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Risk measures and their application to staffing nonstationary service systems
16 references·0 citing·40 second hop
Risk measures and their application to staffing nonstationary service systems (2016)Risk measures and their application to st…The truncated normal distribution: Applications to queues with impatient customers (2014)The truncated normal distribu…Erlang-R: A Time-Varying Queue with Reentrant Customers, in Support of Healthcare Staffing (2014)Erlang-R: A Time-Varying Queu…Stabilizing Customer Abandonment in Many-Server Queues with Time-Varying Arrivals (2012)Stabilizing Customer Abandonm…Queues with Many Servers and Impatient Customers (2012)Queues with Many Servers and …RISK MEASURES ON ORLICZ HEARTS (2009)RISK MEASURES ON ORLICZ HEARTSStaffing of Time-Varying Queues to Achieve Time-Stable Performance (2008)Staffing of Time-Varying Queu…Dual characterization of properties of risk measures on Orlicz hearts (2008)Dual characterization of prop…Approximation of the non-stationary M(t)/M(t)/c(t)-queue using stationary queueing models: The stationary backlog-carryover approach (2007)Approximation of the non-stat…Probabilistic and Randomized Methods for Design under Uncertainty (2006)Probabilistic and Randomized …Optimization of Risk Measures (2006)Optimization of Risk MeasuresConditional and dynamic convex risk measures (2005)Conditional and dynamic conve…Call Centers with Impatient Customers: Many-Server Asymptotics of the M/M/n + G Queue (2005)Call Centers with Impatient C…Heavy Traffic Limits for Queues with Many Deterministic Servers (2004)Heavy Traffic Limits for Queu…Strong approximations for Markovian service networks (1998)Strong approximations for Mar…Server Staffing to Meet Time-Varying Demand (1996)Server Staffing to Meet Time-…The Physics of the Mt/G/∞ Queue (1993)The Physics of the Mt/G/∞ Que…Heavy-Traffic Limits for Queues with Many Exponential Servers (1981)Telephone Call Centers: Tutorial, Review, and Research Prospects (2003)Statistical Analysis of a Telephone Call Center (2005)Martingale proofs of many-server heavy-traffic limits for Markovian queues (2007)Call center outsourcing: Coordinating staffing level and service quality (2008)The Impact of Delay Announcements in Many-Server Queues with Abandonment (2008)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)Conditional value-at-risk for general loss distributions (2002)Modeling and optimization of risk (2010)Comparative and qualitative robustness for law-invariant risk measures (2014)Quantile-Based Risk Sharing (2018)Retrial Queues (1997)Control of Patient Flow in Emergency Departments, or Multiclass Queues with Deadlines and Feedback (2015)Performance analysis of time-dependent queueing systems: Survey and classification (2015)The Impact of Reimbursement Policy on Social Welfare, Revisit Rate, and Waiting Time in a Public Healthcare System: Fee-for-Service Versus Bundled Payment (2018)Convex measures of risk and trading constraints (2002)Stochastic Finance: An Introduction in Discrete Time (2002)Dynamic exponential utility indifference valuation (2005)Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes (2006)Risk measures via -expectations (2006)Stochastic Modeling and the Theory of Queues (1989)APPROXIMATIONS FOR THE GI/G/m QUEUE (1993)An Annotated Bibliography of Personnel Scheduling and Rostering (2004)On Customer Contact Centers with a Call-Back Option: Customer Decisions, Routing Rules, and System Design (2004)Jobshop-Like Queueing Systems (1963)Brownian Motion and Stochastic Calculus (2007)Staffing and scheduling under nonstationary demand for service: A literature review (2015)Comparison Methods for Queues and Other Stochastic Models. (1986)The Pointwise Stationary Approximation for Queues with Nonstationary Arrivals (1991)Networks of infinite-server queues with nonstationary Poisson input (1993)The Malliavin Calculus and Related Topics (1995)The Malliavin Calculus and Related Topics (2006)Optimal pricing in e-commerce based on sparse and noisy data (2017)Queues Driven by Hawkes Processes (2018)Pricing and collection rate decisions in a closed-loop supply chain considering consumers’ environmental responsibility (2020)On Complexity of Stochastic Programming Problems (2006)An integer programming approach for linear programs with probabilistic constraints (2008)Constructing Uncertainty Sets for Robust Linear Optimization (2009)Staffing a Call Center with Uncertain Arrival Rate and Absenteeism (2006)
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References

  • 2005Conditional and dynamic convex risk measures356 cited
  • 2005Call Centers with Impatient Customers: Many-Server Asymptotics of the M/M/n + G Queue275 cited
  • 1998Strong approximations for Markovian service networks254 cited
  • 1993The Physics of the Mt/G/∞ Queue239 cited
  • 1996Server Staffing to Meet Time-Varying Demand226 cited
  • 2009RISK MEASURES ON ORLICZ HEARTS214 cited
  • 2006Probabilistic and Randomized Methods for Design under Uncertainty212 cited
  • 2008Staffing of Time-Varying Queues to Achieve Time-Stable Performance194 cited
  • 2014Erlang-R: A Time-Varying Queue with Reentrant Customers, in Support of Healthcare Staffing161 cited
  • 2014The truncated normal distribution: Applications to queues with impatient customers122 cited
  • 2012Queues with Many Servers and Impatient Customers118 cited
  • 2006Optimization of Risk Measures111 cited
  • 2007Approximation of the non-stationary M(t)/M(t)/c(t)-queue using stationary queueing models: The stationary backlog-carryover approach97 cited
  • 2012Stabilizing Customer Abandonment in Many-Server Queues with Time-Varying Arrivals94 cited
  • 2008Dual characterization of properties of risk measures on Orlicz hearts

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73 cited
  • 2004Heavy Traffic Limits for Queues with Many Deterministic Servers70 cited
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