Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups.
- Published in:
- Annals of Operations Research, 2013, v. 211, n. 1, p. 357, doi. 10.1007/s10479-013-1496-z
- By:
- Publication type:
- Article
Works by Whitt, Ward
Results: 151
1
2
Towards better multi-class parametric-decomposition approximations for open queueing networks.
- Published in:
- Annals of Operations Research, 1994, v. 48, n. 1-4, p. 221, doi. 10.1007/BF02024659
- By:
- Publication type:
- Article
3
Time-Varying Robust Queueing.
- Published in:
- Operations Research, 2019, v. 67, n. 6, p. 1766, doi. 10.1287/opre.2019.1846
- By:
- Publication type:
- Article
4
Periodic Little's Law.
- Published in:
- Operations Research, 2019, v. 67, n. 1, p. 267, doi. 10.1287/opre.2018.1766
- By:
- Publication type:
- Article
5
Using Robust Queueing to Expose the Impact of Dependence in Single-Server Queues.
- Published in:
- Operations Research, 2018, v. 66, n. 1, p. 184, doi. 10.1287/opre.2017.1649
- By:
- Publication type:
- Article
6
Statistical Analysis with Little's Law.
- Published in:
- Operations Research, 2013, v. 61, n. 4, p. 1030, doi. 10.1287/opre.2013.1193
- By:
- Publication type:
- Article
7
Stabilizing Customer Abandonment in Many-Server Queues with Time-Varying Arrivals.
- Published in:
- Operations Research, 2012, v. 60, n. 6, p. 1551, doi. 10.1287/opre.1120.1104
- By:
- Publication type:
- Article
8
A Fluid Approximation for Service Systems Responding to Unexpected Overloads.
- Published in:
- Operations Research, 2011, v. 59, n. 5, p. 1159, doi. 10.1287/opre.1110.0985
- By:
- Publication type:
- Article
9
Wait-Time Predictors for Customer Service Systems with Time-Varying Demand and Capacity.
- Published in:
- Operations Research, 2011, v. 59, n. 5, p. 1106, doi. 10.1287/opre.1110.0974
- By:
- Publication type:
- Article
10
A Network of Time-Varying Many-Server Fluid Queues with Customer Abandonment.
- Published in:
- Operations Research, 2011, v. 59, n. 4, p. 835, doi. 10.1287/opre.1110.0942
- By:
- Publication type:
- Article
11
Service-Level Differentiation in Many-Server Service Systems via Queue-Ratio Routing.
- Published in:
- Operations Research, 2010, v. 58, n. 2, p. 316, doi. 10.1287/opre.1090.0736
- By:
- Publication type:
- Article
12
The Impact of Delay Announcements in Many-Server Queues with Abandonment.
- Published in:
- Operations Research, 2009, v. 57, n. 1, p. 66, doi. 10.1287/opre.1080.0533
- By:
- Publication type:
- Article
13
Two-Moment Approximations for Maxima.
- Published in:
- Operations Research, 2007, v. 55, n. 3, p. 532, doi. 10.1287/opre.1060.0375
- By:
- Publication type:
- Article
14
Sensitivity of Performance in the Erlang-A Queueing Model to Changes in the Model Parameters.
- Published in:
- Operations Research, 2006, v. 54, n. 2, p. 247, doi. 10.1287/opre.1050.0257
- By:
- Publication type:
- Article
15
Fluid Models for Multiserver Queues with Abandonments.
- Published in:
- Operations Research, 2006, v. 54, n. 1, p. 37, doi. 10.1287/opre.1050.0227
- By:
- Publication type:
- Article
16
A Diffusion Approximation for the G/GI/n/m Queue.
- Published in:
- Operations Research, 2004, v. 52, n. 6, p. 922, doi. 10.1287/opre.1040.0136
- By:
- Publication type:
- Article
17
HOW MULTISERVER QUEUES SCALE WITH GROWING CONGESTION-DEPENDENT DEMAND.
- Published in:
- Operations Research, 2003, v. 51, n. 4, p. 531, doi. 10.1287/opre.51.4.531.16093
- By:
- Publication type:
- Article
18
VARIANCE REDUCTION IN SIMULATIONS OF LOSS MODELS.
- Published in:
- Operations Research, 1999, v. 47, n. 4, p. 509, doi. 10.1287/opre.47.4.509
- By:
- Publication type:
- Article
19
Numerical solution of piecewise-stationary ... Queues.
- Published in:
- Operations Research, 1997, v. 45, n. 3, p. 451, doi. 10.1287/opre.45.3.451
- By:
- Publication type:
- Article
20
Stationary-process approximations for the nonstationary erlang loss model.
- Published in:
- Operations Research, 1996, v. 44, n. 6, p. 976, doi. 10.1287/opre.44.6.976
- By:
- Publication type:
- Article
21
Exponential approximations for tail probabilities in queues II: Sojourn time and workload.
- Published in:
- Operations Research, 1996, v. 44, n. 5, p. 758, doi. 10.1287/opre.44.5.758
- By:
- Publication type:
- Article
22
Transient behavior of the M/G/1 workload process.
- Published in:
- Operations Research, 1994, v. 42, n. 4, p. 750, doi. 10.1287/opre.42.4.750
- By:
- Publication type:
- Article
23
The physics of the Mt/G/... queue.
- Published in:
- Operations Research, 1993, v. 41, n. 4, p. 731, doi. 10.1287/opre.41.4.731
- By:
- Publication type:
- Article
24
Estimating customer and time averages.
- Published in:
- Operations Research, 1993, v. 41, n. 2, p. 400, doi. 10.1287/opre.41.2.400
- By:
- Publication type:
- Article
25
A STORAGE MODEL WITH A TWO-STAGE RANDOM ENVIRONMENT.
- Published in:
- Operations Research, 1992, v. 40, n. 3, p. 257, doi. 10.1287/opre.40.3.S257
- By:
- Publication type:
- Article
26
THE ASYMPTOTIC EFFICIENCY OF SIMULATION ESTIMATORS.
- Published in:
- Operations Research, 1992, v. 40, n. 3, p. 505, doi. 10.1287/opre.40.3.505
- By:
- Publication type:
- Article
27
ASYMPTOTIC FORMULAS FOR MARKOV PROCESSES WITH APPLICATIONS TO SIMULATION.
- Published in:
- Operations Research, 1992, v. 40, n. 2, p. 279, doi. 10.1287/opre.40.2.279
- By:
- Publication type:
- Article
28
ON ARRIVALS THAT SEE TIME AVERAGES.
- Published in:
- Operations Research, 1990, v. 38, n. 1, p. 156, doi. 10.1287/opre.38.1.156
- By:
- Publication type:
- Article
29
AN INTERPOLATION APPROXIMATION FOR THE MEAN WORKLOAD IN A GI/G/1 QUEUE.
- Published in:
- Operations Research, 1989, v. 37, n. 6, p. 936, doi. 10.1287/opre.37.6.936
- By:
- Publication type:
- Article
30
EXTENSIONS OF THE QUEUEING RELATIONS L = ...W AND H = ...G.
- Published in:
- Operations Research, 1989, v. 37, n. 4, p. 634, doi. 10.1287/opre.37.4.634
- By:
- Publication type:
- Article
31
INDIRECT ESTIMATION VIA L = lambda(W).
- Published in:
- Operations Research, 1989, v. 37, n. 1, p. 82, doi. 10.1287/opre.37.1.82
- By:
- Publication type:
- Article
32
ESTIMATING AVERAGE PRODUCTION INTERVALS USING INVENTORY MEASUREMENTS: LITTLE'S LAW FOR PARTIALLY OBSERVABLE PROCESSES.
- Published in:
- Operations Research, 1988, v. 36, n. 2, p. 308
- By:
- Publication type:
- Article
33
DECIDING WHICH QUEUE TO JOIN: SOME COUNTEREXAMPLES.
- Published in:
- Operations Research, 1986, v. 34, n. 1, p. 55, doi. 10.1287/opre.34.1.55
- By:
- Publication type:
- Article
34
Approximating a Point Process by a Renewal Process, I: Two Basic Methods.
- Published in:
- Operations Research, 1982, v. 30, n. 1, p. 125, doi. 10.1287/opre.30.1.125
- By:
- Publication type:
- Article
35
On Stochastic Bounds for the Delay Distribution in the GI/G/s Queue.
- Published in:
- Operations Research, 1981, v. 29, n. 3, p. 604, doi. 10.1287/opre.29.3.604
- By:
- Publication type:
- Article
36
Heavy-Traffic Limits for Queues with Many Exponential Servers.
- Published in:
- Operations Research, 1981, v. 29, n. 3, p. 567, doi. 10.1287/opre.29.3.567
- By:
- Publication type:
- Article
37
The Stationary Distribution of a Stochastic Clearing Process.
- Published in:
- Operations Research, 1981, v. 29, n. 2, p. 294, doi. 10.1287/opre.29.2.294
- By:
- Publication type:
- Article
38
Queueing networks with path-dependent arrival processes.
- Published in:
- Queueing Systems, 2023, v. 105, n. 1/2, p. 17, doi. 10.1007/s11134-023-09885-9
- By:
- Publication type:
- Article
39
Correction to: Extremal GI/GI/1 queues given two moments: exploiting Tchebycheff systems.
- Published in:
- 2022
- By:
- Publication type:
- Correction Notice
40
Applying optimization theory to study extremal GI/GI/1 transient mean waiting times.
- Published in:
- Queueing Systems, 2022, v. 101, n. 3/4, p. 197, doi. 10.1007/s11134-021-09725-8
- By:
- Publication type:
- Article
41
Heavy traffic limits for queues with non-stationary path-dependent arrival processes.
- Published in:
- Queueing Systems, 2022, v. 101, n. 1/2, p. 113, doi. 10.1007/s11134-021-09728-5
- By:
- Publication type:
- Article
42
New decomposition approximations for queueing networks.
- Published in:
- Queueing Systems, 2022, v. 100, n. 3/4, p. 365, doi. 10.1007/s11134-022-09739-w
- By:
- Publication type:
- Article
43
Extremal GI/GI/1 queues given two moments: exploiting Tchebycheff systems.
- Published in:
- Queueing Systems, 2021, v. 97, n. 1/2, p. 101, doi. 10.1007/s11134-020-09675-7
- By:
- Publication type:
- Article
44
Heavy-traffic limits for stationary network flows.
- Published in:
- Queueing Systems, 2020, v. 95, n. 1/2, p. 53, doi. 10.1007/s11134-019-09645-8
- By:
- Publication type:
- Article
45
Algorithms for the upper bound mean waiting time in the GI/GI/1 queue.
- Published in:
- Queueing Systems, 2020, v. 94, n. 3/4, p. 327, doi. 10.1007/s11134-020-09649-9
- By:
- Publication type:
- Article
46
Marked point processes in discrete time.
- Published in:
- Queueing Systems, 2019, v. 92, n. 1/2, p. 47, doi. 10.1007/s11134-019-09612-3
- By:
- Publication type:
- Article
47
A central-limit-theorem version of the periodic Little's law.
- Published in:
- Queueing Systems, 2019, v. 91, n. 1/2, p. 15, doi. 10.1007/s11134-018-9588-8
- By:
- Publication type:
- Article
48
A broad view of queueing theory through one issue.
- Published in:
- Queueing Systems, 2018, v. 89, n. 1/2, p. 3, doi. 10.1007/s11134-018-9580-3
- By:
- Publication type:
- Article
49
Heavy-traffic fluid limits for periodic infinite-server queues.
- Published in:
- Queueing Systems, 2016, v. 84, n. 1/2, p. 111, doi. 10.1007/s11134-016-9494-x
- By:
- Publication type:
- Article
50
Stabilizing performance in a single-server queue with time-varying arrival rate.
- Published in:
- Queueing Systems, 2015, v. 81, n. 4, p. 341, doi. 10.1007/s11134-015-9462-x
- By:
- Publication type:
- Article