Directional derivatives of oblique reflection maps

DOI10.1287/MOOR.1100.0453MaRDI QIDQ3169106zbMATH OpenOpenAlexFDO

Authors Avishai Mandelbaum, Kavita Ramanan

Publication date 27 April 2011

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.1100.0453

zbMATH Keywords

network modelsperformance evaluationqueueing schedulingqueueing theoryqueues and servicestochastic

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Stochastic network models in operations research (90B15) Queues and service in operations research (90B22)

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Cited in

(13)

• On directional derivatives of Skorokhod maps in convex polyhedral domains
• Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions
• Pathwise differentiability of reflected diffusions in convex polyhedral domains
• A queueing model with independent arrivals, and its fluid and diffusion limits
• The reflection map with discontinuities.
• Existence, Uniqueness, and Stability of Slowly Oscillating Periodic Solutions for Delay Differential Equations with Nonnegativity Constraints
• Sensitivity analysis for the stationary distribution of reflected Brownian motion in a convex polyhedral cone
• Efficient steady-state simulation of high-dimensional stochastic networks
• Strong embeddings for transitory queueing models
• Subdiffusive load balancing in time-varying queueing systems
• Dimension-free local convergence and perturbations for reflected Brownian motions
• Sensitivity analysis for diffusion processes constrained to an orthant
• Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection

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