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Heavy traffic analysis for EDF queues with reneging
16 references·6 citing·31 second hop
Heavy traffic analysis for EDF queues with reneging (2018)Heavy traffic analysis for EDF queues wit…An explicit formula for the Skorokhod map on [0,a (2012)An explicit formula for the S…Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Validity of heavy traffic steady-state approximations in generalized Jackson networks (2006)Validity of heavy traffic ste…A Diffusion Approximation for a Markovian Queue with Reneging (2003)A Diffusion Approximation for…Stochastic-process limits : an introduction to stochastic-process limits and their application to queues (2002)Stochastic-process limits : a…Real-time queueing theory (2002)Real-time queueing theoryReal-time queues in heavy traffic with earliest-deadline-first queue discipline (2001)Real-time queues in heavy tra…Stochastic Discrete Flow Networks: Diffusion Approximations and Bottlenecks (1991)Stochastic Discrete Flow Netw…Brownian Motion and Stochastic Calculus. (1989)Brownian Motion and Stochasti…Brownian Motion and Stochastic Calculus (1988)Brownian Motion and Stochasti…Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…Bandit Processes (1983)Bandit ProcessesReflected Brownian Motion on an Orthant (1981)Reflected Brownian Motion on …Multiple channel queues in heavy traffic. I (1970)Multiple channel queues in he…On Queues in Heavy Traffic (1962)On Queues in Heavy TrafficThe single server queue in heavy traffic (1961)The single server queue in he…Fuzzy testing of operating performance index based on confidence intervals (2019)Fuzzy testing of operating pe…Deadline Scheduling as Restless Bandits (2018)Deadline Scheduling as Restle…Stochastic Processing Networks (2016)Stochastic Processing NetworksOn queues with impatience: stability, and the optimality of Earliest Deadline First (2013)On queues with impatience: st…An M/M/1/N Queueing Model with Retention of Reneged Customers and Balking (2012)An M/M/1/N Queueing Model wit…Double Skorokhod Map and Reneging Real-Time Queues (2008)Double Skorokhod Map and Rene…Brownian Models of Queueing Networks with Heterogeneous Customer Populations (1988)On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models (1995)Real-time queueing network theory (2002)Approximating the GI/GI/1+GI Queue with a Nonlinear Drift Diffusion: Hazard Rate Scaling in Heavy Traffic (2008)Some Problems in the Theory of Queues (1951)The theory of queues with a single server (1952)The stability of a queue with non-independent inter-arrival and service times (1962)Approximation Methods for Queues with Application to the Fixed-Cycle Traffic Light (1965)Application of the Diffusion Approximation to Queueing Networks I: Equilibrium Queue Distributions (1974)Logarithmic asymptotics for steady-state tail probabilities in a single-server queue (1994)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Controlled Markov Processes and Viscosity Solutions (2005)Dynamic Routing in Large-Scale Service Systems with Heterogeneous Servers (2005)Queue-and-Idleness-Ratio Controls in Many-Server Service Systems (2009)Control of Patient Flow in Emergency Departments, or Multiclass Queues with Deadlines and Feedback (2015)Modeling and analysis of manufacturing systems (2016)Brownian models of open queueing networks with homogeneous customer populations ∗ (1987)On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (1991)Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse (1998)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)Open Queueing Networks in Heavy Traffic (1984)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)A general version of the fundamental theorem of asset pricing (1994)Arbitrage Theory in Continuous Time (1998)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Chapter 49 Arch models (1994)High-Frequency Data and Volatility in Foreign-Exchange Rates (1996)Expectation puzzles, time-varying risk premia, and affine models of the term structure (2002)
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140 cited

Cited by

  • 2018Deadline Scheduling as Restless Bandits47 cited
  • 2019Fuzzy testing of operating performance index based on confidence intervals38 cited
  • 2013On queues with impatience: stability, and the optimality of Earliest Deadline First30 cited
  • 2008Double Skorokhod Map and Reneging Real-Time Queues27 cited
  • 2016Stochastic Processing Networks25 cited
  • 2012An M/M/1/N Queueing Model with Retention of Reneged Customers and Balking24 cited