| Publication | Date of Publication | Type |
|---|
| Singular control of (reflected) Brownian motion: a computational method suitable for queueing applications | 2025-01-22 | Paper |
| Reflected Brownian motion in the quarter plane: an equivalence based on time reversal | 2022-06-20 | Paper |
| Processing Networks | 2020-09-03 | Paper |
| Investment Timing with Incomplete Information and Multiple Means of Learning | 2015-11-20 | Paper |
| Resource sharing networks: Overview and an open problem | 2015-04-23 | Paper |
| Brownian Models of Performance and Control | 2014-04-11 | Paper |
| Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence | 2013-02-20 | Paper |
| Positive recurrence of reflecting Brownian motion in three dimensions | 2010-05-06 | Paper |
| Design and Control of a Large Call Center: Asymptotic Analysis of an LP-Based Method | 2009-08-13 | Paper |
| Reflected Brownian motion in the quadrant: Tail behavior of the stationary distribution | 2009-08-11 | Paper |
| Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Heavy Traffic Regime | 2009-07-10 | Paper |
| Dynamic Control of a Queue with Adjustable Service Rate | 2009-07-03 | Paper |
| Workload Interpretation for Brownian Models of Stochastic Processing Networks | 2008-05-27 | Paper |
| Correction: Brownian models of open processing networks: canonical representation of workload | 2007-02-05 | Paper |
| Workload reduction of a generalized Brownian network | 2006-07-10 | Paper |
| Dynamic routing and admission control in high-volume service systems: Asymptotic analysis via multi-scale fluid limits | 2006-01-23 | Paper |
| Drift rate control of a Brownian processing system | 2005-07-13 | Paper |
| A broader view of Brownian networks | 2004-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4406369 | 2002-01-01 | Paper |
| A multiclass queue in heavy traffic with throughput time constraints: Asymptotically optimal dynamic controls | 2001-10-31 | Paper |
| Brownian models of open processing networks: Canonical representation of workload. | 2000-09-04 | Paper |
| Heavy traffic analysis of a system with parallel servers: Asymptotic optimality of discrete-review policies | 2000-06-08 | Paper |
| Multi-resource investment strategies: Operational hedging under demand uncertainty | 2000-04-10 | Paper |
| Heavy traffic resource pooling in parallel-server systems | 2000-03-30 | Paper |
| Dynamic control of Brownian networks: State space collapse and equivalent workload formulations | 1998-04-20 | Paper |
| Two-Moment Analysis of Open Queueing Networks with General Workstation Capabilities | 1998-02-01 | Paper |
| A multiclass closed queueing network with unconventional heavy traffic behavior | 1997-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4894801 | 1996-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4842991 | 1996-05-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4842996 | 1996-05-30 | Paper |
| The QNET method for two-moment analysis of closed manufacturing systems | 1994-10-24 | Paper |
| Arbitrage pricing of Russian options and perpetual lookback options | 1994-03-17 | Paper |
| Brownian models of multiclass queueing networks: Current status and open problems | 1994-02-17 | Paper |
| Brownian models of feedforward queueing networks: Quasireversibility and product form solutions | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3997769 | 1992-09-17 | Paper |
| Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis | 1992-06-28 | Paper |
| Steady-state analysis of RBM in a rectangle: Numerical methods and a queueing application | 1991-01-01 | Paper |
| On the quasireversibility of a multiclass Brownian service station | 1990-01-01 | Paper |
| The QNET method for two-moment analysis of open queueing networks | 1990-01-01 | Paper |
| Scheduling Networks of Queues: Heavy Traffic Analysis of a Two-Station Closed Network | 1990-01-01 | Paper |
| Brownian models of closed queueing networks with homogeneous customer populations | 1990-01-01 | Paper |
| Scheduling networks of queues: Heavy traffic analysis of a simple open network | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3806523 | 1988-01-01 | Paper |
| Brownian models of open queueing networks with homogeneous customer populations∗ | 1987-01-01 | Paper |
| Multidimensional reflected Brownian motions having exponential stationary distributions | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3808989 | 1985-01-01 | Paper |
| The stationary distribution of reflected Brownian motion in a planar region | 1985-01-01 | Paper |
| A tandem storage system and its diffusion limit | 1984-01-01 | Paper |
| A stochastic calculus model of continuous trading: Complete markets | 1983-01-01 | Paper |
| Impulse Control of Brownian Motion | 1983-01-01 | Paper |
| Instantaneous Control of Brownian Motion | 1983-01-01 | Paper |
| On skew Brownian motion | 1981-01-01 | Paper |
| Reflected Brownian motion on an orthant | 1981-01-01 | Paper |
| Martingales and stochastic integrals in the theory of continuous trading | 1981-01-01 | Paper |
| A note on networks of infinite-server queues | 1981-01-01 | Paper |
| Sticky Brownian motion as the limit of storage processes | 1981-01-01 | Paper |
| On the Distribution of Multidimensional Reflected Brownian Motion | 1981-01-01 | Paper |
| Martingales and arbitrage in multiperiod securities markets | 1979-01-01 | Paper |
| Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations | 1978-01-01 | Paper |
| The diffusion approximation for tandem queues in heavy traffic | 1978-01-01 | Paper |
| Optimal control of a Brownian storage system | 1978-01-01 | Paper |
| The Recurrence Classification of Risk and Storage Processes | 1978-01-01 | Paper |
| Ruin problems with compounding assets | 1977-01-01 | Paper |
| Limit theorems for periodic queues | 1977-01-01 | Paper |
| The supremum distribution of a Lévy process with no negative jumps | 1977-01-01 | Paper |
| Some Stochastic Bounds for Dams and Queues | 1977-01-01 | Paper |
| The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule | 1976-01-01 | Paper |
| On the virtual and actual waiting time distributions of a GI/G/1 queue | 1976-01-01 | Paper |
| Dynamic Scheduling of a Multiclass Queue: Discount Optimality | 1975-01-01 | Paper |
| A diffusion approximation for the ruin function of a risk process with compounding assets | 1975-01-01 | Paper |
| A Priority Queue with Discounted Linear Costs | 1975-01-01 | Paper |
| Assembly-like queues | 1973-01-01 | Paper |
| The heavy traffic approximation for single server queues in series | 1973-01-01 | Paper |
| A limit theorem for priority queues in heavy traffic | 1973-01-01 | Paper |
| Discrete Dynamic Programming with Unbounded Rewards | 1972-01-01 | Paper |
