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