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The Power-Series Algorithm Applied to the Shortest-Queue Model
9 references·10 citing·41 second hop
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this work references cited by second hop

References

  • 1986Term Structure Movements and Pricing Interest Rate Contingent Claims1,398 cited
  • 1961Two Similar Queues in Parallel219 cited
  • 1988Jump-Diffusion Processes and the Term Structure of Interest Rates200 cited
  • 1972A Dynamic Model for Bond Portfolio Management182 cited
  • 1978An arbitrage model of the term structure of interest rates181 cited
  • 1977Two queues in parallel153 cited
  • 1970Financial market rates and flows103 cited
  • 1985The shortest queue problem83 cited
  • 1988Power Series for Stationary Distributions of Coupled Processor Models82 cited

Cited by

  • 2001Queueing Models with Multiple Waiting Lines60 cited
  • 1994Queueing-theoretic solution methods for models of parallel and distributed systems57 cited
  • 2005LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications56 cited
  • 1998Bounds for performance characteristics: a systematic approach via cost structures54 cited
  • 1996Taylor series expansions for Poisson-driven $(\max,+$)-linear systems54 cited
  • 2005Performance analysis and optimization with the power-series algorithm45 cited

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  • 1995Pade approximation for stochastic discrete-event systems37 cited
  • 1996An approximate analysis of the join the shortest queue (JSQ) policy32 cited
  • 1992Performance evaluation of polling systems by means of the power-series algorithm28 cited
  • 2007Analysis of two queues in parallel with jockeying and restricted capacities22 cited