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Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime
16 references·5 citing·30 second hop
Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime (2013)Abandonment versus blocking in many-serve…An explicit formula for the Skorokhod map on [0,a (2012)An explicit formula for the S…Martingale proofs of many-server heavy-traffic limits for Markovian queues (2007)Martingale proofs of many-ser…Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Controlled Markov Processes and Viscosity Solutions (2005)Controlled Markov Processes a…Dimensioning Large Call Centers (2004)Dimensioning Large Call Cente…Telephone Call Centers: Tutorial, Review, and Research Prospects (2003)Telephone Call Centers: Tutor…Stochastic Differential Equations (2003)Stochastic Differential Equat…Un Cours sur les Intégrales Stochastiques (2002)Un Cours sur les Intégrales S…Handbook of Brownian Motion - Facts and Formulae (2002)Handbook of Brownian Motion -…Designing a Call Center with Impatient Customers (2002)Designing a Call Center with …Handbook of Brownian Motion — Facts and Formulae (1996)Handbook of Brownian Motion —…Stochastic Differential Equations (1990)Stochastic Differential Equat…Brownian Motion and Stochastic Calculus (1988)Brownian Motion and Stochasti…Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equat…Heavy-Traffic Limits for Queues with Many Exponential Servers (1981)Heavy-Traffic Limits for Queu…An Invitation Control Policy for Proactive Service Systems: Balancing Efficiency, Value, and Service Level (2020)An Invitation Control Policy …Parameter and State Estimation in Queues and Related Stochastic Models: A Bibliography (2017)Parameter and State Estimatio…Optimal inventory control with path-dependent cost criteria (2015)Optimal inventory control wit…Optimal service rate perturbations of many server queues in heavy traffic (2014)Optimal service rate perturba…Diffusion Approximations for G/M/n + GI Queues with State-Dependent Service Rates (2013)Diffusion Approximations for …The Pricing of Options and Corporate Liabilities (1973)Backward Stochastic Differential Equations in Finance (1997)Martingale Methods in Financial Modelling (1997)Mean field games (2007)Multiple channel queues in heavy traffic. I (1970)Stochastic Processes in Queueing Theory (1976)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)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)Modelling of extremal events in insurance and finance (1994)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Log-Periodogram Regression of Time Series with Long Range Dependence (1995)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Intermediary Asset Pricing (2013)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Portfolio Selection with Transaction Costs (1990)Zipf's Law for Cities: An Explanation (1999)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)A general version of the fundamental theorem of asset pricing (1994)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)The Role of Portfolio Constraints in the International Propagation of Shocks (2008)Stochastic Differential Equations (2014)Numerical Solution of Stochastic Differential Equations (2016)A survey and some generalizations of Bessel processes (2003)A jump to default extended CEV model: an application of Bessel processes (2006)
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  • 1983Stochastic Differential Equations and Diffusion Processes3,966 cited
  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 2003Stochastic Differential Equations2,239 cited
  • 1988Brownian Motion and Stochastic Calculus1,559 cited
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  • 2003Telephone Call Centers: Tutorial, Review, and Research Prospects1,360 cited
  • 2002Handbook of Brownian Motion - Facts and Formulae1,149 cited
  • 1987Brownian Motion and Stochastic Flow Systems.1,098 cited
  • 1981Heavy-Traffic Limits for Queues with Many Exponential Servers750 cited
  • 2002Designing a Call Center with Impatient Customers576 cited
  • 2002Un Cours sur les Intégrales Stochastiques426 cited
  • 2004Dimensioning Large Call Centers342 cited
  • 1990Stochastic Differential Equations331 cited
  • 2007Martingale proofs of many-server heavy-traffic limits for Markovian queues183 cited
  • 2012An explicit formula for the Skorokhod map on [0,a160 cited

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Cited by

  • 2020An Invitation Control Policy for Proactive Service Systems: Balancing Efficiency, Value, and Service Level16 cited
  • 2013Diffusion Approximations for G/M/n + GI Queues with State-Dependent Service Rates16 cited
  • 2017Parameter and State Estimation in Queues and Related Stochastic Models: A Bibliography14 cited
  • 2015Optimal inventory control with path-dependent cost criteria13 cited
  • 2014Optimal service rate perturbations of many server queues in heavy traffic9 cited