| Publication | Date of Publication | Type |
|---|
Reflected Brownian motion with drift in a wedge
Queueing Systems | 2024-03-14 | Paper |
Erratum to: ``On many-server queues in heavy traffic
The Annals of Applied Probability | 2024-01-16 | Paper |
Optimal cash management using impulse control
Indagationes Mathematicae. New Series | 2023-08-28 | Paper |
Large-scale bundle-size pricing: a theoretical analysis
Operations Research | 2022-02-16 | Paper |
On the roughness of the paths of RBM in a wedge
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-11-20 | Paper |
Scaling limit of a limit order book model via the regenerative characterization of Lévy trees
Stochastic Systems | 2018-03-14 | Paper |
Managing capacity and inventory jointly for multi-server make-to-stock queues
Queueing Systems | 2017-08-14 | Paper |
On a class of reflected \(\mathrm{AR}(1)\) processes
Journal of Applied Probability | 2016-12-09 | Paper |
Series expansions for the all-time maximum of \(\alpha\)-stable random walks
Advances in Applied Probability | 2016-11-01 | Paper |
A Dirichlet Process Characterization of RBM in a Wedge
| 2016-05-06 | Paper |
A fair policy for the \(\mathrm{G}/\mathrm{GI}/N\) queue with multiple server pools
Mathematics of Operations Research | 2015-11-04 | Paper |
Limit Theorems for Markovian Bandwidth-Sharing Networks with Rate Constraints
Operations Research | 2015-08-28 | Paper |
Distribution-valued heavy-traffic limits for the \(\mathrm{G}/\mathrm{GI}/\infty\) queue
The Annals of Applied Probability | 2015-05-29 | Paper |
Fluid limits for bandwidth-sharing networks with rate constraints
Mathematics of Operations Research | 2015-03-31 | Paper |
The ``least flexible job first rule in scheduling and in queueing
Operations Research Letters | 2014-05-15 | Paper |
On the Generalized Drift Skorokhod Problem in One Dimension
Journal of Applied Probability | 2013-04-25 | Paper |
An overloaded multiclass FIFO queue with abandonments
Operations Research | 2013-01-30 | Paper |
Queues in tandem with customer deadlines and retrials
Queueing Systems | 2013-01-28 | Paper |
Hazard Rate Scaling of the Abandonment Distribution for the GI/M/n + GI Queue in Heavy Traffic
Operations Research | 2012-12-07 | Paper |
Forecasting prices from level-I quotes in the presence of hidden liquidity
Algorithmic Finance | 2012-10-23 | Paper |
A piecewise linear stochastic differential equation driven by a Lévy process
Journal of Applied Probability | 2011-10-25 | Paper |
Approximating the GI/GI/1+GI queue with a nonlinear drift diffusion: hazard rate scaling in heavy traffic
Mathematics of Operations Research | 2011-04-27 | Paper |
On many-server queues in heavy traffic
The Annals of Applied Probability | 2010-03-08 | Paper |
The \(G/GI/N\) queue in the Halfin-Whitt regime
The Annals of Applied Probability | 2010-01-13 | Paper |
