State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits
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)
Recommendations
- Diffusion approximation for open state-dependent queueing networks in the heavy traffic situation
- Approximations of open queueing networks by reflection mappings
- scientific article; zbMATH DE number 3939067
- Periodic dynamics in queuing networks
- A network of priority queues in heavy traffic: One bottleneck station
- Open Queueing Networks in Heavy Traffic
- scientific article; zbMATH DE number 4209891
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- A Fluid Flow Model of Networks of Queues
- A generalization of Norton's theorem for queueing networks
- A solvable model for a finite-capacity queueing system
- A tandem storage system and its diffusion limit
- Approximations for the repairman problem with two repair facilities, I: No spares
- Asymptotic analysis of queueingnetworks
- Asymptotic expansions for closed Markovian networks with state-dependent service rates
- Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations
- Gaussian diffusion approximation of closed Markov models of computer networks
- Heavy Traffic Analysis of a Data Transmission System with Many Independent Sources
- Heavy-Traffic Analysis of a Data-Handling System with Many Sources
- Heavy-Traffic Limits for Queues with Many Exponential Servers
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Large Population Approximations of a General Stochastic Traffic Assignment Model
- Limit non-stationary behavior of large closed queueing networks with bottlenecks
- Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
- Limiting diffusion approximations for the many server queue and the repairman problem
- Limiting results for multiprocessor systems with breakdowns and repairs
- Markovian network processes: Congestion-dependent routing and processing
- Models of flexible manufacturing systems with limited local buffers
- Moment Formulae for a Class of Mixed Multi-Job-Type Queueing Networks
- Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues
- Multiclass Queueing Networks with State-Dependent Routing
- Networks of infinite-server queues with nonstationary Poisson input
- On a functional central limit theorem for Markov population processes
- On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
- On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains
- On queueing network models of flexible manufacturing systems
- Open and Closed Models for Networks of Queues
- Point processes and queues. Martingale dynamics
- Processor-shared buffers with reneging
- Queueing networks with dependent nodes and concurrent movements
- Queuing Network Models with State-Dependent Routing
- Reflected Brownian motion on an orthant
- Regenerative closed queueing networks
- Representations of Markov processes as multiparameter time changes
- SDEs with oblique reflection on nonsmooth domains
- Server Staffing to Meet Time-Varying Demand
- Solutions of ordinary differential equations as limits of pure jump markov processes
- Stability of strong solutions of stochastic differential equations
- Stochastic discrete flow networks: Diffusion approximations and bottlenecks
- Stochastic models for epidemics with special reference to AIDS
- Stochastic theory of a fluid model of producers and consumers coupled by a buffer
- Storage-Limited Queues in Heavy Traffic
- Strong Approximations for Time-Dependent Queues
- Strong approximation for Markovian service networks
- Strong approximation theorems for density dependent Markov chains
- Transient behavior of regulated Brownian motion, I: Starting at the origin
- Transient behavior of regulated Brownian motion, II: Non-zero initial conditions
- Understanding the Efficiency of Multi-Server Service Systems
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
- Service systems with slowdowns: potential failures and proposed solutions
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains
- Title not available (Why is no real title available?)
- Title not available (Why is no real title available?)
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