John P. Lehoczky

Available identifiers

zbMath Open lehoczky.john-pMaRDI QIDQ238893

List of research outcomes

Publication	Date of Publication	Type
Limits of Limit-Order Books	2023-12-03	Paper
Diffusion Limit of Poisson Limit-Order Book Models	2020-08-03	Paper
Priority inheritance protocols: an approach to real-time synchronization	2018-09-14	Paper
Path Generation for Quasi-Monte Carlo Simulation of Mortgage-Backed Securities	2012-02-19	Paper
Heavy traffic analysis for EDF queues with reneging	2011-05-11	Paper
Double Skorokhod Map and Reneging Real-Time Queues	2009-05-22	Paper
An explicit formula for the Skorokhod map on \([0,a\)]	2007-10-17	Paper
Accuracy of state space collapse for earliest-deadline-first queues	2007-08-08	Paper
Integrated QoS-aware resource management and scheduling with multi-resource constraints	2006-11-17	Paper
Real time scheduling theory: A historical perspective	2005-01-12	Paper
Earliest-deadline-first service in heavy-traffic acyclic networks.	2004-09-15	Paper
Multiple-input heavy-traffic real-time queues.	2003-05-06	Paper
Real-time queues in heavy traffic with earliest-deadline-first queue discipline	2003-05-06	Paper
Trade-off analysis of real-time control performance and schedulability	2002-04-11	Paper
https://portal.mardi4nfdi.de/entity/Q4218395	1998-11-11	Paper
Equilibrium Models With Singular Asset Prices	1997-08-31	Paper
A Stochastic Extension of the Miller‐Modigliani Framework1	1997-08-31	Paper
The deferrable server algorithm for enhanced aperiodic responsiveness in hard real-time environments	1995-01-01	Paper
An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty	1992-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q3973611	1992-06-26	Paper
Superposition of renewal processes	1991-01-01	Paper
Martingale and Duality Methods for Utility Maximization in an Incomplete Market	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3479357	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3484594	1990-01-01	Paper
Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model	1990-01-01	Paper
Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon	1987-01-01	Paper
Absolutely continuous and singular stochastic control†	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3714851	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3760262	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3762023	1985-01-01	Paper
Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers	1984-01-01	Paper
General Solution of the Stochastic Price-Dividend Integral Equation: A Theory of Financial Valuation	1984-01-01	Paper
Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy	1983-01-01	Paper
Mathematical analysis of the Miller-Modigliani theory	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3795027	1982-01-01	Paper
Channels that Cooperatively Service a Data Stream and Voice Messages	1982-01-01	Paper
Models for Time-Sharing Computer Systems with Heterogeneous Users	1981-01-01	Paper
Diffusion approximations for the cooperative service of voice and data messages	1981-01-01	Paper
Approximations for interactive Markov chains in discrete and continuous time	1980-01-01	Paper
A Diffusion Approximation Model for a Communication System Allowing Message Interference	1979-01-01	Paper
A diffusion-approximation analysis of a general n-compartment system	1977-01-01	Paper
Formulas for stopped diffusion processes with stopping times based on the maximum	1977-01-01	Paper
A Diffusion Approximation Solution for a Repairman Problem with Two Types of Failure	1977-01-01	Paper
Random Juror Selection from Multiple Lists	1976-01-01	Paper
Gaussian approximations to service problems: a communication system example	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4140125	1975-01-01	Paper
First-emptiness problems in applied probability under first-order dependent input and general output conditions	1973-01-01	Paper
Traffic intersection control and zero-switch queues under conditions of Markov chain dependence input	1972-01-01	Paper
An asymptotic result in traffic theory	1971-01-01	Paper
A note on the first emptiness time of an infinite reservoir with inputs forming a Markov chain	1971-01-01	Paper

Research outcomes over time

Doctoral students

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