| Publication | Date of Publication | Type |
|---|
Anticipative information in a Brownian-Poisson market
Annals of Operations Research | 2024-06-04 | Paper |
| Optimal stopping of Gauss-Markov bridges | 2022-11-10 | Paper |
| Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes | 2022-11-08 | Paper |
Conditioned tandem networks
Queueing Systems | 2022-06-16 | Paper |
An \(M/M/c\) queue with queueing-time dependent service rates
European Journal of Operational Research | 2022-02-23 | Paper |
Stability and Instability of the MaxWeight Policy
Mathematics of Operations Research | 2022-02-08 | Paper |
Stability and Instability of the MaxWeight Policy
Mathematics of Operations Research | 2022-02-08 | Paper |
| An Anticipative Markov Modulated Market | 2022-02-07 | Paper |
| Optimal stopping of an Ornstein-Uhlenbeck bridge | 2021-10-25 | Paper |
Insider information and its relation with the arbitrage condition and the utility maximization problem
Mathematical Biosciences and Engineering | 2021-08-13 | Paper |
| Optimal stopping times for a class of Ito diffusion bridges | 2019-09-06 | Paper |
Pure threshold strategies for a two-node tandem network under partial information
Operations Research Letters | 2018-09-28 | Paper |
Pure threshold strategies for a two-node tandem network under partial information
Operations Research Letters | 2018-09-28 | Paper |
| A short note on "Anticipative portfolio optimization" | 2018-09-24 | Paper |
| Valuing the anticipative information on the stochastic short interest rates | 2017-11-09 | Paper |
Proportional switching in first-in, first-out networks
Operations Research | 2017-07-13 | Paper |
Proportional switching in first-in, first-out networks
Operations Research | 2017-07-13 | Paper |
Sojourn time in a single-server queue with threshold service rate control
SIAM Journal on Applied Mathematics | 2016-02-29 | Paper |
\(M/M/\infty\) queue with ON-OFF service speeds
Journal of Mathematical Sciences (New York) | 2015-01-19 | Paper |
Closed queueing networks under congestion: nonbottleneck independence and bottleneck convergence
Mathematics of Operations Research | 2014-07-11 | Paper |
Closed queueing networks under congestion: nonbottleneck independence and bottleneck convergence
Mathematics of Operations Research | 2014-07-11 | Paper |
A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime
Queueing Systems | 2013-11-25 | Paper |
Two-sided reflection of Markov-modulated Brownian motion
Stochastic Models | 2012-08-13 | Paper |
Near-optimal solutions of large-scale single-machine scheduling problems
INFORMS Journal on Computing | 2012-06-08 | Paper |
Markov modulation of a two-sided reflected Brownian motion with application to fluid queues
Stochastic Processes and their Applications | 2012-06-01 | Paper |
First Passage of a Markov Additive Process and Generalized Jordan Chains
Journal of Applied Probability | 2011-01-13 | Paper |
Limit Behavior of Fluid Queues and Networks
Operations Research | 2009-07-18 | Paper |
\(M/M/\infty\) queues in semi-Markovian random environment
Queueing Systems | 2008-06-25 | Paper |
A computational study of local search algorithms for Italian high-school timetabling
Journal of Heuristics | 2008-06-23 | Paper |
The influence of dependence on data network models
Advances in Applied Probability | 2008-05-15 | Paper |
Stochastic decomposition of the \(M/G/\infty \) queue in a random environment
Operations Research Letters | 2008-01-21 | Paper |
Data network models of burstiness
Advances in Applied Probability | 2006-07-25 | Paper |
A LP-based heuristic for a time-constrained routing problem
European Journal of Operational Research | 2006-05-29 | Paper |
| scientific article; zbMATH DE number 2009896 (Why is no real title available?) | 2003-11-26 | Paper |
A queueing system of finite capacity with the server requiring a~priority search for customers
Vestnik Rossiĭskogo Universiteta Druzhby Narodov. Seriya Prikladnaya Matematika i Informatika | 2002-04-14 | Paper |
