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2. Stability and Structural Properties of Stochastic Storage Networks
3. Decomposition approximations for time-dependent Markovian queueing networks
4. Dynamic staffing in a telephone call center aiming to immediately answer all calls
5. Explicit M/G/1 waiting-time distributions for a class of long-tail service-time distributions
6. Linear stochastic fluid networks
7. Using different response-time requirements to smooth time-varying demand for service
8. Limits for Cumulative Input Processes to Queues
9. Workload bounds in fluid models with priorities
10. Two fluid approximations for multi-server queues with abandonments
11. Staffing a Call Center with Uncertain Arrival Rate and Absenteeism
12. Analysis of join-the-shortest-queue routing for web server farms
13. Coping with Time-Varying Demand When Setting Staffing Requirements for a Service System
14. Value-Based Routing and Preference-Based Routing in Customer Contact Centers
15. What you should know about queueing models to set staffing requirements in service systems
16. The last departure time from an Mt/G/∞ queue with a terminating arrival process
17. Heavy-traffic extreme-value limits for Erlang delay models
18. Heavy-traffic limits for many-server queues with service interruptions
19. Markov Chain Models to Estimate the Premium for Extended Hedge Fund Lockups
20. Continuity of a queueing integral representation in the M1 topology
21. Algorithms for Sparse and Low-Rank Optimization: Convergence, Complexity and Applications
22. Efficient Simulation Methods for Estimating Risk Measures
23. First Order Methods for Large-Scale Sparse Optimization
24. Many-Server Queues with Time-Varying Arrivals, Customer Abandonment, and non-Exponential Distributions
25. Approximate dynamic programming for large scale systems
26. A Simulation Model to Analyze the Impact of Golf Skills and a Scenario-based Approach to Options Portfolio Optimization
27. Contingent Capital: Valuation and Risk Implications Under Alternative Conversion Mechanisms
28. Essays on Inventory Management and Object Allocation
29. Multiproduct Pricing Management and Design of New Service Products
30. Three Essays on Dynamic Pricing and Resource Allocation
31. Chance Constrained Optimal Power Flow: Risk-Aware Network Control under Uncertainty
32. Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error
33. Models for managing surge capacity in the face of an influenza epidemic
34. Optimization Algorithms for Structured Machine Learning and Image Processing Problems
35. Stochastic Models of Limit Order Markets
36. Two Papers of Financial Engineering Relating to the Risk of the 2007--2008 Financial Crisis
37. Convex Optimization Algorithms and Recovery Theories for Sparse Models in Machine Learning
38. Data-driven Decisions in Service Systems
39. Essays in Financial Engineering
40. From Continuous to Discrete: Studies on Continuity Corrections and Monte Carlo Simulation with Applications to Barrier Options and American Options
41. Graph Structure and Coloring
42. High-Dimensional Portfolio Management: Taxes, Execution and Information Relaxations
43. Network Resource Allocation Under Fairness Constraints
44. New Quantitative Approaches to Asset Selection and Portfolio Construction
45. On the Kidney Exchange Problem and Online Minimum Energy Scheduling
46. Perfect Simulation, Sample-path Large Deviations, and Multiscale Modeling for Some Fundamental Queueing Systems
47. Pricing, Trading and Clearing of Defaultable Claims Subject to Counterparty Risk
48. Stochastic Approximation Algorithms in the Estimation of Quasi-Stationary Distribution of Finite and General State Space Markov Chains
49. Studies in Stochastic Networks: Efficient Monte-Carlo Methods, Modeling and Asymptotic Analysis
50. The Theory of Systemic Risk
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