scientific article; zbMATH DE number 850352
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Publication:4866375
zbMATH Open0854.60078MaRDI QIDQ4866375FDOQ4866375
Authors: J. G. Dai, R. J. Williams 
Publication date: 20 March 1996
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- Positive recurrence of reflecting Brownian motion in three dimensions
- Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary
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- Reducing Response Time in Fork-Join Systems under Heavy Traffic Via Imbalance Control
- Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
- Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution
- Diffusion approximation for an input-queued switch operating under a maximum weight matching policy
- A note on adjusted replicator dynamics in iterated games
- A multiclass closed queueing network with unconventional heavy traffic behavior
- Multiscale diffusion approximations for stochastic networks in heavy traffic
- Weak convergence of obliquely reflected diffusions
- Characterization of stationary distributions of reflected diffusions
- Fluctuation smoothing policies are stable for stochastic re-entrant lines
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- Diffusion approximations for controlled stochastic networks: an asymptotic bound for the value function
- Existence of optimal controls for singular control problems with state constraints
- An elementary humanomics approach to boundedly rational quadratic models
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- Penalty method for obliquely reflected diffusions
- Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity
- Heavy traffic analysis of maximum pressure policies for stochastic processing networks with multiple bottlenecks
- A multi-dimensional SRBM: geometric views of its product form stationary distribution
- Long time asymptotics for constrained diffusions in polyhedral domains
- The submartingale problem for Brownian motion in a cone with non-constant oblique reflection
- Speculative and hedging interaction model in oil and U.S. dollar markets -- long-term investor dynamics and phases
- Fluid limits to analyze long-term flow rates of a stochastic network with ingress discarding
- State space collapse and diffusion approximation for a network operating under a fair bandwidth sharing policy
- An invariance principle for semimartingale reflecting Brownian motions in domains with piecewise smooth boundaries
- Optimal control of a high-volume assemble-to-order system with maximum leadtime quotation and expediting
- A Brownian model for multiclass queueing networks with finite buffers
- Speculative and hedging interaction model in oil and U.S. dollar markets -- phase transition
- Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains
- Decomposable stationary distribution of a multidimensional SRBM
- Heavy-tailed distributions of volume and price-change resulting from strategy coordination and decision noise
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