| Publication | Date of Publication | Type |
|---|
Singular control of (reflected) Brownian motion: a computational method suitable for queueing applications
Queueing Systems | 2025-01-22 | Paper |
Reflected Brownian motion in the quarter plane: an equivalence based on time reversal
Stochastic Processes and their Applications | 2022-06-20 | Paper |
| Processing Networks | 2020-09-03 | Paper |
Investment timing with incomplete information and multiple means of learning
Operations Research | 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
Mathematical Methods of Operations Research | 2013-02-20 | Paper |
Positive recurrence of reflecting Brownian motion in three dimensions
The Annals of Applied Probability | 2010-05-06 | Paper |
Design and Control of a Large Call Center: Asymptotic Analysis of an LP-Based Method
Operations Research | 2009-08-13 | Paper |
Reflected Brownian motion in the quadrant: Tail behavior of the stationary distribution
Queueing Systems | 2009-08-11 | Paper |
Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Heavy Traffic Regime
Operations Research | 2009-07-10 | Paper |
Dynamic Control of a Queue with Adjustable Service Rate
Operations Research | 2009-07-03 | Paper |
Workload Interpretation for Brownian Models of Stochastic Processing Networks
Mathematics of Operations Research | 2008-05-27 | Paper |
Correction: Brownian models of open processing networks: canonical representation of workload
The Annals of Applied Probability | 2007-02-05 | Paper |
Workload reduction of a generalized Brownian network
The Annals of Applied Probability | 2006-07-10 | Paper |
Dynamic routing and admission control in high-volume service systems: Asymptotic analysis via multi-scale fluid limits
Queueing Systems | 2006-01-23 | Paper |
Drift rate control of a Brownian processing system
The Annals of Applied Probability | 2005-07-13 | Paper |
A broader view of Brownian networks
The Annals of Applied Probability | 2004-03-21 | Paper |
| scientific article; zbMATH DE number 1936531 (Why is no real title available?) | 2002-01-01 | Paper |
A multiclass queue in heavy traffic with throughput time constraints: Asymptotically optimal dynamic controls
Queueing Systems | 2001-10-31 | Paper |
Brownian models of open processing networks: Canonical representation of workload.
The Annals of Applied Probability | 2000-09-04 | Paper |
Heavy traffic analysis of a system with parallel servers: Asymptotic optimality of discrete-review policies
The Annals of Applied Probability | 2000-06-08 | Paper |
Multi-resource investment strategies: Operational hedging under demand uncertainty
European Journal of Operational Research | 2000-04-10 | Paper |
Heavy traffic resource pooling in parallel-server systems
Queueing Systems | 2000-03-30 | Paper |
Dynamic control of Brownian networks: State space collapse and equivalent workload formulations
The Annals of Applied Probability | 1998-04-20 | Paper |
Two-Moment Analysis of Open Queueing Networks with General Workstation Capabilities
Operations Research | 1998-02-01 | Paper |
A multiclass closed queueing network with unconventional heavy traffic behavior
The Annals of Applied Probability | 1997-07-07 | Paper |
| scientific article; zbMATH DE number 932423 (Why is no real title available?) | 1996-10-07 | Paper |
| scientific article; zbMATH DE number 786511 (Why is no real title available?) | 1996-05-30 | Paper |
| scientific article; zbMATH DE number 786516 (Why is no real title available?) | 1996-05-30 | Paper |
The QNET method for two-moment analysis of closed manufacturing systems
The Annals of Applied Probability | 1994-10-24 | Paper |
Arbitrage pricing of Russian options and perpetual lookback options
The Annals of Applied Probability | 1994-03-17 | Paper |
Brownian models of multiclass queueing networks: Current status and open problems
Queueing Systems | 1994-02-17 | Paper |
Brownian models of feedforward queueing networks: Quasireversibility and product form solutions
The Annals of Applied Probability | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 48933 (Why is no real title available?) | 1992-09-17 | Paper |
Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis
The Annals of Applied Probability | 1992-06-28 | Paper |
Steady-state analysis of RBM in a rectangle: Numerical methods and a queueing application
The Annals of Applied Probability | 1991-01-01 | Paper |
On the quasireversibility of a multiclass Brownian service station
The Annals of Probability | 1990-01-01 | Paper |
The QNET method for two-moment analysis of open queueing networks
Queueing Systems | 1990-01-01 | Paper |
Scheduling Networks of Queues: Heavy Traffic Analysis of a Two-Station Closed Network
Operations Research | 1990-01-01 | Paper |
Brownian models of closed queueing networks with homogeneous customer populations
Stochastics and Stochastic Reports | 1990-01-01 | Paper |
Scheduling networks of queues: Heavy traffic analysis of a simple open network
Queueing Systems | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4076265 (Why is no real title available?) | 1988-01-01 | Paper |
Brownian models of open queueing networks with homogeneous customer populations∗
Stochastics | 1987-01-01 | Paper |
Multidimensional reflected Brownian motions having exponential stationary distributions
The Annals of Probability | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4078444 (Why is no real title available?) | 1985-01-01 | Paper |
The stationary distribution of reflected Brownian motion in a planar region
The Annals of Probability | 1985-01-01 | Paper |
A tandem storage system and its diffusion limit
Stochastic Processes and their Applications | 1984-01-01 | Paper |
A stochastic calculus model of continuous trading: Complete markets
Stochastic Processes and their Applications | 1983-01-01 | Paper |
Impulse Control of Brownian Motion
Mathematics of Operations Research | 1983-01-01 | Paper |
Instantaneous Control of Brownian Motion
Mathematics of Operations Research | 1983-01-01 | Paper |
On skew Brownian motion
The Annals of Probability | 1981-01-01 | Paper |
Reflected Brownian motion on an orthant
The Annals of Probability | 1981-01-01 | Paper |
Martingales and stochastic integrals in the theory of continuous trading
Stochastic Processes and their Applications | 1981-01-01 | Paper |
A note on networks of infinite-server queues
Journal of Applied Probability | 1981-01-01 | Paper |
Sticky Brownian motion as the limit of storage processes
Journal of Applied Probability | 1981-01-01 | Paper |
On the Distribution of Multidimensional Reflected Brownian Motion
SIAM Journal on Applied Mathematics | 1981-01-01 | Paper |
Martingales and arbitrage in multiperiod securities markets
Journal of Economic Theory | 1979-01-01 | Paper |
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
The Quarterly Journal of Economics | 1978-01-01 | Paper |
The diffusion approximation for tandem queues in heavy traffic
Advances in Applied Probability | 1978-01-01 | Paper |
Optimal control of a Brownian storage system
Stochastic Processes and their Applications | 1978-01-01 | Paper |
The Recurrence Classification of Risk and Storage Processes
Mathematics of Operations Research | 1978-01-01 | Paper |
Ruin problems with compounding assets
Stochastic Processes and their Applications | 1977-01-01 | Paper |
Limit theorems for periodic queues
Journal of Applied Probability | 1977-01-01 | Paper |
The supremum distribution of a Lévy process with no negative jumps
Advances in Applied Probability | 1977-01-01 | Paper |
Some Stochastic Bounds for Dams and Queues
Mathematics of Operations Research | 1977-01-01 | Paper |
The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule
Mathematics of Operations Research | 1976-01-01 | Paper |
On the virtual and actual waiting time distributions of a GI/G/1 queue
Journal of Applied Probability | 1976-01-01 | Paper |
Dynamic Scheduling of a Multiclass Queue: Discount Optimality
Operations Research | 1975-01-01 | Paper |
A diffusion approximation for the ruin function of a risk process with compounding assets
Scandinavian Actuarial Journal | 1975-01-01 | Paper |
A Priority Queue with Discounted Linear Costs
Operations Research | 1975-01-01 | Paper |
Assembly-like queues
Journal of Applied Probability | 1973-01-01 | Paper |
The heavy traffic approximation for single server queues in series
Journal of Applied Probability | 1973-01-01 | Paper |
A limit theorem for priority queues in heavy traffic
Journal of Applied Probability | 1973-01-01 | Paper |
Discrete Dynamic Programming with Unbounded Rewards
Annals of Mathematical Statistics | 1972-01-01 | Paper |
