Double Skorokhod Map and Reneging Real-Time Queues
From MaRDI portal
Publication:3626706
DOI10.1214/074921708000000372zbMath1170.60314OpenAlexW1589432159MaRDI QIDQ3626706
Kavita Ramanan, John P. Lehoczky, Łukasz Kruk, Steven E. Shreve
Publication date: 22 May 2009
Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/074921708000000372
Queues and service in operations research (90B22) Inventory, storage, reservoirs (90B05) General theory of stochastic processes (60G07) Sample path properties (60G17)
Related Items (16)
Sticky Brownian motions and a probabilistic solution to a two-point boundary value problem ⋮ SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation ⋮ Fluid limits for earliest-deadline-first networks ⋮ Optimal power consumption for demand response of thermostatically controlled loads ⋮ An explicit formula for the Skorokhod map on \([0,a\)] ⋮ Ergodicity of an SPDE associated with a many-server queue ⋮ Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection ⋮ A Skorokhod map on measure-valued paths with applications to priority queues ⋮ On the Generalized Drift Skorokhod Problem in One Dimension ⋮ Heavy traffic analysis for EDF queues with reneging ⋮ Structural properties of reflected Lévy processes ⋮ A note on integral representations of the Skorokhod map ⋮ The Skorokhod problem in a time-dependent interval ⋮ Lévy Processes with Two-Sided Reflection ⋮ Asymptotic Optimality of Power-of-d Load Balancing in Large-Scale Systems ⋮ Large Deviations for Additive Functionals of Reflected Jump-Diffusions
This page was built for publication: Double Skorokhod Map and Reneging Real-Time Queues