scientific article

From MaRDI portal
Publication:2730383

zbMath0988.90004MaRDI QIDQ2730383

Harold J. Kushner

Publication date: 7 August 2001


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (51)

A Retrial Queuing Model with Unreliable Server in K PolicyRobust filtering algorithm for Markov jump processes with high-frequency counting observationsA partial history of the early development of continuous-time nonlinear stochastic systems theoryNear optimal control of queueing networks over a finite time horizonAnalysis of reflected diffusions via an exponential time-based transformationOptimal Ergodic Harvesting under AmbiguityA fluid approach to large volume job shop schedulingThe Skorohod oblique reflection problem in time-dependent domainsOptimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy trafficLarge deviations for two-time-scale diffusions, with delaysOptimal buffer size for a stochastic processing network in heavy trafficContinuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteriaControlled stochastic networks in heavy traffic: convergence of value functionsBoundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflectionsWeak Convergence Limits for Sojourn Times in Cyclic Queues Under Heavy Traffic ConditionsDiffusion Approximation of State-Dependent G-Networks Under Heavy TrafficHeavy traffic approximation for the stationary distribution of stochastic fluid networksOn moment stability properties for a class of state-dependent stochastic networksWeak convergence and fluid limits in optimal time-to-empty queueing control problemsControlled nonlinear stochastic delay equations: Part I: Modeling and approximationsDiffusion approximation for signaling stochastic networksThe cyclic queue and the tandem queueReducing Response Time in Fork-Join Systems under Heavy Traffic Via Imbalance ControlNumerical approximations for nonlinear stochastic systems with delaysRate control under heavy traffic with strategic serversAn Overview for Markov Decision Processes in Queues and NetworksSPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential EquationsNumerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission controlDiffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumpsFluid limits of optimally controlled queueing networksExistence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limitResponse times in M/M/s fork-join networksExit time and invariant measure asymptotics for small noise constrained diffusionsA time-reversed representation for the tail probabilities of stationary reflected Brownian motion.Multiscale diffusion approximations for stochastic networks in heavy trafficDrift rate control of a Brownian processing systemSimulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundaryReliability by design in distributed power transmission networksDiffusion approximations for load balancing mechanisms in cloud storage systemsControllable Markov jump processes. II: Monitoring and optimization of TCP connectionsSticky Brownian Motion and Its Numerical SolutionNon-Markovian State-Dependent Networks in Critical LoadingApproximation of Optimal Reinsurance and Dividend Payout PoliciesAnalysis of production decisions under budget limitationsExplicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-LineMulti-channel queueing networks with input flow controlled by semi-Markov processSwitching diffusion approximations for optimal power management in parallel processing systemsRate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximationOptimal pricing barriers in a regulated market using reflected diffusion processesDynamic safety-stocks for asymptotic optimality in stochastic networksPlatform modelling and scheduling game with multiple intelligent cloud-computing pools for big data




This page was built for publication: