scientific article; zbMATH DE number 879792

From MaRDI portal
Publication:4878850

zbMath0845.60087MaRDI QIDQ4878850

Ward Whitt, Sid Browne

Publication date: 2 September 1996


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



Related Items

Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations, MFGs for partially reversible investment, Approximations for Chat Service Systems Using Many-Server Diffusion Limits, First passage time density of an Ornstein–Uhlenbeck process with broken drift, Managing capacity and inventory jointly for multi-server make-to-stock queues, Diffusion-level universality of many-server systems with concurrent service, Regulated Ornstein-Uhlenbeck process in pandemic-time asset pricing of stocks and derivatives, An Analysis of a Large-Scale Machine Repair Model, Dynamic Volunteer Staffing in Multicrop Gleaning Operations, Heavy-traffic limits for nearly deterministic queues: Stationary distributions, Second-Order Schemes for Fokker-Planck Equations with Discontinuous Drift, Heavy-traffic extreme value limits for Erlang delay models, Diffusion Models for Double-ended Queues with Renewal Arrival Processes, The truncated normal distribution: applications to queues with impatient customers, Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations, Admission control for a multi-server queue with abandonment, Optimal control of a high-volume assemble-to-order system with maximum leadtime quotation and expediting, Bounds and limit theorems for a layered queueing model in electric vehicle charging, Economies-of-Scale in Many-Server Queueing Systems: Tutorial and Partial Review of the QED Halfin--Whitt Heavy-Traffic Regime, Complete resource pooling of a load-balancing policy for a network of battery swapping stations, A Markov chain approximation scheme for option pricing under skew diffusions, Many-server queues with customer abandonment: numerical analysis of their diffusion models, BRAVO for Many-Server QED Systems with Finite Buffers, A diffusion approximation for a GI/GI/1 queue with balking or reneging, Birth and death processes in interactive random environments, Dynamic routing in large-scale service systems with heterogeneous servers