| Publication | Date of Publication | Type |
|---|
| A singular stochastic control problem with direction switching cost | 2024-01-25 | Paper |
| Instability of LRTF multiclass queueing networks | 2023-07-03 | Paper |
| Local edge minimality of SRPT networks with shared resources | 2022-12-08 | Paper |
| Instability of SRPT, SERPT and SJF multiclass queueing networks | 2022-07-26 | Paper |
| Heavy traffic analysis for single-server SRPT and LRPT queues via EDF diffusion limits | 2022-03-21 | Paper |
| Minimal and locally edge minimal fluid models for resource-sharing networks | 2022-02-08 | Paper |
| Instability of LAS multiclass queueing networks | 2021-04-07 | Paper |
| Continuity and monotonicity of solutions to a greedy maximization problem | 2020-12-15 | Paper |
| Open Problem—Protocols for Resource-Sharing Networks with Locally Edge-Minimal Fluid Models | 2020-06-18 | Paper |
| Diffusion limits for SRPT and LRPT queues via EDF approximations | 2020-05-06 | Paper |
| Stability of preemptive EDF queueing networks | 2020-01-28 | Paper |
| Stability of linear EDF networks with resource sharing | 2018-02-16 | Paper |
| Edge minimality of EDF resource sharing networks | 2017-12-01 | Paper |
| Minimality of EDF networks with resource sharing | 2016-11-29 | Paper |
| Fluid limits for multiple-input shortest remaining processing time queues | 2016-08-10 | Paper |
| Characterization of the optimal policy for a multidimensional parabolic singular stochastic control problem | 2016-06-23 | Paper |
| A multidimensional singular stochastic control problem on a finite time horizon | 2015-08-17 | Paper |
| Diffusion limits for shortest remaining processing time queues | 2014-07-21 | Paper |
| Limiting distribution for a simple model of order book dynamics | 2013-02-18 | Paper |
| An open queueing network with asymptotically stable fluid model and unconventional heavy traffic behavior | 2012-05-24 | Paper |
| Invariant states for fluid models of EDF networks: nonlinear lifting map | 2011-05-30 | 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 |
| Stability of two families of real-time queueing networks | 2009-03-17 | Paper |
| WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS | 2008-09-03 | Paper |
| Diffusion approximation for a \(G/G/1\) EDF queue with unbounded lead times | 2008-04-03 | Paper |
| An explicit formula for the Skorokhod map on \([0,a]\) | 2007-10-17 | Paper |
| Heavy traffic limit for a processor sharing queue with soft deadlines | 2007-10-17 | Paper |
| Accuracy of state space collapse for earliest-deadline-first queues | 2007-08-08 | Paper |
| Functional Limit Theorems for a Simple Auction | 2005-11-11 | Paper |
| Limiting distributions for minimum relative entropy calibration | 2004-09-24 | 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 |
| https://portal.mardi4nfdi.de/entity/Q4949414 | 2002-07-22 | Paper |
| Weighted Monte Carlo: A new technique for calibrating asset-pricing models | 2002-01-13 | Paper |
| Optimal Policies forn-Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem | 2000-10-18 | Paper |
| Optimal Policies forn-Dimensional Singular Stochastic Control Problems. Part II: The Radially Symmetric Case. Ergodic Control | 2000-10-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4343758 | 1997-12-14 | Paper |
| Convergence of Tight Asymptotic Martingales in a Banach Space. | 1997-08-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4885233 | 1996-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4889017 | 1996-10-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4834576 | 1996-01-15 | Paper |
