| Publication | Date of Publication | Type |
|---|
A singular stochastic control problem with direction switching cost
Mathematical Methods of Operations Research | 2024-01-25 | Paper |
Instability of LRTF multiclass queueing networks
Operations Research Letters | 2023-07-03 | Paper |
Local edge minimality of SRPT networks with shared resources
Mathematical Methods of Operations Research | 2022-12-08 | Paper |
Instability of SRPT, SERPT and SJF multiclass queueing networks
Queueing Systems | 2022-07-26 | Paper |
Heavy traffic analysis for single-server SRPT and LRPT queues via EDF diffusion limits
Annals of Operations Research | 2022-03-21 | Paper |
Minimal and locally edge minimal fluid models for resource-sharing networks
Mathematics of Operations Research | 2022-02-08 | Paper |
Instability of LAS multiclass queueing networks
Operations Research Letters | 2021-04-07 | Paper |
Continuity and monotonicity of solutions to a greedy maximization problem
Mathematical Methods of Operations Research | 2020-12-15 | Paper |
Open Problem—Protocols for Resource-Sharing Networks with Locally Edge-Minimal Fluid Models
Stochastic Systems | 2020-06-18 | Paper |
| Diffusion limits for SRPT and LRPT queues via EDF approximations | 2020-05-06 | Paper |
Stability of preemptive EDF queueing networks
Annales Universitatis Mariae Curie-Sklodowska, sectio A – Mathematica | 2020-01-28 | Paper |
Stability of linear EDF networks with resource sharing
Queueing Systems | 2018-02-16 | Paper |
Edge minimality of EDF resource sharing networks
Mathematical Methods of Operations Research | 2017-12-01 | Paper |
Minimality of EDF networks with resource sharing
Mathematical Methods of Operations Research | 2016-11-29 | Paper |
Fluid limits for multiple-input shortest remaining processing time queues
Mathematics of Operations Research | 2016-08-10 | Paper |
Characterization of the optimal policy for a multidimensional parabolic singular stochastic control problem
SIAM Journal on Control and Optimization | 2016-06-23 | Paper |
A multidimensional singular stochastic control problem on a finite time horizon
Annales Universitatis Mariae Curie-Sklodowska, sectio A – Mathematica | 2015-08-17 | Paper |
Diffusion limits for shortest remaining processing time queues
(available as arXiv preprint) | 2014-07-21 | Paper |
Limiting distribution for a simple model of order book dynamics
Central European Journal of Mathematics | 2013-02-18 | Paper |
An open queueing network with asymptotically stable fluid model and unconventional heavy traffic behavior
Mathematics of Operations Research | 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
The Annals of Applied Probability | 2011-05-11 | Paper |
Double Skorokhod Map and Reneging Real-Time Queues
Institute of Mathematical Statistics Collections | 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
International Journal of Theoretical and Applied Finance | 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 \([0,a]\)
The Annals of Probability | 2007-10-17 | Paper |
Heavy traffic limit for a processor sharing queue with soft deadlines
The Annals of Applied Probability | 2007-10-17 | Paper |
Accuracy of state space collapse for earliest-deadline-first queues
The Annals of Applied Probability | 2007-08-08 | Paper |
Functional Limit Theorems for a Simple Auction
Mathematics of Operations Research | 2005-11-11 | Paper |
Limiting distributions for minimum relative entropy calibration
Journal of Applied Probability | 2004-09-24 | Paper |
Earliest-deadline-first service in heavy-traffic acyclic networks.
The Annals of Applied Probability | 2004-09-15 | Paper |
Multiple-input heavy-traffic real-time queues.
The Annals of Applied Probability | 2003-05-06 | Paper |
| scientific article; zbMATH DE number 1440968 (Why is no real title available?) | 2002-07-22 | Paper |
| Weighted Monte Carlo: A new technique for calibrating asset-pricing models | 2002-01-13 | Paper |
Optimal Policies for<i>n</i>-Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem
SIAM Journal on Control and Optimization | 2000-10-18 | Paper |
Optimal Policies for<i>n</i>-Dimensional Singular Stochastic Control Problems. Part II: The Radially Symmetric Case. Ergodic Control
SIAM Journal on Control and Optimization | 2000-10-18 | Paper |
| scientific article; zbMATH DE number 1031458 (Why is no real title available?) | 1997-12-14 | Paper |
Convergence of Tight Asymptotic Martingales in a Banach Space.
MATHEMATICA SCANDINAVICA | 1997-08-03 | Paper |
| scientific article; zbMATH DE number 903468 (Why is no real title available?) | 1996-12-02 | Paper |
| scientific article; zbMATH DE number 919347 (Why is no real title available?) | 1996-10-30 | Paper |
| scientific article; zbMATH DE number 759600 (Why is no real title available?) | 1996-01-15 | Paper |
