approximate Analysis and Structural Insights (2005)Pricing and Design of Differe…Dynamic Routing and Admission Control in High-Volume Service Systems: Asymptotic Analysis via Multi-Scale Fluid Limits (2005)Dynamic Routing and Admission…The Pricing of Options and Corporate Liabilities (1973)Stochastic Differential Equations and Diffusion Processes (1983)Backward Stochastic Differential Equations in Finance (1997)Mean field games (2007)Multiple channel queues in heavy traffic. I (1970)Open Queueing Networks in Heavy Traffic (1984)An introduction to stochastic partial differential equations (2006)A Dynamic Model of Optimal Capital Structure (2007)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Approximating a Point Process by a Renewal Process, I: Two Basic Methods (1982)An introduction to queueing theory (1993)The Modern Call Center: A Multi‐Disciplinary Perspective on Operations Management Research (2007)Stochastic Differential Utility (1992)Martingale Methods in Financial Modelling (1997)Arbitrage Theory in Continuous Time (1998)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Proceedings of the 2002 Winter Simulation Conference (2002)Dimensioning Large Call Centers (2004)Foundations and Implications of a Proposed Unified Services Theory (2006)Dynamic Control of a Queue with Adjustable Service Rate (2001)Analysis, Design, and Control of Queueing Systems (2002)Modeling and analysis of flexible queueing systems (2004)Controlled diffusion models for optimal dividend pay-out (1997)Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (2003)Partial Differential Equations (2010)Numerical Valuation of High Dimensional Multivariate American Securities (1995)Investment Shocks and Asset Prices (2011)Chapter 49 Arch models (1994)High-Frequency Data and Volatility in Foreign-Exchange Rates (1996)Expectation puzzles, time-varying risk premia, and affine models of the term structure (2002)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 1990Numerical Methods for Stochastic Control Problems in Continuous Time1,400 cited
  • 1980Controlled Diffusion Processes1,311 cited
  • 1994Controlled markov processes and viscosity solutions1,024 cited
  • 1989Brownian Motion and Stochastic Calculus.921 cited
  • 1981Heavy-Traffic Limits for Queues with Many Exponential Servers750 cited
  • 1992Numerical Methods for Stochastic Control Problems in Continuous Time625 cited
  • 2002Designing a Call Center with Impatient Customers576 cited
  • 2000Stochastic Dynamic Programming and the Control of Queueing Systems397 cited
  • 1981ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS394 cited
  • 1995Dynamic Scheduling with Convex Delay Costs: The Generalized $c|mu$ Rule277 cited
  • 1999Heavy traffic resource pooling in parallel‐server systems238 cited
  • 1982Stochastic Control by Functional Analysis Methods204 cited
  • 1998Heavy traffic analysis of a system with parallel servers: asymptotic optimality of discrete-review policies182 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1992Understanding the Efficiency of Multi-Server Service Systems180 cited
  • Cited by

    • 2010Fair Dynamic Routing in Large-Scale Heterogeneous-Server Systems122 cited
    • 2008Service-Level Differentiation in Call Centers with Fully Flexible Servers116 cited
    • 2005Pricing and Design of Differentiated Services: Approximate Analysis and Structural Insights99 cited
    • 2008Scheduling Flexible Servers with Convex Delay Costs in Many-Server Service Systems88 cited
    • 2009Dynamic Control of N-Systems with Many Servers: Asymptotic Optimality of a Static Priority Policy in Heavy Traffic87 cited
    • 2011Asymptotic analysis of queueing systems with reneging: A survey of results for FIFO, single class models85 cited
    • 2005Dynamic Routing and Admission Control in High-Volume Service Systems: Asymptotic Analysis via Multi-Scale Fluid Limits84 cited
    • 2007Call-Routing Schemes for Call-Center Outsourcing83 cited
    • 2013Blind Fair Routing in Large-Scale Service Systems with Heterogeneous Customers and Servers75 cited
    • 2008Service-Level Agreements in Call Centers: Perils and Prescriptions71 cited
    • 2011State Space Collapse in Many-Server Diffusion Limits of Parallel Server Systems66 cited
    • 2009On a Data-Driven Method for Staffing Large Call Centers64 cited
    • 2019Economies-of-Scale in Many-Server Queueing Systems: Tutorial and Partial Review of the QED Halfin--Whitt Heavy-Traffic Regime61 cited
    • 2010Dynamic control of a single-server system with abandonments58 cited
    • 2008Optimal control of parallel server systems with many servers in heavy traffic55 cited
    • 2012On scheduling a multiclass queue with abandonments under general delay costs53 cited