SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A semidefinite optimization approach to the steady-state analysis of queueing systems
8 references·4 citing·41 second hop
A semidefinite optimization approach to the steady-state analysis of queueing systems (2007)A semidefinite optimization approach to t…Persistence in discrete optimization under data uncertainty (2006)Persistence in discrete optim…Applied Probability and Queues (2003)Applied Probability and QueuesOn the Relation Between Option and Stock Prices: A Convex Optimization Approach (2002)On the Relation Between Optio…Applied Probability and Queues (1987)Applied Probability and QueuesInequalities in the Theory of Queues (1970)Inequalities in the Theory of…Some Inequalities for the Queue GI/G/1 (1962)Some Inequalities for the Que…On the theory of queues with many servers (1955)On the theory of queues with …The theory of queues with a single server (1952)The theory of queues with a s…Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (2019)Robust Analysis in Stochastic…Robust transient analysis of multi-server queueing systems and feed-forward networks (2018)Robust transient analysis of …Stochastic models and analysis for resource management in server farms (2011)Stochastic models and analysi…On Markov–Krein characterization of the mean waiting time in M/G/K and other queueing systems (2011)On Markov–Krein characterizat…Comparison Methods for Queues and Other Stochastic Models. (1986)Stochastic Modeling and the Theory of Queues (1989)Telephone Call Centers: Tutorial, Review, and Research Prospects (2003)Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov Chain (1953)The stability of a queue with non-independent inter-arrival and service times (1962)A martingale inequality in the theory of queues (1964)Chapter 5 Performance evaluation of production networks (1993)Asymptotically tight steady-state queue length bounds implied by drift conditions (2012)Some Problems in the Theory of Queues (1951)On the Characteristics of the General Queueing Process, with Applications to Random Walk (1956)Steady-state simulation of queueing processes: survey of problems and solutions (1990)The valuation of options for alternative stochastic processes (1976)Martingales and arbitrage in multiperiod securities markets (1979)Implied Binomial Trees (1994)A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions (2005)Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection (2011)Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (2017)Application of a Technique for Research and Development Program Evaluation (1959)Robust Discrete Optimization and Its Applications (1997)Robust Discrete Optimization and Its Applications. (1998)Distributionally Robust Convex Optimization (2014)On Theoretical and Empirical Aspects of Marginal Distribution Choice Models (2014)Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals (2015)Robust Optimization (2009)Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index (2009)Theory and Applications of Robust Optimization (2010)Data-Driven Optimal Transport Cost Selection For Distributionally Robust Optimization (2019)Model calibration via distributionally robust optimization: On the NASA Langley Uncertainty Quantification Challenge (2021)Efficient Learning for Clustering and Optimizing Context-Dependent Designs (2022)Approximations in finite-capacity multi-server queues by Poisson arrivals (1978)Performance bounds for queueing networks and scheduling policies (1994)Tractable stochastic analysis in high dimensions via robust optimization (2012)An introduction to queueing theory (1993)Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks (2003)Data-driven robust optimization (2017)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)An Introduction to Numerical Transform Inversion and Its Application to Probability Models (2000)M/G/1 queue with multiple working vacations (2005)A Stochastic Model for Order Book Dynamics (2010)
this work references cited by second hop

References

  • 1987Applied Probability and Queues2,704 cited
  • 2003Applied Probability and Queues1,453 cited
  • 1952The theory of queues with a single server876 cited
  • 1955On the theory of queues with many servers313 cited
  • 1970Inequalities in the Theory of Queues245 cited
  • 1962Some Inequalities for the Queue GI/G/1222 cited
  • 2002On the Relation Between Option and Stock Prices: A Convex Optimization Approach203 cited
  • 2006Persistence in discrete optimization under data uncertainty63 cited

Cited by

  • 2019Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees42 cited
  • 2011On Markov–Krein characterization of the mean waiting time in M/G/K and other queueing systems13 cited
  • 2018Robust transient analysis of multi-server queueing systems and feed-forward networks12 cited
  • 2011Stochastic models and analysis for resource management in server farms10 cited

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