| Publication | Date of Publication | Type |
|---|
Extension of a strong form of the three-dimensional Gaussian product inequality
Statistics \& Probability Letters | 2024-12-09 | Paper |
Three-dimensional Gaussian product inequality with positive integer order moments
Journal of Mathematical Analysis and Applications | 2024-11-09 | Paper |
Joint pricing and inventory control for a production-inventory queueing system
Annals of Operations Research | 2024-02-08 | Paper |
Proofs of conjectures on the competition between observable and unobservable servers
Queueing Systems | 2023-11-07 | Paper |
Proof of the conjecture on the stability of a multi-class retrial queue with constant retrial rates
Queueing Systems | 2023-11-07 | Paper |
Stability of a cascade system with multiple stations
Queueing Systems | 2023-07-27 | Paper |
Symmetric equilibria in a cost-averting war of attrition requiring minimum necessary conceders
The B.E. Journal of Theoretical Economics | 2022-11-22 | Paper |
Optimal stochastic control of the intensity of point processes
Operations Research Letters | 2022-10-17 | Paper |
Monotonicity of the mean queue size in DPS systems
Queueing Systems | 2022-06-16 | Paper |
Analysis of the waiting time distribution in \(M/G/1\) retrial queues with two way communication
Annals of Operations Research | 2022-03-21 | Paper |
Computation of powered option prices under a general model for underlying asset dynamics
Journal of Computational and Applied Mathematics | 2022-02-11 | Paper |
Conjectures about determining the regions of eigenvalues of stochastic and doubly stochastic matrices
Linear Algebra and its Applications | 2022-01-24 | Paper |
De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts
Insurance Mathematics \& Economics | 2021-11-19 | Paper |
A stochastic model of contagion with different individual types
Journal of Industrial and Management Optimization | 2021-11-12 | Paper |
Identification of parameters from the distribution of the maximum or minimum of Poisson random variables
Statistics \& Probability Letters | 2021-11-12 | Paper |
Comparison of socially optimal and profit maximizing prices in an unobservable queue with heterogeneous waiting costs
Operations Research Letters | 2021-04-07 | Paper |
Population uncertainty and revealing contestants
Economics Letters | 2021-03-29 | Paper |
Transform approach for discounted aggregate claims in a risk model with descendant claims
Annals of Operations Research | 2020-11-20 | Paper |
Lower bounds on partial sums of expected hitting times
Statistics \& Probability Letters | 2020-04-29 | Paper |
Customer equilibrium and optimal pricing in an M/G/1 queue with heterogeneous rewards and waiting cost rates
Operations Research Letters | 2020-04-07 | Paper |
Proofs of conjectures on the Karpelevich arcs in the region of eigenvalues of stochastic matrices
Linear Algebra and its Applications | 2020-03-20 | Paper |
Stability of a multi-class multi-server retrial queueing system with service times depending on classes and servers
Queueing Systems | 2020-02-26 | Paper |
Equilibrium in a war of attrition with an option to fight decisively
Operations Research Letters | 2020-02-10 | Paper |
Analysis of a Markovian feedback queue with multi-class customers and its application to the weighted round-robin queue
Annals of Operations Research | 2019-12-30 | Paper |
Analysis of the waiting time distribution for polling systems with retrials and glue periods
Annals of Operations Research | 2019-12-30 | Paper |
Stochastic ordering of Gini indexes for multivariate elliptical risks
Insurance Mathematics \& Economics | 2019-09-19 | Paper |
Sooner waiting time problems in a sequence of multi-state trials with random rewards
Statistics \& Probability Letters | 2019-09-05 | Paper |
Existence of a unique Nash equilibrium for an asymmetric lottery Blotto game with weighted majority
Journal of Mathematical Analysis and Applications | 2019-08-21 | Paper |
The waiting time distribution for a correlated queue with exponential interarrival and service times
Operations Research Letters | 2019-06-11 | Paper |
The maximum distribution of Kibble's bivariate gamma random vector
Operations Research Letters | 2019-02-22 | Paper |
Optimal information disclosure policies in a strategic queueing model
Operations Research Letters | 2019-02-22 | Paper |
A lottery Blotto game with heterogeneous items of asymmetric valuations
Economics Letters | 2018-11-22 | Paper |
Comments on: ``Polling: past, present and perspective
Top | 2018-11-07 | Paper |
Proof of the conjecture on the stability of a multiserver retrial queue
Operations Research Letters | 2018-09-28 | Paper |
Optimal admission control for two station tandem queues with loss
Operations Research Letters | 2018-09-28 | Paper |
Hazard rate ordering of the largest order statistics from geometric random variables
Journal of Applied Probability | 2018-09-26 | Paper |
An asymmetric lottery Blotto game with a possible budget surplus and incomplete information
Economics Letters | 2018-09-11 | Paper |
A batch arrival $M^X/M/c$ queue with impatient customers
Operations Research Letters | 2018-08-27 | Paper |
Pricing external barrier options in a regime-switching model
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Strong unimodality of discrete order statistics
Statistics \& Probability Letters | 2018-06-21 | Paper |
Analysis of a Markovian feedback queue with multi-class customers
Proceedings of the 11th International Conference on Queueing Theory and Network Applications | 2018-02-22 | Paper |
Extension of the loss probability formula to an overloaded queue with impatient customers
Statistics \& Probability Letters | 2018-02-15 | Paper |
Equilibrium strategies for a tandem network under partial information
Operations Research Letters | 2018-02-06 | Paper |
Performance analysis of polling systems with retrials and glue periods
Queueing Systems | 2018-01-12 | Paper |
Waiting time distributions in an M/G/1 retrial queue with two classes of customers
Annals of Operations Research | 2017-08-25 | Paper |
\(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment
Journal of Industrial and Management Optimization | 2017-06-16 | Paper |
Stability of a queue with discriminatory random order service discipline and heterogeneous servers
Journal of Industrial and Management Optimization | 2017-05-22 | Paper |
A survey of retrial queueing systems
Annals of Operations Research | 2017-03-03 | Paper |
Analysis of the \(\mathrm{M}^X/\mathrm{G}/1\) retrial queue
Annals of Operations Research | 2017-03-03 | Paper |
Valuation of power options under Heston's stochastic volatility model
Journal of Economic Dynamics and Control | 2016-09-28 | Paper |
A recursive method for discretely monitored geometric Asian option prices
Bulletin of the Korean Mathematical Society | 2016-06-16 | Paper |
Explicit solution for the stationary distribution of a discrete-time finite buffer queue
Journal of Industrial and Management Optimization | 2015-12-18 | Paper |
Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications
Journal of Computational and Applied Mathematics | 2015-11-13 | Paper |
Pricing of geometric Asian options under Heston's stochastic volatility model
Quantitative Finance | 2015-04-23 | Paper |
Stability of a cyclic polling system with an adaptive mechanism
Journal of Industrial and Management Optimization | 2015-02-03 | Paper |
Unfinished work for the queue under \(D\)-policy with incomplete information on service times
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
Counterexamples to conjectures on discriminatory processor sharing and generalized processor sharing systems
Operations Research Letters | 2014-05-15 | Paper |
Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps
Journal of Industrial and Management Optimization | 2013-11-14 | Paper |
Large deviations of the waiting time in the GI/G/1 queue with random order service
Queueing Systems | 2013-09-09 | Paper |
A polling system whose stability region depends on the whole distribution of service times
Operations Research Letters | 2013-05-14 | Paper |
Exact tail asymptotics for the M/M/m retrial queue with nonpersistent customers
Operations Research Letters | 2013-03-05 | Paper |
A note on the subexponential asymptotics of the stationary distribution of \(M/G/1\) type Markov chains
European Journal of Operational Research | 2012-12-29 | Paper |
On the stability of a polling system with an adaptive service mechanism
Annals of Operations Research | 2012-11-15 | Paper |
Tail asymptotic behaviour of resequencing buffer content for selective repeat ARQ
Operations Research Letters | 2012-07-13 | Paper |
Tail asymptotics of the queue size distribution in the \(M/M/m\) retrial queue
Journal of Computational and Applied Mathematics | 2012-06-08 | Paper |
Stability of a retrial queueing network with different classes of customers and restricted resource pooling
Journal of Industrial and Management Optimization | 2012-01-18 | Paper |
Representation of Downton's bivariate exponential random vector and its applications
Statistics \& Probability Letters | 2011-11-15 | Paper |
Higher moments of the waiting time distribution in M/G/1 retrial queues
Operations Research Letters | 2011-08-19 | Paper |
Throughput maximization for two station tandem systems: a proof of the Andradóttir-Ayhan conjecture
Queueing Systems | 2011-06-17 | Paper |
Stability of Join-the-Shortest-Queue networks: Analysis by Fluid Limits
International Series in Operations Research & Management Science | 2011-05-09 | Paper |
Regularly varying tail of the waiting time distribution in M/G/1 retrial queue
Queueing Systems | 2010-10-14 | Paper |
Tail asymptotics for the queue size distribution in the \(MAP/G/1\) retrial queue
Queueing Systems | 2010-09-20 | Paper |
Asymptotics in the \(MAP/G/1\) queue with critical load
Stochastic Analysis and Applications | 2010-02-10 | Paper |
Moments of the queue size distribution in the MAP/G/1 retrial queue
Computers \& Operations Research | 2010-01-25 | Paper |
Queue size distribution in a discrete-time D-BMAP/G/1 retrial queue
Computers \& Operations Research | 2010-01-25 | Paper |
Tail asymptotics for the queue size distribution in a discrete-time \(Geo/G/1\) retrial queue
Queueing Systems | 2009-08-11 | Paper |
A risk model with paying dividends and random environment
Insurance Mathematics \& Economics | 2009-01-28 | Paper |
Mean queue size in a queue with discrete autoregressive arrivals of order \(p\)
Annals of Operations Research | 2008-09-03 | Paper |
Delay analysis of extended rtPS for VoIP service in IEEE 802.16e by matrix analytic method
Annals of Operations Research | 2008-09-03 | Paper |
Delay analysis of an \(M/G/1/K\) priority queueing system with push-out scheme
Mathematical Problems in Engineering | 2008-08-13 | Paper |
Tests for nonergodicity of denumerable continuous time Markov processes
Computers & Mathematics with Applications | 2008-06-26 | Paper |
Asymptotic behavior of the stationary distribution in a finite QBD process with zero mean drift
Operations Research Letters | 2008-05-29 | Paper |
Concavity of the conditional mean sojourn time in the \(M/G/1\) processor-sharing queue with batch arrivals
Queueing Systems | 2008-04-14 | Paper |
Stability of join-the-shortest-queue networks
Queueing Systems | 2008-04-03 | Paper |
Tail Asymptotics for the Queue Size Distribution in an M/G/1 Retrial Queue
Journal of Applied Probability | 2008-03-07 | Paper |
Tail asymptotics for the fundamental period in the MAP\(/G/1\) queue
Queueing Systems | 2007-11-28 | Paper |
Asymptotic analysis for loss probability of queues with finite \(GI / M /1\) type structure
Queueing Systems | 2007-11-28 | Paper |
Regularly varying tails in a queue with discrete autoregressive arrivals of order \(p\)
Queueing Systems | 2007-09-06 | Paper |
Moments of claims in a Markovian environment
Insurance Mathematics \& Economics | 2007-05-23 | Paper |
Tail behavior of the queue size and waiting time in a queue with discrete autoregressive arrivals
Advances in Applied Probability | 2007-01-31 | Paper |
MAP/M/c Queue with Constant Impatient Time
Mathematics of Operations Research | 2005-11-11 | Paper |
Maximizing service of carousel storage
Computers \& Operations Research | 2005-02-09 | Paper |
Non-ergodicity criteria for denumerable continuous time Markov processes.
Operations Research Letters | 2005-01-11 | Paper |
The analysis of a multiserver queue fed by a discrete autoregressive process of order 1
Operations Research Letters | 2004-07-01 | Paper |
Exact convergence rate for the distributions of \(GI\)/\(M\)/\(c\)/\(K\) queue as \(K\) tends to infinity
Queueing Systems | 2003-08-21 | Paper |
An M/G/l queueing system with fixed feedback policy
The ANZIAM Journal | 2003-06-18 | Paper |
An \(M\)/\(G\)/1 queue with multiple types of feedback, gated vacations and FCFS policy
Computers \& Operations Research | 2003-04-28 | Paper |
On matrix-geometric solution of nested QBD chains
Queueing Systems | 2003-04-10 | Paper |
Sharp results on convergence rates for the distribution of \(\text{GI}/ \text{M}/1/K\) queues as \(K\) tends to infinity
Journal of Applied Probability | 2001-11-04 | Paper |
\(M/M/1\) queue with impatient customers of higher priority
Queueing Systems | 2001-07-19 | Paper |
Asymptotic behavior of loss probability in GI/M/1/\(K\) queue as \(K\) tends to infinity
Queueing Systems | 2001-06-19 | Paper |
\(\text{MAP}_1, \text{MAP}_2/\text{M/}c\) retrial queue with guard channels and its application to cellular networks
Top | 2000-12-03 | Paper |
The solution of an open problem given by H. Haruki and T. M. Rassias
Journal of Applied Mathematics and Stochastic Analysis | 2000-05-30 | Paper |
On the M/G/1 Bernoulli feedback queue with multi-class customers
Computers \& Operations Research | 2000-03-21 | Paper |
