State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits
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Publication:1296747
DOI10.1214/AOAP/1028903539zbMATH Open0945.60025OpenAlexW2004238000MaRDI QIDQ1296747FDOQ1296747
Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Deterministic network models in operations research (90B10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Functional limit theorems; invariance principles (60F17) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Sample path properties (60G17) Production models (90B30)
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Cited In (33)
- Optimal control of a time-varying double-ended production queueing model
- Pathwise differentiability of reflected diffusions in convex polyhedral domains
- Diffusion approximation for signaling stochastic networks
- Time-varying tandem queues with blocking: modeling, analysis, and operational insights via fluid models with reflection
- Reflected backward stochastic differential equations in an orthant
- QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS
- Analysis of multiserver retrial queueing system: a martingale approach and an algorithm of solution
- Multiscale diffusion approximations for stochastic networks in heavy traffic
- From quantum mechanics to finance: microfoundations for jumps, spikes and high volatility phases in diffusion price processes
- Fluid limits of optimally controlled queueing networks
- Existence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limit
- When to use speedup: an examination of service systems with returns
- Diffusion Approximation of State-Dependent G-Networks Under Heavy Traffic
- Spatial capacity planning
- Strong approximations for a Kumar-Seidman network under a priority service discipline
- Switching stochastic models and applications in retrial queues
- Dynamic games for analyzing competition in the internet and in on-line social networks
- Many-server diffusion limits for \(G/Ph/n+GI\) queues
- Periodic dynamics in queuing networks
- Strong approximations for multiclass feedforward queueing networks.
- Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity
- A \(d\)-person differential game with state space constraints
- Non-Markovian state-dependent networks in critical loading
- On moment stability properties for a class of state-dependent stochastic networks
- Special issue: 1st international workshop on retrial queues, WRQ '98. Complutense University of Madrid, Spain, September 22--24, 1998
- A Study of the Convergence of Steady State Probabilities in a Closed Fork-Join Network
- Approximations and optimal control for state-dependent limited processor sharing queues
- \(V\)-uniform ergodicity for state-dependent single class queueing networks
- An insurance network: Nash equilibrium
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- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains
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- Title not available (Why is no real title available?)
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