Bernardo D'Auria

Available identifiers

zbMath Open dauria.bernardoMaRDI QIDQ383281

List of research outcomes

Publication	Date of Publication	Type
Anticipative information in a Brownian-Poisson market	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	2022-06-16	Paper
An \(M/M/c\) queue with queueing-time dependent service rates	2022-02-23	Paper
Stability and Instability of the MaxWeight Policy	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	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	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	2017-07-13	Paper
Sojourn time in a single-server queue with threshold service rate control	2016-02-29	Paper
\(M/M/\infty\) queue with ON-OFF service speeds	2015-01-19	Paper
Closed Queueing Networks Under Congestion: Nonbottleneck Independence and Bottleneck Convergence	2014-07-11	Paper
A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime	2013-11-25	Paper
Two-Sided Reflection of Markov-Modulated Brownian Motion	2012-08-13	Paper
Near-optimal solutions of large-scale single-machine scheduling problems	2012-06-08	Paper
Markov modulation of a two-sided reflected Brownian motion with application to fluid queues	2012-06-01	Paper
First Passage of a Markov Additive Process and Generalized Jordan Chains	2011-01-13	Paper
Limit Behavior of Fluid Queues and Networks	2009-07-18	Paper
\(M/M/\infty\) queues in semi-Markovian random environment	2008-06-25	Paper
A computational study of local search algorithms for Italian high-school timetabling	2008-06-23	Paper
The influence of dependence on data network models	2008-05-15	Paper
Stochastic decomposition of the \(M/G/\infty \) queue in a random environment	2008-01-21	Paper
Data network models of burstiness	2006-07-25	Paper
A LP-based heuristic for a time-constrained routing problem	2006-05-29	Paper
https://portal.mardi4nfdi.de/entity/Q4434818	2003-11-26	Paper
A queueing system of finite capacity with the server requiring a~priority search for customers	2002-04-14	Paper

Research outcomes over time

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