Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Anton Braverman"'
Publikováno v:
Stochastic Systems, Vol 7, Iss 1, Pp 143-196 (2017)
In the seminal paper of Gamarnik and Zeevi [17], the authors justify the steady-state diffusion approximation of a generalized Jackson network (GJN) in heavy traffic. Their approach involves the so-called limit interchange argument, which has since b
Externí odkaz:
https://doaj.org/article/1692c8344db5420fa0856732513713c1
Publikováno v:
Stochastic Systems, Vol 6, Iss 2, Pp 301-366 (2016)
This paper provides an introduction to the Stein method framework in the context of steady-state diffusion approximations. The framework consists of three components: the Poisson equation and gradient bounds, generator coupling, and moment bounds. Wo
Externí odkaz:
https://doaj.org/article/7a82f6e896924cc9a5dbbcad1e86ddee
Publikováno v:
Operations Research.
Much like higher-order Taylor expansions allow one to approximate functions to a higher degree of accuracy, we demonstrate that, by accounting for higher-order terms in the Taylor expansion of a Markov process generator, one can derive novel diffusio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a6cccdca945f9979b4633d65ca7b94f
https://doi.org/10.1287/opre.2022.2362
https://doi.org/10.1287/opre.2022.2362
Autor:
Anton Braverman
Publikováno v:
Mathematics of Operations Research. 45:1069-1103
This paper studies the steady-state properties of the join-the-shortest-queue model in the Halfin–Whitt regime. We focus on the process tracking the number of idle servers and the number of servers with nonempty buffers. Recently, Eschenfeldt and G
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b21b515a1e59a47a8d53a2407c0ba8e3
https://doi.org/10.1287/moor.2019.1023
https://doi.org/10.1287/moor.2019.1023
Autor:
Anton Braverman
We show that the steady-state distribution of the join-the-shortest-queue (JSQ) system converges, in the Halfin-Whitt regime, to its diffusion limit at a rate of at least $1/\sqrt{n}$, where $n$ is the number of servers. Our proof uses Stein's method
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::33e4c1d493cd12ca4328363a07edafdb
Publikováno v:
Operations Research. 67:1437-1452
This paper considers a closed queueing network model of ridesharing systems, such as Didi Chuxing, Lyft, and Uber. We focus on empty-car routing, a mechanism by which we control car flow in the network to optimize system-wide utility functions, for e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0815fb7a5a03ff9d74718a4bf9d6febe
https://doi.org/10.1287/opre.2018.1822
https://doi.org/10.1287/opre.2018.1822
Publikováno v:
Operations Research.
We introduce a framework for approximate dynamic programming that we apply to discrete time chains on $\mathbb{Z}_+^d$ with countable action sets. Our approach is grounded in the approximation of the (controlled) chain's generator by that of another
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::22f130108751b26ff92b2ffa1994e7b8
https://doi.org/10.1287/opre.2019.1903
https://doi.org/10.1287/opre.2019.1903
Autor:
Andreea Minca, Anton Braverman
Publikováno v:
The Journal of Network Theory in Finance. 4:53-78
This paper quantifies the interrelations induced by common asset holdings among financial institutions. A network representation emerges, where nodes represent portfolios and edge weights aggregate the common asset holdings and the liquidity of these
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::76f1b2e2fd16292a25be27d29e603986
https://doi.org/10.21314/jntf.2018.045
https://doi.org/10.21314/jntf.2018.045
Autor:
Anton Braverman, J. G. Dai
Publikováno v:
Ann. Appl. Probab. 27, no. 1 (2017), 550-581
We consider $M/\mathit{Ph}/n+M$ queueing systems in steady state. We prove that the Wasserstein distance between the stationary distribution of the normalized system size process and that of a piecewise Ornstein–Uhlenbeck (OU) process is bounded by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::14874d2bed05efeab59d10117cfd97a4
https://doi.org/10.1214/16-aap1211
https://doi.org/10.1214/16-aap1211
Publikováno v:
SIGMETRICS (Abstracts)
We consider a closed queueing network model of ridesharing systems such as Didi Chuxing, Lyft, and Uber. We focus on empty-car routing, a mechanism by which we control car flow in the network to optimize system-wide utility functions, e.g. the availa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::18fdec54d9f7fefe5ed8abb158bf3427
https://doi.org/10.1145/3143314.3078595
https://doi.org/10.1145/3143314.3078595