Works matching AU Kim, Bara
Results: 44
Asymptotics in the MAP/G/1 Queue with Critical Load.
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- Stochastic Analysis & Applications, 2010, v. 28, n. 1, p. 157, doi. 10.1080/07362990903415866
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Pricing of geometric Asian options under Heston's stochastic volatility model.
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- Quantitative Finance, 2014, v. 14, n. 10, p. 1795, doi. 10.1080/14697688.2011.596844
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A stochastic model of contagion with different individual types.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 5, p. 2175, doi. 10.3934/jimo.2019049
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STABILITY OF A QUEUE WITH DISCRIMINATORY RANDOM ORDER SERVICE DISCIPLINE AND HETEROGENEOUS SERVERS.
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- Journal of Industrial & Management Optimization, 2017, v. 13, n. 3, p. 1237, doi. 10.3934/jimo.2016070
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EXPLICIT SOLUTION FOR THE STATIONARY DISTRIBUTION OF A DISCRETE-TIME FINITE BUFFER QUEUE.
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- Journal of Industrial & Management Optimization, 2016, v. 12, n. 3, p. 1121, doi. 10.3934/jimo.2016.12.1121
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STABILITY OF A CYCLIC POLLING SYSTEM WITH AN ADAPTIVE MECHANISM.
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- Journal of Industrial & Management Optimization, 2015, v. 11, n. 3, p. 763, doi. 10.3934/jimo.2015.11.763
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CATASTROPHE EQUITY PUT OPTIONS UNDER STOCHASTIC VOLATILITY AND CATASTROPHE-DEPENDENT JUMPS.
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- Journal of Industrial & Management Optimization, 2014, v. 10, n. 1, p. 41, doi. 10.3934/jimo.2014.10.41
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Large deviations of the waiting time in the GI/G/1 queue with random order service.
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- Queueing Systems, 2013, v. 74, n. 4, p. 431, doi. 10.1007/s11134-012-9331-9
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Throughput maximization for two station tandem systems: a proof of the Andradóttir-Ayhan conjecture.
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- Queueing Systems, 2011, v. 67, n. 4, p. 365, doi. 10.1007/s11134-011-9222-5
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- Article
Tail asymptotics for the queue size distribution in the MAP/G/1 retrial queue.
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- Queueing Systems, 2010, v. 66, n. 1, p. 79, doi. 10.1007/s11134-010-9179-9
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- Article
Regularly varying tail of the waiting time distribution in M/G/1 retrial queue.
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- Queueing Systems, 2010, v. 65, n. 4, p. 365, doi. 10.1007/s11134-010-9180-3
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- Article
Tail asymptotics for the queue size distribution in a discrete-time Geo/ G/1 retrial queue.
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- Queueing Systems, 2009, v. 61, n. 2/3, p. 243, doi. 10.1007/s11134-009-9106-0
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Stability of join-the-shortest-queue networks.
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- Queueing Systems, 2007, v. 57, n. 4, p. 129, doi. 10.1007/s11134-007-9046-5
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Concavity of the conditional mean sojourn time in the M / G /1 processor-sharing queue with batch arrivals.
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- Queueing Systems, 2008, v. 58, n. 1, p. 57, doi. 10.1007/s11134-007-9058-1
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Asymptotic analysis for loss probability of queues with finite GI / M /1 type structure.
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- Queueing Systems, 2007, v. 57, n. 1, p. 47, doi. 10.1007/s11134-007-9045-6
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Tail asymptotics for the fundamental period in the MAP/G/1 queue.
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- Queueing Systems, 2007, v. 57, n. 1, p. 1, doi. 10.1007/s11134-007-9042-9
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Regularly varying tails in a queue with discrete autoregressive arrivals of order p.
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- Queueing Systems, 2007, v. 56, n. 2, p. 93, doi. 10.1007/s11134-007-9035-8
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Discrete-time multiserver queue with impatient customers.
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- Electronics Letters (Wiley-Blackwell), 2013, v. 49, n. 1, p. 41, doi. 10.1049/el.2012.3520
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Discrete‐time multiserver queue with impatient customers.
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- Electronics Letters (Wiley-Blackwell), 2013, v. 49, n. 1, p. 38, doi. 10.1049/el.2012.3520
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Proof of the conjecture on Markovian queues with Poisson control.
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- Queueing Systems, 2025, v. 109, n. 1, p. 1, doi. 10.1007/s11134-024-09933-y
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Proofs of conjectures on the competition between observable and unobservable servers.
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- Queueing Systems, 2023, v. 104, n. 3/4, p. 211, doi. 10.1007/s11134-023-09887-7
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Proof of the conjecture on the stability of a multi-class retrial queue with constant retrial rates.
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- Queueing Systems, 2023, v. 104, n. 3/4, p. 175, doi. 10.1007/s11134-023-09881-z
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Stability of a cascade system with multiple stations.
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- Queueing Systems, 2023, v. 104, n. 1/2, p. 53, doi. 10.1007/s11134-023-09871-1
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Monotonicity of the mean queue size in DPS systems.
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- Queueing Systems, 2022, v. 100, n. 3/4, p. 209, doi. 10.1007/s11134-022-09779-2
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Stability of a multi-class multi-server retrial queueing system with service times depending on classes and servers.
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- Queueing Systems, 2020, v. 94, n. 1/2, p. 129, doi. 10.1007/s11134-019-09634-x
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Performance analysis of polling systems with retrials and glue periods.
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- Queueing Systems, 2017, v. 87, n. 3/4, p. 293, doi. 10.1007/s11134-017-9545-y
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Waiting Time Problems for Patterns in a Sequence of Multi-State Trials.
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- Mathematics (2227-7390), 2020, v. 8, n. 11, p. 1893, doi. 10.3390/math8111893
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An M/G/l queueing system with fixed feedback policy.
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- ANZIAM Journal, 2002, v. 44, n. 2, p. 283, doi. 10.1017/S1446181100013948
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Hazard rate ordering of the largest order statistics from geometric random variables.
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- Journal of Applied Probability, 2018, v. 55, n. 2, p. 652, doi. 10.1017/jpr.2018.40
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TAIL ASYMPTOTICS FOR THE QUEUE SIZE DISTRIBUTION IN AN M/G/1 RETRIAL QUEUE.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 1111, doi. 10.1239/jap/1197908829
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Optimal Admission Control and State Space Reduction in Two-Class Preemptive Loss Systems.
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- ETRI Journal, 2015, v. 37, n. 5, p. 917, doi. 10.4218/etrij.15.0114.0348
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Joint pricing and inventory control for a production–inventory queueing system.
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- Annals of Operations Research, 2023, v. 331, n. 2, p. 787, doi. 10.1007/s10479-022-04948-1
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Analysis of the waiting time distribution in M/G/1 retrial queues with two way communication.
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- Annals of Operations Research, 2022, v. 310, n. 2, p. 505, doi. 10.1007/s10479-020-03717-2
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Transform approach for discounted aggregate claims in a risk model with descendant claims.
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- Annals of Operations Research, 2020, v. 293, n. 1, p. 175, doi. 10.1007/s10479-019-03392-y
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Analysis of a Markovian feedback queue with multi-class customers and its application to the weighted round-robin queue.
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- Annals of Operations Research, 2019, v. 277, n. 2, p. 137, doi. 10.1007/s10479-018-2917-9
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Analysis of the waiting time distribution for polling systems with retrials and glue periods.
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- Annals of Operations Research, 2019, v. 277, n. 2, p. 197, doi. 10.1007/s10479-018-2800-8
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Waiting time distributions in an M/G/1 retrial queue with two classes of customers.
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- Annals of Operations Research, 2017, v. 252, n. 1, p. 121, doi. 10.1007/s10479-015-1979-1
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Analysis of the $$M^X/G/1$$ retrial queue.
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- Annals of Operations Research, 2016, v. 247, n. 1, p. 193, doi. 10.1007/s10479-015-1921-6
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A survey of retrial queueing systems.
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- Annals of Operations Research, 2016, v. 247, n. 1, p. 3, doi. 10.1007/s10479-015-2038-7
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On the stability of a polling system with an adaptive service mechanism.
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- Annals of Operations Research, 2012, v. 198, n. 1, p. 125, doi. 10.1007/s10479-011-0963-7
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Mean queue size in a queue with discrete autoregressive arrivals of order p.
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- Annals of Operations Research, 2008, v. 162, n. 1, p. 69, doi. 10.1007/s10479-008-0318-1
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Delay analysis of extended rtPS for VoIP service in IEEE 802.16e by matrix analytic method.
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- Annals of Operations Research, 2008, v. 162, n. 1, p. 85, doi. 10.1007/s10479-008-0316-3
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Optimal information disclosure in a production-inventory queueing system.
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- Journal of the Operational Research Society, 2025, v. 76, n. 2, p. 310, doi. 10.1080/01605682.2024.2349752
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A Refinement of the Conjecture on the Pseudo Component Transformation of the Lattice Points in the Simplex.
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- Symmetry (20738994), 2020, v. 12, n. 9, p. 1427, doi. 10.3390/sym12091427
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