المؤلفون: Cardinaels, Ellen, Borst, Sem, van Leeuwaarden, Johan S.H.

المصدر: Cardinaels , E , Borst , S & van Leeuwaarden , J S H 2024 , ' Heavy-traffic universality of redundancy systems with assignment constraints ' , Operations Research , vol. 72 , no. 4 , pp. 1539-1555 . https://doi.org/10.1287/opre.2022.2385

مصطلحات موضوعية: assignment constraints, heavy-traffic limit, heterogeneity, load balancing, parallel-server systems, redundancy scheduling, resource pooling, state space collapse

وصف الملف: application/pdf

الاتاحة: https://research.tilburguniversity.edu/en/publications/1ab2791a-b085-466e-8ada-e9b007462084
https://doi.org/10.1287/opre.2022.2385
https://pure.uvt.nl/ws/files/94298458/cardinaels-et-al-2022-heavy-traffic-universality-of-redundancy-systems-with-assignment-constraints.pdf

المؤلفون: Kapodistria, Stella, Saxena, Mayank, Boxma, Onno J., Kella, Offer

المصدر: Kapodistria , S , Saxena , M , Boxma , O J & Kella , O 2023 , ' Workload analysis of a two-queue fluid polling model ' , Journal of Applied Probability , vol. 60 , no. 3 , pp. 1003-1030 . https://doi.org/10.1017/jpr.2022.108

مصطلحات موضوعية: boundary value problem, fluid queue, heavy-traffic limit, Lévy process, Polling model, workload analysis

وصف الملف: application/pdf

الاتاحة: https://research.tue.nl/en/publications/466a3303-e3f8-422d-8b93-03928eea5161
https://doi.org/10.1017/jpr.2022.108
https://pure.tue.nl/ws/files/307706313/workload-analysis-of-a-two-queue-fluid-polling-model.pdf
http://www.scopus.com/inward/record.url?scp=85170254944&partnerID=8YFLogxK

المؤلفون: Newbury, James

المساهمون: Hambly, Ben

مصطلحات موضوعية: 519.2, Mathematics, relative/absolute price grid, invariant measure, global/local order flow imbalance, zero-intelligence model, local time, reflected SPDE, stochastic interface model, elastic Brownian motion, diffusion approximation, mesoscopic/macroscopic system, heavy traffic limit, limit order book

URL الوصول: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730078

المؤلفون: Stolyar, Alexander L.

المصدر: Advances in Applied Probability, 2004 Dec 01. 36(4), 1021-1045.

URL الوصول: https://www.jstor.org/stable/4140388

المؤلفون: Linetsky, Vadim

المصدر: Journal of Applied Probability, 2004 Jun 01. 41(2), 327-344.

URL الوصول: https://www.jstor.org/stable/3216019

المؤلفون: Stolyar, Alexander L.

المصدر: The Annals of Applied Probability, 2004 Feb 01. 14(1), 1-53.

URL الوصول: https://www.jstor.org/stable/4140489

المؤلفون: Whitt, Ward

المصدر: Mathematics of Operations Research, 2001 Aug 01. 26(3), 447-484.

URL الوصول: https://www.jstor.org/stable/3690544

المؤلفون: Coffman,, E. G., Puhalskii, A. A., Reiman, M. I.

المصدر: Mathematics of Operations Research, 1998 May 01. 23(2), 257-304.

URL الوصول: https://www.jstor.org/stable/3690512

المؤلفون: Kimura, Tatsuaki, 木村, 達明, キムラ, タツアキ

المساهمون: 髙橋, 豊, 太田, 快人, 大塚, 敏之, 増山, 博之

مصطلحات موضوعية: GI/G/1-type Markov chain, stationary distribution, light-tailed asymptotics, heavy-tailed asymptotics, heavy-traffic limit

وصف الملف: application/pdf

URL الوصول: https://ndlsearch.ndl.go.jp/books/R100000039-I11216815

Degree: 博士(情報学) -- Doctor of Informatics -- 京都大学

المؤلفون: ANG, Marcus, SIGMAN, Karl, SONG, Jing-Sheng, ZHANG, Hanqin

المصدر: Research Collection Lee Kong Chian School Of Business

مصطلحات موضوعية: inventory system, (r, q) policy, stochastic leadtime, asymptotic analysis, heavy traffic limit, Operations and Supply Chain Management

وصف الملف: application/pdf

Relation: https://ink.library.smu.edu.sg/lkcsb_research/5831; https://ink.library.smu.edu.sg/context/lkcsb_research/article/6830/viewcontent/Closed_Form_Approximations_2016_afv.pdf

الاتاحة: https://ink.library.smu.edu.sg/lkcsb_research/5831
https://doi.org/10.1287/opre.2017.1623
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6830/viewcontent/Closed_Form_Approximations_2016_afv.pdf

المؤلفون: Reiman, Martin I., Simon, Burton

المصدر: Operations Research, 1988 May 01. 36(3), 454-469.

URL الوصول: https://www.jstor.org/stable/170988

المؤلفون: van Mieghem, Jan A.

المصدر: The Annals of Applied Probability, 1995 Aug 01. 5(3), 809-833.

URL الوصول: https://www.jstor.org/stable/2245125

المؤلفون: Balagopal, K.

المصدر: Advances in Applied Probability, 1979 Dec 01. 11(4), 851-869.

URL الوصول: https://www.jstor.org/stable/1426863

المؤلفون: Downey, Peter J., Maier, Robert S.

المصدر: Lecture Notes-Monograph Series, 1992 Jan 01. 22, 66-75.

URL الوصول: https://www.jstor.org/stable/4355733

المؤلفون: Buffet, E., Duffield, N. G.

المصدر: Journal of Applied Probability, 1994 Dec 01. 31(4), 1049-1060.

URL الوصول: https://www.jstor.org/stable/3215328

المؤلفون: Anderson, C. W.

المصدر: Journal of Applied Probability, 1975 Mar 01. 12(1), 188-194.

URL الوصول: https://www.jstor.org/stable/3212428

المؤلفون: Ruan, Zhao

مصطلحات موضوعية: Operations research, Heavy traffic limit, Limit order book, Mean reversion, Optimal placement, order position

وصف الملف: application/pdf

URL الوصول: https://escholarship.org/uc/item/2g998968

المؤلفون: He, Shuangchi

مصطلحات موضوعية: Finite element method, Heavy-traffic limit, Diffusion approximation, Customer abandonment, Quality- and efficiency-regime, Many-server queue, Call centers, Queuing theory, Approximation theory, Algorithms

الاتاحة: http://hdl.handle.net/1853/41185

المؤلفون: Manish Airy, Sandeep Bhadra, Sanjay Shakkottai, Robert W. Heath

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.ece.utexas.edu/~rheath/papers/2005/QUESTA/paper.pdf.

مصطلحات موضوعية: fluid limits, state-space collapse, multiuser scheduling, heavy traffic limit, diffusion limit, throughput optimality, pathwise optimality

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.127.4253; http://www.ece.utexas.edu/~rheath/papers/2005/QUESTA/paper.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.127.4253
http://www.ece.utexas.edu/~rheath/papers/2005/QUESTA/paper.pdf

المؤلفون: Cont, Rama, de Larrard, Adrien

المساهمون: Laboratoire de Probabilités et Modèles Aléatoires (LPMA), Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://hal.science/hal-00672274 ; 2011.

مصطلحات موضوعية: limit order book, queueing systems, heavy traffic limit, functional central limit theorem, diffusion approximation, high-frequency data, market microstructure, point process, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [QFIN.TR]Quantitative Finance [q-fin]/Trading and Market Microstructure [q-fin.TR]

Relation: hal-00672274; https://hal.science/hal-00672274; https://hal.science/hal-00672274v2/document; https://hal.science/hal-00672274v2/file/HeavyTrafficOrderBook.pdf

الاتاحة: https://hal.science/hal-00672274
https://hal.science/hal-00672274v2/document
https://hal.science/hal-00672274v2/file/HeavyTrafficOrderBook.pdf