Josh Reed

Available identifiers

zbMath Open reed.josh-eMaRDI QIDQ1049562

List of research outcomes

Publication	Date of Publication	Type
Reflected Brownian motion with drift in a wedge	2024-03-14	Paper
Erratum to: ``On many-server queues in heavy traffic	2024-01-16	Paper
Optimal cash management using impulse control	2023-08-28	Paper
Large-Scale Bundle-Size Pricing: A Theoretical Analysis	2022-02-16	Paper
On the roughness of the paths of RBM in a wedge	2019-11-20	Paper
Scaling limit of a limit order book model via the regenerative characterization of Lévy trees	2018-03-14	Paper
Managing capacity and inventory jointly for multi-server make-to-stock queues	2017-08-14	Paper
On a class of reflected \(\mathrm{AR}(1)\) processes	2016-12-09	Paper
Series expansions for the all-time maximum of \(\alpha\)-stable random walks	2016-11-01	Paper
A Dirichlet Process Characterization of RBM in a Wedge	2016-05-06	Paper
A Fair Policy for the G/GI/N Queue with Multiple Server Pools	2015-11-04	Paper
Limit Theorems for Markovian Bandwidth-Sharing Networks with Rate Constraints	2015-08-28	Paper
Distribution-valued heavy-traffic limits for the \(\mathrm{G}/\mathrm{GI}/\infty\) queue	2015-05-29	Paper
Fluid Limits for Bandwidth-Sharing Networks with Rate Constraints	2015-03-31	Paper
The ``least flexible job first rule in scheduling and in queueing	2014-05-15	Paper
On the Generalized Drift Skorokhod Problem in One Dimension	2013-04-25	Paper
An Overloaded Multiclass FIFO Queue with Abandonments	2013-01-30	Paper
Queues in tandem with customer deadlines and retrials	2013-01-28	Paper
Hazard Rate Scaling of the Abandonment Distribution for the GI/M/n + GI Queue in Heavy Traffic	2012-12-07	Paper
Forecasting prices from level-I quotes in the presence of hidden liquidity	2012-10-23	Paper
A piecewise linear stochastic differential equation driven by a Lévy process	2011-10-25	Paper
Approximating the GI/GI/1+GI queue with a nonlinear drift diffusion: hazard rate scaling in heavy traffic	2011-04-27	Paper
On many-server queues in heavy traffic	2010-03-08	Paper
The \(G/GI/N\) queue in the Halfin-Whitt regime	2010-01-13	Paper

Research outcomes over time

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