Random matrices, non-colliding processes and queues
Recherche des Ensembles Minimum Pour une Cascade de Files D'attente Avec Impatiences
Récurrence au sens de Harris des
Recurrence in single server queues with impatient customers
Reflecting diffusions and queueing networks.
Réseaux de files d'attente à forme produit
Reservicing some customers in M/G/1 queues under three disciplines.
Restricted admissibility of batches into an //1 type bulk queue with modified Bernoulli schedule server vacations
We investigate the steady state behavior of an //1 queue with modified Bernoulli schedule server vacations. Batches of variable size arrive at the system according to a compound Poisson process. However, all arriving batches are not allowed into the system. The restriction policy differs when the server is available in the system and when he is on vacation. We obtain in closed form, the steady state probability generating functions for the number of customers in the queue for various states of...
Restricted Admissibility of Batches into an M/G/1 Type Bulk Queue with Modified Bernoulli Schedule Server Vacations
We investigate the steady state behavior of an M/G/1 queue with modified Bernoulli schedule server vacations. Batches of variable size arrive at the system according to a compound Poisson process. However, all arriving batches are not allowed into the system. The restriction policy differs when the server is available in the system and when he is on vacation. We obtain in closed form, the steady state probability generating functions for the number of customers in the queue for various states...
Retrial queues with recurrent demand option.
Risk minimization in the model with transaction costs
The problem of hedging a contingent claim with minimization of quadratic risk is studied. Existence of an optimal strategy for the model with proportional transaction cost and nondelayed observation is shown.