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Heavy Traffic Limits for Queues with Many Deterministic Servers
16 references·16 citing·36 second hopsampled
Heavy Traffic Limits for Queues with Many Deterministic Servers (2004)Heavy Traffic Limits for Queues with Many…On Customer Contact Centers with a Call-Back Option: Customer Decisions, Routing Rules, and System Design (2004)On Customer Contact Centers w…Dimensioning Large Call Centers (2004)Dimensioning Large Call Cente…Contact Centers with a Call-Back Option and Real-Time Delay Information (2004)Contact Centers with a Call-B…Telephone Call Centers: Tutorial, Review, and Research Prospects (2003)Telephone Call Centers: Tutor…Pricing and Capacity Sizing for Systems with Shared Resources: Approximate Solutions and Scaling Relations (2003)Pricing and Capacity Sizing f…Designing a Call Center with Impatient Customers (2002)Designing a Call Center with …Connecting discrete and continuous path-dependent options (1999)Connecting discrete and conti…A Continuity Correction for Discrete Barrier Options (1997)A Continuity Correction for D…Discretization Error in Simulation of One-Dimensional Reflecting Brownian Motion (1995)Discretization Error in Simul…Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…Applied Probability and Queues (1987)Applied Probability and QueuesAsymptotic Methods in Queueing Theory. (1986)Asymptotic Methods in Queuein…Sequential Analysis (1985)Sequential AnalysisHeavy-Traffic Limits for Queues with Many Exponential Servers (1981)Heavy-Traffic Limits for Queu…Corrected diffusion approximations in certain random walk problems (1979)Corrected diffusion approxima…On the theory of queues with many servers (1955)On the theory of queues with …Economies-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…ASYMPTOTIC APPROXIMATIONS FOR STATIONARY DISTRIBUTIONS OF MANY-SERVER QUEUES WITH ABANDONMENT (2016)ASYMPTOTIC APPROXIMATIONS FOR…Steady-state $GI/G/n$ queue in the Halfin–Whitt regime (2013)Steady-state $GI/G/n$ queue i…SPDE limits of many-server queues (2013)SPDE limits of many-server qu…Multiclass multiserver queueing system in the Halfin–Whitt heavy traffic regime: asymptotics of the stationary distribution (2012)Multiclass multiserver queuei…Fluid models of many-server queues with abandonment (2012)Fluid models of many-server q…Asymptotic approximations for stationary distributions of many-server queues with abandonment (2012)Asymptotic approximations for…Transient behavior of the Halfin–Whitt diffusion (2011)Transient behavior of the Hal…Refining Square-Root Safety Staffing by Expanding Erlang C (2011)Refining Square-Root Safety S…Fluid models of many-server queues with abandonment (2011)Fluid models of many-server q…On many-server queues in heavy traffic (2010)On many-server queues in heav…Directional Derivatives of Oblique Reflection Maps (2010)Directional Derivatives of Ob…Designing a call center with an IVR (Interactive Voice Response) (2010)Designing a call center with …Queues with Many Servers: The Virtual Waiting-Time Process in the QED Regime (2008)Queues with Many Servers: The…Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime (2008)Corrected asymptotics for a m…Back to the roots of the M/D/ s queue and the works of Erlang, Crommelin and Pollaczek (2008)Back to the roots of the M/D/…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)Some Problems in the Theory of Queues (1951)The theory of queues with a single server (1952)Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov Chain (1953)On the Characteristics of the General Queueing Process, with Applications to Random Walk (1956)Inequalities in the Theory of Queues (1970)Steady-state simulation of queueing processes: survey of problems and solutions (1990)Poisson Arrivals See Time Averages (1982)Introduction to Matrix Analytic Methods in Stochastic Modeling (1999)Statistical Analysis of a Telephone Call Center (2005)Forecasting: theory and practice (2022)Introduction to Queueing Theory. (1982)Call Centers with Impatient Customers: Many-Server Asymptotics of the M/M/n + G Queue (2005)Coping with Time‐Varying Demand When Setting Staffing Requirements for a Service System (2007)The Pricing of Options and Corporate Liabilities (1973)Theory of rational option pricing (2005)Brownian Motion and Stochastic Calculus (2007)Improved Multilevel Monte Carlo Convergence using the Milstein Scheme (2007)Design of computer experiments: A review (2017)Point Processes and Queues: Martingale Dynamics. (1983)First passage times of a jump diffusion process (2003)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)A Re-Evaluation of Fixed Effect(s) Meta-Analysis (2017)Proceedings of the 2002 Winter Simulation Conference (2002)Foundations and Implications of a Proposed Unified Services Theory (2006)Stability properties of constrained queueing systems and scheduling policies for maximum throughput in multihop radio networks (1992)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Asset Pricing with Heterogeneous Consumers (1996)Time-changed Lévy processes and option pricing (2003)Selection, Growth, and the Size Distribution of Firms (2007)A Continuous-Time Version of the Principal–Agent Problem (2008)Processor-sharing queues: Some progress in analysis (1987)Properties of the Reflected Ornstein–Uhlenbeck Process (2003)Martingale proofs of many-server heavy-traffic limits for Markovian queues (2007)
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References

  • 1987Applied Probability and Queues2,704 cited
  • 2003Telephone Call Centers: Tutorial, Review, and Research Prospects1,360 cited
  • 1987Brownian Motion and Stochastic Flow Systems.1,091 cited
  • 1985Sequential Analysis781 cited
  • 1981Heavy-Traffic Limits for Queues with Many Exponential Servers750 cited
  • 2002Designing a Call Center with Impatient Customers576 cited
  • 1997A Continuity Correction for Discrete Barrier Options351 cited
  • 2004Dimensioning Large Call Centers342 cited
  • 1955On the theory of queues with many servers313 cited
  • 1986Asymptotic Methods in Queueing Theory.225 cited
  • 1999Connecting discrete and continuous path-dependent options208 cited
  • 2004On Customer Contact Centers with a Call-Back Option: Customer Decisions, Routing Rules, and System Design190 cited
  • 2004Contact Centers with a Call-Back Option and Real-Time Delay Information169 cited
  • 1979Corrected diffusion approximations in certain random walk problems146 cited
  • 1995Discretization Error in Simulation of One-Dimensional Reflecting Brownian Motion127 cited
  • 2003Pricing and Capacity Sizing for Systems with Shared Resources: Approximate Solutions and Scaling Relations

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119 cited

Cited by

  • 2011Refining Square-Root Safety Staffing by Expanding Erlang C67 cited
  • 2013SPDE limits of many-server queues62 cited
  • 2019Economies-of-Scale in Many-Server Queueing Systems: Tutorial and Partial Review of the QED Halfin--Whitt Heavy-Traffic Regime61 cited
  • 2012Multiclass multiserver queueing system in the Halfin–Whitt heavy traffic regime: asymptotics of the stationary distribution54 cited
  • 2010On many-server queues in heavy traffic53 cited
  • 2008Queues with Many Servers: The Virtual Waiting-Time Process in the QED Regime45 cited
  • 2010Designing a call center with an IVR (Interactive Voice Response)44 cited
  • 2013Steady-state $GI/G/n$ queue in the Halfin–Whitt regime44 cited
  • 2016ASYMPTOTIC APPROXIMATIONS FOR STATIONARY DISTRIBUTIONS OF MANY-SERVER QUEUES WITH ABANDONMENT43 cited
  • 2012Fluid models of many-server queues with abandonment41 cited
  • 2012Asymptotic approximations for stationary distributions of many-server queues with abandonment37 cited
  • 2011Fluid models of many-server queues with abandonment32 cited
  • 2008Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime26 cited
  • 2008Back to the roots of the M/D/ s queue and the works of Erlang, Crommelin and Pollaczek26 cited
  • 2010Directional Derivatives of Oblique Reflection Maps18 cited
  • 2011Transient behavior of the Halfin–Whitt diffusion16 cited