Open Queueing Networks in Heavy Traffic
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(only showing first 100 items - show all)- Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies
- A unified approach for large queue asymptotics in a heterogeneous multiserver queue
- Scheduling networks of queues: Heavy traffic analysis of a simple open network
- Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
- A Jackson network under general regime
- Fluid and heavy traffic diffusion limits for a generalized processor sharing model
- On the rate of convergence of the diffusion approximations
- scientific article; zbMATH DE number 3962927 (Why is no real title available?)
- scientific article; zbMATH DE number 885486 (Why is no real title available?)
- Diffusion Limits for Open Networks of Finite-Buffer Queues
- Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes
- Diffusion approximation of queuing networks of open type
- The advantage of indices of dispersion in queueing approximations
- Open queueing networks in discrete time -- some limit theorems
- Pathwise differentiability of reflected diffusions in convex polyhedral domains
- Nonexistence of Brownian models for certain multiclass queueing networks
- On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case
- Diffusion approximation of open queueing networks with critical traffic levels
- The Brownian approximation for rate-control throttles and the \(G/G/1/C\) queue
- Control of patient flow in emergency departments, or multiclass queues with deadlines and feedback
- Exact simulation of multidimensional reflected Brownian motion
- Brownian models of open queueing networks with homogeneous customer populations∗
- Queueing systems with leadtime constraints: a fluid-model approach for admission and sequencing control
- Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
- Convergence to equilibria for fluid models of head-of-the-line proportional processor sharing queueing networks
- Heavy-traffic limits for stationary network flows
- scientific article; zbMATH DE number 7529536 (Why is no real title available?)
- Optimization of limit characteristics in opened queueing networks
- Reflected backward stochastic differential equations in an orthant
- Green's functions with oblique Neumann boundary conditions in the quadrant
- A law of the iterated logarithm for the sojourn time process in queues in series
- On the fluid approximation for a multiclass queue under non-preemptive SBP service discipline
- scientific article; zbMATH DE number 3930690 (Why is no real title available?)
- scientific article; zbMATH DE number 4056741 (Why is no real title available?)
- Exit time and invariant measure asymptotics for small noise constrained diffusions
- Overload at the queuing network nodes
- Diffusion approximation for \(GI/G/1\) controlled queues
- A heavy-traffic comparison of shared and segregated buffer schemes for queues with the head-of-line processor-sharing discipline
- Diffusion approximation for a tandem queue with blocking
- Brownian models of closed queueing networks with homogeneous customer populations
- Dynamic control of Brownian networks: State space collapse and equivalent workload formulations
- A nonzero-sum risk-sensitive stochastic differential game in the orthant
- Reflected Brownian motion with skew symmetric data in a polyhedral domain
- HEAVY TRAFFIC LIMITS VIA BROWNIAN EMBEDDINGS
- scientific article; zbMATH DE number 1852737 (Why is no real title available?)
- A time-reversed representation for the tail probabilities of stationary reflected Brownian motion.
- Multiscale diffusion approximations for stochastic networks in heavy traffic
- Heavy traffic limit theorems in fluid buffer models
- Fluid approximation and its convergence rate for GI/G/1 queue with vacations
- Convergence to equilibria for fluid models of FIFO queueing networks
- On extreme values in open queueing networks
- Multidimensional insurance model with risk-reducing treaty
- Complex transient phenomena in multiphase queuing systems. II
- Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary
- The Skorohod oblique reflection problem in time-dependent domains
- Taking account of correlations between streams in queueing network approximations
- Weak Convergence Limits for Sojourn Times in Cyclic Queues Under Heavy Traffic Conditions
- Weak convergence in multiphase queues
- Existence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limit
- Validity of heavy traffic steady-state approximations in generalized Jackson networks
- Functional law of the iterated logarithm for multi-server queues with batch arrivals and customer feedback
- On the analysis of the virtual waiting time in open queueing networks
- Fluid approximation for generalized Jackson network with vacations
- Regulations dÉterminates et stochastiques dans le premier “orthant” de RN
- Diffusion Approximation of State-Dependent G-Networks Under Heavy Traffic
- State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits
- Fluid limits and diffusion approximations for networks of multi-server queues in heavy traffic
- Dimension-free local convergence and perturbations for reflected Brownian motions
- Heavy traffic limit for a processor sharing queue with soft deadlines
- Heavy-Traffic Limits of Queueing Networks with Polling Stations: Brownian Motion in a Wedge
- A law of the iterated logarithm for global values of waiting time in multiphase queues.
- Accuracy of Estimation of the Vector of Queue Lengths for Open Jackson Networks
- Risk diversifying treaty between two companies with only one in insurance business
- Instability of nonhomogeneous queueing networks
- On the law of the iterated logarithm in open queueing networks
- Treelike queueing networks: Asymptotic stationarity and heavy traffic
- Fluid limits for earliest-deadline-first networks
- Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant
- Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain
- Many-server diffusion limits for \(G/Ph/n+GI\) queues
- Splitting algorithms for rare events of semimartingale reflecting Brownian motions
- A robust queueing network analyzer based on indices of dispersion
- A fair policy for the \(\mathrm{G}/\mathrm{GI}/N\) queue with multiple server pools
- A network of priority queues in heavy traffic: One bottleneck station
- The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations
- A cross-border market model with limited transmission capacities
- Brownian models of multiclass queueing networks: Current status and open problems
- On directional derivatives of Skorokhod maps in convex polyhedral domains
- State space collapse for asymptotically critical multi-class fluid networks
- Jackson network in a random environment: strong approximation
- Asymptotic Analysis of A Backward-Forward Parabolic Problem for Data-Handling Systems
- Stability of generalized Jackson networks with infinite supply of work
- Multi-scale diffusion approximations for stochastic networks in random environments under heavy-traffic
- Boundary-influenced robust controls: two network examples
- Reflected Brownian motion in the quarter plane: an equivalence based on time reversal
- Queueing network \(\text{MAP}-(G I / \infty)^K\) with high-rate arrivals
- Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues
- Least Busy Alternative Routing in Queueing and Loss Networks
- Brownian motion minus the independent increments: representation and queuing application
- Heavy traffic limits for the extreme waiting time in multi-phase queueing systems
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