| Publication | Date of Publication | Type |
|---|
Uniform Moment Bounds for Generalized Jackson Networks in Multi-scale Heavy Traffic
(available as arXiv preprint) | N/A | Paper |
Convergence and inference of stream stochastic gradient descent, with applications to queueing systems and inventory control
Operations Research | 2026-09-17 | Paper |
Online learning and optimization for queues with unknown arrival rate and service distribution
Operations Research | 2026-09-17 | Paper |
Uniform moment bounds for generalized Jackson networks in multiscale heavy traffic
Mathematics of Operations Research | 2026-03-20 | Paper |
Simulation optimization for queues with heavy-tailed service times
Journal of the Operations Research Society of China | 2025-11-25 | Paper |
An online learning approach to dynamic pricing and capacity sizing in service systems
Operations Research | 2025-01-30 | Paper |
Convergence and Inference of Stream SGD, with Applications to Queueing Systems and Inventory Control
(available as arXiv preprint) | 2025-01-01 | Paper |
Asymptotic Product-form Steady-state Distribution for Semimartingale Reflecting Brownian Motion in Multi-scaling Regime
(available as arXiv preprint) | 2025-01-01 | Paper |
| Steady-State Analysis and Online Learning for Queues with Hawkes Arrivals | 2023-11-05 | Paper |
| Stochastic Approximation MCMC, Online Inference, and Applications in Optimization of Queueing Systems | 2023-09-18 | Paper |
Steady-State Analysis and Online Learning for Queues with Hawkes Arrivals
(available as arXiv preprint) | 2023-01-01 | Paper |
| Tail Quantile Estimation for Non-preemptive Priority Queues | 2022-07-08 | Paper |
Efficient steady-state simulation of high-dimensional stochastic networks
Stochastic Systems | 2022-06-24 | Paper |
Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals
Stochastic Systems | 2022-06-24 | Paper |
Tail Quantile Estimation for Non-preemptive Priority Queues
(available as arXiv preprint) | 2022-01-01 | Paper |
Rates of convergence to stationarity for reflected Brownian motion
Mathematics of Operations Research | 2020-09-01 | Paper |
| Perfect Sampling of Multivariate Hawkes Process | 2020-07-12 | Paper |
Perfect Sampling of Generalized Jackson Networks
Mathematics of Operations Research | 2020-03-12 | Paper |
Perfect Sampling of Multivariate Hawkes Process
(available as arXiv preprint) | 2020-01-01 | Paper |
Many-server Gaussian limits for overloaded non-Markovian queues with customer abandonment
Queueing Systems | 2018-11-02 | Paper |
-strong simulation for multidimensional stochastic differential equations via rough path analysis
The Annals of Applied Probability | 2017-05-03 | Paper |
| Perfect Sampling and Gradient Simulation for Fork-Join Networks | 2016-07-04 | Paper |
Perfect Sampling of Generalized Jackson Network
(available as arXiv preprint) | 2016-01-20 | Paper |
Perfect Sampling and Gradient Simulation for Fork-Join Networks
(available as arXiv preprint) | 2016-01-01 | Paper |
Steady-state simulation of reflected Brownian motion and related stochastic networks
The Annals of Applied Probability | 2015-11-24 | Paper |
Steady-state simulation of reflected Brownian motion and related stochastic networks
The Annals of Applied Probability | 2015-11-24 | Paper |
Two-parameter sample path large deviations for infinite-server queues
Stochastic Systems | 2014-10-07 | Paper |
Two-parameter sample path large deviations for infinite-server queues
Stochastic Systems | 2014-10-07 | Paper |
