N. Selvaraju

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Multi-scale diffusion approximations for stochastic networks in random environments under heavy-traffic
ALEA. Latin American Journal of Probability and Mathematical Statistics
2026-04-28Paper
Behavioral robust mean-variance portfolio selection with an intractable claim
Mathematics and Financial Economics
2025-07-14Paper
Diffusion approximation of an infinite-server queue under Markovian environment with rapid switching
Statistics & Probability Letters
2023-06-20Paper
Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework
OR Spectrum
2022-04-14Paper
Upside beta ratio: a performance measure for potential-seeking investors
International Journal of Theoretical and Applied Finance
2020-06-25Paper
A note on a mean-lower partial moment CAPM without risk-free asset
Operations Research Letters
2020-02-10Paper
Growth optimal portfolio for unobservable Markov-modulated markets
International Journal of Mathematics in Operational Research
2018-05-29Paper
Phase-type arrivals and impatient customers in multiserver queue with multiple working vacations
Advances in Operations Research
2018-05-11Paper
A working vacation queue with priority customers and vacation interruptions
International Journal of Operational Research
2017-05-31Paper
Optimization of wind speed on dispersion of pollutants using coupled receptor and dispersion model
Sādhanā
2016-02-26Paper
The discrete-time \(MAP/PH/1\) queue with multiple working vacations
Applied Mathematical Modelling
2010-05-06Paper
Exact transient analysis of a circulant queuing network.
Computers & Mathematics with Applications
2003-12-14Paper
Double-ended queues with impatience
Computers & Operations Research
2003-04-02Paper
Transient analysis of a queue where potential customers are discouraged by queue length
Mathematical Problems in Engineering
2003-03-28Paper
Exact transient solution of a state-dependent queue in discrete time
Operations Research Letters
2002-09-29Paper
The numerical solution of a birth-death process arising in multimedia synchronization
Mathematical and Computer Modelling
2002-06-13Paper
A paired queueing system arising in multimedia synchronization.
Mathematical and Computer Modelling
2002-05-05Paper


Research outcomes over time


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