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Explicit Solutions for Variational Problems in the Quadrant
15 references·6 citing·36 second hop
Explicit Solutions for Variational Problems in the Quadrant (2001)Explicit Solutions for Variational Proble…Large deviations and queueing networks: Methods for rate function identification (1999)Large deviations and queueing…On the large deviations behavior of acyclic networks of $G/G/1$ queues (1998)On the large deviations behav…Stochastic Networks Theory and Applications (1996)Stochastic Networks Theory an…Large Deviations for Performance Analysis: Queues, Communications, and Computing, Adam Shwartz and Alan Weiss (New York: Chapman and Hall, 1995). (1996)Large Deviations for Performa…The Large Deviation Principle for a General Class of Queueing Systems I (1995)The Large Deviation Principle…Hierarchical Modeling of Stochastic Networks, Part II: Strong Approximations (1994)Hierarchical Modeling of Stoc…Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant (1993)Existence and uniqueness of s…Brownian models of multiclass queueing networks: Current status and open problems (1993)Brownian models of multiclass…Reflected Brownian Motion in an Orthant: Numerical Methods for Steady-State Analysis (1992)Reflected Brownian Motion in …Regulations dÉterminates et stochastiques dans le premier “orthant” de R N (1991)Regulations dÉterminates et s…On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (1991)On lipschitz continuity of th…Multidimensional Reflected Brownian Motions Having Exponential Stationary Distributions (1987)Multidimensional Reflected Br…Brownian models of open queueing networks with homogeneous customer populations ∗ (1987)Brownian models of open queue…Reflected Brownian Motion on an Orthant (1981)Reflected Brownian Motion on …The diffusion approximation for tandem queues in heavy traffic (1978)The diffusion approximation f…A superharmonic vector for a nonnegative matrix with QBD block structure and its application to a Markov-modulated two-dimensional reflecting process (2015)A superharmonic vector for a …Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures (2013)Stationary distribution of a …Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions (2012)Revisiting the Tail Asymptoti…Tail asymptotics for a Lévy-driven tandem queue with an intermediate input (2009)Tail asymptotics for a Lévy-d…Efficient simulation of buffer overflow probabilities in jackson networks with feedback (2005)Efficient simulation of buffe…A time-reversed representation for the tail probabilities of stationary reflected Brownian motion (2002)A time-reversed representatio…Networks of Waiting Lines (1957)The Queueing Network Analyzer (1983)Brownian Motion and Stochastic Flow Systems. (1987)Dynamic routing in open queueing networks: Brownian models, cut constraints and resource pooling (1993)Queueing theory in manufacturing: A survey (1999)Queueing Theory for Semiconductor Manufacturing Systems: A Survey and Open Problems (2007)Stochastic differential equations with reflecting boundary condition in convex regions (1979)Stochastic differential equations with reflecting boundary conditions (1984)Problàme de Skorohod multivoque (1998)State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits (1998)Open Queueing Networks in Heavy Traffic (1984)Introduction to Queueing Networks (1987)Validity of heavy traffic steady-state approximations in generalized Jackson networks (2006)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Continuous Martingales and Brownian Motion (1991)Nonexistence of Brownian models for certain multiclass queueing networks (1993)Existence and Uniqueness of Semimartingale Reflecting Brownian Motions in Convex Polyhedrons (1996)Continuous Martingales and Brownian Motion (1999)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Planning Queueing Simulations (1989)Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations (1991)Fluctuations of Lévy Processes with Applications (2014)Asymptotic buffer overflow probabilities in multiclass multiplexers: an optimal control approach (1998)Managerial Allocation of Time and Effort: The Effects of Interruptions (2001)Load balancing and density dependent jump Markov processes (2002)Advances in Queueing Theory, Methods, and Open Problems (2023)Multiple channel queues in heavy traffic. II: sequences, networks, and batches (1970)Multiple channel queues in heavy traffic (1971)On the Distribution of Multidimensional Reflected Brownian Motion (1981)The QNET method for two-moment analysis of open queueing networks (1990)Brownian Models of Performance and Control (2013)A critical look at Lo's modified R/S statistic (1999)Estimating long range dependence: finite sample properties and confidence intervals (2001)Analysis, Design, and Control of Queueing Systems (2002)Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse (1998)Stochastic Portfolio Theory (2002)
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References

  • 1981Reflected Brownian Motion on an Orthant390 cited
  • 1996Stochastic Networks Theory and Applications343 cited
  • 1987Brownian models of open queueing networks with homogeneous customer populations ∗312 cited
  • 1991On lipschitz continuity of the solution mapping to the skorokhod problem, with applications255 cited
  • 1987Multidimensional Reflected Brownian Motions Having Exponential Stationary Distributions236 cited
  • 1993Brownian models of multiclass queueing networks: Current status and open problems177 cited
  • 1992Reflected Brownian Motion in an Orthant: Numerical Methods for Steady-State Analysis167 cited
  • 1996Large Deviations for Performance Analysis: Queues, Communications, and Computing, Adam Shwartz and Alan Weiss (New York: Chapman and Hall, 1995).142 cited
  • 1993Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant130 cited
  • 1978The diffusion approximation for tandem queues in heavy traffic122 cited
  • 1995The Large Deviation Principle for a General Class of Queueing Systems I75 cited
  • 1991Regulations dÉterminates et stochastiques dans le premier “orthant” de R N72 cited
  • 1998On the large deviations behavior of acyclic networks of $G/G/1$ queues63 cited
  • 1994Hierarchical Modeling of Stochastic Networks, Part II: Strong Approximations

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61 cited
  • 1999Large deviations and queueing networks: Methods for rate function identification43 cited
  • Cited by

    • 2013Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures37 cited
    • 2002A time-reversed representation for the tail probabilities of stationary reflected Brownian motion29 cited
    • 2005Efficient simulation of buffer overflow probabilities in jackson networks with feedback27 cited
    • 2009Tail asymptotics for a Lévy-driven tandem queue with an intermediate input24 cited
    • 2012Revisiting the Tail Asymptotics of the Double QBD Process: Refinement and Complete Solutions for the Coordinate and Diagonal Directions18 cited
    • 2015A superharmonic vector for a nonnegative matrix with QBD block structure and its application to a Markov-modulated two-dimensional reflecting process18 cited