| Publication | Date of Publication | Type |
|---|
Sample path moderate deviations for shot noise processes in the high intensity regime
Stochastic Processes and their Applications | 2024-10-08 | Paper |
Adaptive service rate control of an \(M/M/1\) queue with server breakdowns
Queueing Systems | 2024-05-22 | Paper |
Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes
Journal of Applied Probability | 2024-05-10 | Paper |
On System-Wide Safety Staffing of Large-Scale Parallel Server Networks
Operations Research | 2024-03-12 | Paper |
Acuity-Based Allocation of ICU-Downstream Beds with Flexible Staffing
INFORMS Journal on Computing | 2024-02-28 | Paper |
Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input
Queueing Systems | 2023-12-14 | Paper |
Multi-patch epidemic models with general exposed and infectious periods
ESAIM: Probability and Statistics | 2023-08-21 | Paper |
Functional central limit theorems for epidemic models with varying infectivity
Stochastics | 2023-07-27 | Paper |
scientific article; zbMATH DE number 7709547 (Why is no real title available?)
(available as arXiv preprint) | 2023-07-10 | Paper |
| scientific article; zbMATH DE number 7709547 (Why is no real title available?) | 2023-07-10 | Paper |
Preference based scheduling in a healthcare provider network
European Journal of Operational Research | 2023-07-10 | Paper |
In memoriam: Aristotle Arapostathis (1954--2021). Stochastic control and stability with applications
Systems & Control Letters | 2023-06-27 | Paper |
On the splitting and aggregating of Hawkes processes
Journal of Applied Probability | 2023-05-08 | Paper |
| Spatially dense stochastic epidemic models with infection-age dependent infectivity | 2023-04-11 | Paper |
| PDE model for multi-patch epidemic models with migration and infection-age dependent infectivity | 2023-04-06 | Paper |
Functional law of large numbers and PDEs for epidemic models with infection-age dependent infectivity
Applied Mathematics and Optimization | 2023-04-03 | Paper |
On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions
Systems & Control Letters | 2023-01-05 | Paper |
Multi-patch multi-group epidemic model with varying infectivity
Probability, Uncertainty and Quantitative Risk | 2022-11-16 | Paper |
Birth and death processes in interactive random environments
Queueing Systems | 2022-11-09 | Paper |
Uniform stability of some large-scale parallel server networks
Queueing Systems | 2022-11-09 | Paper |
| Stochastic epidemic models with varying infectivity and susceptibility | 2022-10-10 | Paper |
| An approximation to the invariant measure of the limiting diffusion of G/Ph/n+GI queues in the Halfin-Whitt regime and related asymptotics | 2022-09-15 | Paper |
On the bias and variance of odds ratio, relative risk and false discovery proportion
Communications in Statistics: Theory and Methods | 2022-09-14 | Paper |
Subexponential upper and lower bounds in Wasserstein distance for Markov processes
Applied Mathematics and Optimization | 2022-09-12 | Paper |
Functional limit theorems for non-Markovian epidemic models
The Annals of Applied Probability | 2022-09-05 | Paper |
Transient behaviors of single-server queues with diffusive rates
Queueing Systems | 2022-06-16 | Paper |
Birth and Death Processes in Interactive Random Environments
(available as arXiv preprint) | 2022-03-19 | Paper |
Path properties of a generalized fractional Brownian motion
Journal of Theoretical Probability | 2022-03-17 | Paper |
Exponential ergodicity and steady-state approximations for a class of Markov processes under fast regime switching
Advances in Applied Probability | 2022-01-18 | Paper |
Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime
Stochastic Processes and their Applications | 2021-12-14 | Paper |
Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime
Advances in Applied Probability | 2021-11-29 | Paper |
Optimal scheduling of critically loaded multiclass \(GI/m/n+m\) queues in an alternating renewal environment
Applied Mathematics and Optimization | 2021-10-08 | Paper |
Epidemic models with varying infectivity
SIAM Journal on Applied Mathematics | 2021-09-15 | Paper |
| An approximation to steady-state of M/Ph/n+M queue | 2021-09-08 | Paper |
On uniform exponential ergodicity of Markovian multiclass many-server queues in the Halfin-Whitt regime
Mathematics of Operations Research | 2021-07-15 | Paper |
Functional law of large numbers and PDEs for epidemic models with infection-age dependent infectivity
(available as arXiv preprint) | 2021-06-07 | Paper |
Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis
Stochastic Processes and their Applications | 2021-02-18 | Paper |
| Semimartingale properties of a generalized fractional Brownian motion and its mixtures with applications in asset pricing | 2020-12-02 | Paper |
Functional limit theorems for shot noise processes with weakly dependent noises
Stochastic Systems | 2020-09-04 | Paper |
Optimal control of Markov-modulated multiclass many-server queues
Stochastic Systems | 2020-06-18 | Paper |
Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment
Queueing Systems | 2020-03-26 | Paper |
Infinite-horizon average optimality of the N-network in the Halfin-Whitt regime
Mathematics of Operations Research | 2020-03-12 | Paper |
Uniform polynomial rates of convergence for a class of Lévy-driven controlled SDEs arising in multiclass many-server queues
(available as arXiv preprint) | 2019-11-20 | Paper |
Equivalence of fluid models for \(G_t / GI /N + GI\) queues
(available as arXiv preprint) | 2019-11-20 | Paper |
Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels
SIAM Journal on Control and Optimization | 2019-04-30 | Paper |
Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
The Annals of Applied Probability | 2019-04-24 | Paper |
Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
The Annals of Applied Probability | 2019-04-24 | Paper |
| scientific article; zbMATH DE number 7042407 (Why is no real title available?) | 2019-03-26 | Paper |
On functional limit theorems for the cumulative times in alternating renewal processes
Operations Research Letters | 2019-02-22 | Paper |
Infinite horizon asymptotic average optimality for large-scale parallel server networks
Stochastic Processes and their Applications | 2018-12-28 | Paper |
Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds
Queueing Systems | 2018-02-16 | Paper |
A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems
Queueing Systems | 2018-01-25 | Paper |
Functional limit theorems for a new class of non-stationary shot noise processes
Stochastic Processes and their Applications | 2018-01-11 | Paper |
On the functional and local limit theorems for Markov modulated compound Poisson processes
Statistics & Probability Letters | 2017-12-22 | Paper |
Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services
Queueing Systems | 2017-06-29 | Paper |
Two-parameter process limits for an infinite-server queue with arrival dependent service times
Stochastic Processes and their Applications | 2017-05-18 | Paper |
| Heavy-traffic limits for a fork-join networkin the Halfin-Whitt regime | 2017-04-10 | Paper |
Ergodic diffusion control of multiclass multi-pool networks in the Halfin-Whitt regime
The Annals of Applied Probability | 2016-12-09 | Paper |
\(\mathrm{G}/\mathrm{G}/\infty\) queues with renewal alternating interruptions
Advances in Applied Probability | 2016-11-01 | Paper |
A service system with on-demand agent invitations
Queueing Systems | 2016-05-19 | Paper |
Gaussian limits for a fork-join network with nonexchangeable synchronization in heavy traffic
Mathematics of Operations Research | 2016-05-19 | Paper |
\(\mathrm{G}/\mathrm{GI}/N (+ \mathrm{GI})\) queues with service interruptions in the Halfin-Whitt regime
Mathematical Methods of Operations Research | 2016-03-24 | Paper |
Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps
Communications in Mathematical Sciences | 2016-03-11 | Paper |
Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime
The Annals of Applied Probability | 2015-11-24 | Paper |
Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime
The Annals of Applied Probability | 2015-11-24 | Paper |
Heavy-traffic limits for a many-server queueing network with switchover
Advances in Applied Probability | 2013-10-23 | Paper |
Infinite-server queues with batch arrivals and dependent service times -- corrigendum
Probability in the Engineering and Informational Sciences | 2013-03-13 | Paper |
Two-parameter heavy-traffic limits for infinite-server queues with dependent service times
Queueing Systems | 2013-02-18 | Paper |
Infinite-server queues with batch arrivals and dependent service times
Probability in the Engineering and Informational Sciences | 2012-09-06 | Paper |
Service Interruptions in Large-Scale Service Systems
Management Science | 2012-03-01 | Paper |
Two-parameter heavy-traffic limits for infinite-server queues
Queueing Systems | 2010-10-14 | Paper |
Martingale proofs of many-server heavy-traffic limits for Markovian queues
Probability Surveys | 2010-06-29 | Paper |
Martingale proofs of many-server heavy-traffic limits for Markovian queues
Probability Surveys | 2010-06-29 | Paper |
Heavy-traffic extreme value limits for Erlang delay models
Queueing Systems | 2010-03-17 | Paper |
Continuity of a queueing integral representation in the \(M_{1}\) topology
The Annals of Applied Probability | 2010-03-08 | Paper |
Exponential inequalities for self-normalized processes with applications
Electronic Communications in Probability | 2009-11-20 | Paper |
Exponential inequalities for self-normalized processes with applications
Electronic Communications in Probability | 2009-11-20 | Paper |
Heavy-traffic limits for many-server queues with service interruptions
Queueing Systems | 2009-08-11 | Paper |
Fluid limits of optimally controlled queueing networks
Journal of Applied Mathematics and Stochastic Analysis | 2008-03-28 | Paper |
